Tailored forecasting from short time series via meta-learning

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this, we introduce meta-learning for tailored forecasting using related time series (METAFORS), which generalizes knowledge across systems to enable forecasting in data-limited scenarios. By learning from a library of models trained on longer time series from potentially related systems, METAFORS builds and initializes a model tailored to short time-series data from the system of interest. Using a reservoir computing implementation and testing on simulated chaotic systems, we demonstrate that METAFORS can reliably predict both short-term dynamics and long-term statistics without requiring contextual labels. We see this even when test and related systems exhibit substantially different behaviors, highlighting METAFORS' strengths in data-limited scenarios.

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Publication Details

Journal
Science Advances
Published
2026-07-17
DOI
https://doi.org/10.1126/sciadv.ady7216
Primary Topic
Stock Market Forecasting Methods
Type
article
Field-Weighted Citation Impact
0.00

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article

Tailored forecasting from short time series via meta-learning

Michelle Girvan, Brian R. Hunt, Andrew Pomerance, Edward Ott
Science Advances
Stock Market Forecasting Methods
article

Tailored forecasting from short time series via meta-learning

Michelle Girvan, Brian R. Hunt, Andrew Pomerance, Edward Ott
article en

Abstract

Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this, we introduce meta-learning for tailored forecasting using related time series (METAFORS), which generalizes knowledge across systems to enable forecasting in data-limited scenarios. By learning from a library of models trained on longer time series from potentially related systems, METAFORS builds and initializes a model tailored to short time-series data from the system of interest. Using a reservoir computing implementation and testing on simulated chaotic systems, we demonstrate that METAFORS can reliably predict both short-term dynamics and long-term statistics without requiring contextual labels. We see this even when test and related systems exhibit substantially different behaviors, highlighting METAFORS' strengths in data-limited scenarios.

Science AdvancesVol. 12(29)
Santa Fe Institute (US), Hedgeye (United States) (US), University of Maryland, College Park (US)
National Science Foundation, U.S. Department of Defense, Defense Advanced Research Projects Agency, Graduate School, University of Maryland, Office of Naval Research, National Science Foundation Graduate Research Fellowship Program
Openalex Percentile: Top 99%
Stock Market Forecasting Methods
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