Addressing Concept Shift in Online Time Series Forecasting: Detect-then-Adapt

Online updating of time series forecasting models aims to tackle the challenge of concept drifting by adjusting forecasting models based on streaming data. While numerous algorithms have been developed, most of them focus on model design and updating. In practice, many of these methods struggle with continuous performance regression in the face of accumulated concept drifts over time. To address this limitation, we present a novel approach, Concept \textbf{D}rift \textbf{D}etection an\textbf{D} \textbf{A}daptation (D3A), that first detects drifting conception and then aggressively adapts the current model to the drifted concepts after the detection for rapid adaption. To best harness the utility of historical data for model adaptation, we propose a data augmentation strategy introducing Gaussian noise into existing training instances. It helps mitigate the data distribution gap, a critical factor contributing to train-test performance inconsistency. The significance of our data augmentation process is verified by our theoretical analysis. Our empirical studies across six datasets demonstrate the effectiveness of D3A in improving model adaptation capability. Notably, compared to a simple Temporal Convolutional Network (TCN) baseline, D3A reduces the average Mean Squared Error (MSE) by $43.9\%$. For the state-of-the-art (SOTA) model, the MSE is reduced by $33.3\%$.

Effectiveness of Optimization Algorithms in Deep Image Classification

Adam is applied widely to train neural networks. Different kinds of Adam methods with different features pop out. Recently two new adam optimizers, AdaBelief and Padam are introduced among the community. We analyze these two adam optimizers and compare them with other conventional optimizers (Adam, SGD + Momentum) in the scenario of image classification. We evaluate the performance of these optimization algorithms on AlexNet and simplified versions of VGGNet, ResNet using the EMNIST dataset. (Benchmark algorithm is available at \hyperref[https://github.com/chuiyunjun/projectCSC413]{https://github.com/chuiyunjun/projectCSC413}).