FlexTSF: A Universal Forecasting Model for Time Series with Variable Regularities

Developing a foundation model for time series forecasting across diverse domains has attracted significant attention in recent years. Existing works typically assume regularly sampled, well-structured data, limiting their applicability to more generalized scenarios where time series often contain missing values, unequal sequence lengths, and irregular time intervals between measurements. To cover diverse domains and handle variable regularities, we propose FlexTSF, a universal time series forecasting model that possesses better generalization and natively support both regular and irregular time series. FlexTSF produces forecasts in an autoregressive manner and incorporates three novel designs: VT-Norm, a normalization strategy to ablate data domain barriers, IVP Patcher, a patching module to learn representations from flexibly structured time series, and LED attention, an attention mechanism to seamlessly integrate these two and propagate forecasts with awareness of domain and time information. Experiments on 12 datasets show that FlexTSF outperforms state-of-the-art forecasting models respectively designed for regular and irregular time series. Furthermore, after self-supervised pre-training, FlexTSF shows exceptional performance in both zero-shot and few-show settings for time series forecasting.

IVP-VAE: Modeling EHR Time Series with Initial Value Problem Solvers

Continuous-time models such as Neural ODEs and Neural Flows have shown promising results in analyzing irregularly sampled time series frequently encountered in electronic health records. Based on these models, time series are typically processed with a hybrid of an initial value problem (IVP) solver and a recurrent neural network within the variational autoencoder architecture. Sequentially solving IVPs makes such models computationally less efficient. In this paper, we propose to model time series purely with continuous processes whose state evolution can be approximated directly by IVPs. This eliminates the need for recurrent computation and enables multiple states to evolve in parallel. We further fuse the encoder and decoder with one IVP solver based on its invertibility, which leads to fewer parameters and faster convergence. Experiments on three real-world datasets show that the proposed approach achieves comparable extrapolation and classification performance while gaining more than one order of magnitude speedup over other continuous-time counterparts.