CMA: A Unified Contextual Meta-Adaptation Methodology for Time-Series Denoising and Prediction

摘要

Classical time-series forecasting methods rely on learning from a fixed context window of past observations and extrapolating to a fixed number of future steps. They are therefore limited in flexibility and effectiveness in modeling tasks of varying historical lengths or future horizons, requiring re-training for each setting. We propose Contextual Meta-Adaptation (CMA), a unified scheme that captures history contexts and extrapolates future horizons with a single training. CMA integrates denoising diffusion capability which can sequentially generate a future series with maximum likelihood and remains consistent with observed history and past generations. We develop an efficient update strategy using gradient-based meta-learning for full-parameter tuning during training and LoRA adaptation at testing time. We validate our CMA scheme on in-context learning with longer observed history, ex(tend)-context learning with up to 3 times longer future horizons, and transfer-learning across different source-target domains. Our CMA outperforms existing methods by an average of 7% on six academic datasets and a significant 16% improvement on four realistic marketing datasets.