TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting

The past decade has witnessed significant advances in time series modeling with deep learning. While achieving state-of-the-art results, the best-performing architectures vary highly across applications and domains. Meanwhile, for natural language processing, the Generative Pre-trained Transformer (GPT) has demonstrated impressive performance via training one general-purpose model across various textual datasets. It is intriguing to explore whether GPT-type architectures can be effective for time series, capturing the intrinsic dynamic attributes and leading to significant accuracy improvements. In this paper, we propose a novel framework, TEMPO, that can effectively learn time series representations. We focus on utilizing two essential inductive biases of the time series task for pre-trained models: (i) decomposition of the complex interaction between trend, seasonal and residual components; and (ii) introducing the selection-based prompts to facilitate distribution adaptation in non-stationary time series. TEMPO expands the capability for dynamically modeling real-world temporal phenomena from data within diverse domains. Our experiments demonstrate the superior performance of TEMPO over state-of-the-art methods on a number of time series benchmark datasets. This performance gain is observed not only in standard supervised learning settings but also in scenarios involving previously unseen datasets as well as in scenarios with multi-modal inputs. This compelling finding highlights TEMPO's potential to constitute a foundational model-building framework.

I2I: Initializing Adapters with Improvised Knowledge

Adapters present a promising solution to the catastrophic forgetting problem in continual learning. However, training independent Adapter modules for every new task misses an opportunity for cross-task knowledge transfer. We propose Improvise to Initialize (I2I), a continual learning algorithm that initializes Adapters for incoming tasks by distilling knowledge from previously-learned tasks' Adapters. We evaluate I2I on CLiMB, a multimodal continual learning benchmark, by conducting experiments on sequences of visual question answering tasks. Adapters trained with I2I consistently achieve better task accuracy than independently-trained Adapters, demonstrating that our algorithm facilitates knowledge transfer between task Adapters. I2I also results in better cross-task knowledge transfer than the state-of-the-art AdapterFusion without incurring the associated parametric cost.