Papers for
time-series forecasting teams
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Streaming federated learning models generalize differently with dependent data
On the Generalization Gap of Streaming Federated Learning with Markovian Data
Abstract: Streaming federated learning (SFL) allows clients to train a shared model from continuously arriving data without retaining large local datasets. Such streams often exhibit temporal dependence, yet its effect on generalization remains poorly understood. In this paper we study the expected generalization gap of the aggregated model when client data follow Markov processes, using information-theoretic and rate-distortion techniques. Our framework accommodates heterogeneous Markovian dynamics across clients and distinguishes temporal dependence from information acquired during local learning. We establish bounds under cross-entropy loss, specializing them to Linear Next-Token Prediction (LNTP) and Self-Attention Next-Token Prediction (SANTP). These results quantify the effects of client count, communication rounds, sample size, data dimension, mixing time, and context length. In particular, they reveal a communication--generalization tradeoff: although frequent aggregation may help optimization, it can weaken generalization guarantees. They also suggest a potential advantage of distributed over centralized streaming learning under a fixed total data budget. Temporal dependence enters through the square root of the mixing time. By analyzing the history-state process, we obtain refined bounds with improved context-length dependence under suitable mixing conditions. Experiments on GPT-style language-model pretraining with TinyStories and real-world time-series forecasting illustrate how collaboration and communication frequency influence generalization under temporal dependence
Autoregressive forecasting boosted by separating model roles and speeding execution
One Patch, Three Roles: What Is Actually Coupled in Autoregressive Time-Series Forecasting?
Abstract: Patch-based autoregressive time-series forecasting often ties input representation, learned transitions, and recursive execution to one patch length. We ask which of these roles can be adjusted separately. A supporting atomic-encoding study finds greater sensitivity to model width than to atom grouping on the evaluated grid. Our main finding is that a frozen parent's recursive trajectory is easier to fit than the observed future with lightweight parallel exits. Autoregressive Trajectory Distillation (ATD) turns this into selectable ATD-1/2/4/8 execution, with ATD-1 exactly recovering the parent. On a paired four-data-set comparison, ATD-8 reaches $5.54\times$ end-to-end speedup with stable quality across widths. Fewer calls do not automatically remove the parent's existing forecast error: ATD improves trajectory fidelity in all 21 seed runs but forecast accuracy in only 15 against matched clean-future supervision. We further find a correctable residual projection along a train-selected periodic history direction. Spectrum Tangent applies this correction without adding neural parameters or Transformer calls. At horizon 720, it reduces mean squared error (MSE) and mean absolute error (MAE) by 2.54% and 2.33% over seven data sets and two output widths, while remaining $3.24\times$ faster than recursive inference. Level and shape projections sometimes disagree. Trajectory compressibility, the fidelity-accuracy mismatch, and the correction recur across three public AR parents. Together these results separate representation, transition, and execution as AR design axes. Code is available at https://github.com/RowanFFF/ATD-Spectrum-Tangent.