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.
Authors
- Michelle Girvan (ORCID: https://orcid.org/0000-0001-7519-2842)
- Brian R. Hunt (ORCID: https://orcid.org/0000-0003-0779-9866)
- Andrew Pomerance (ORCID: https://orcid.org/0000-0002-3371-4275)
- Edward Ott (ORCID: https://orcid.org/0000-0002-9395-5062)
Institutions
- Santa Fe Institute (US)
- Hedgeye (United States) (US)
- University of Maryland, College Park (US)
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
Funders
- 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