Beyond Fixed Variables: Expanding-variate Time Series Forecasting via Flat Scheme and Spatio-temporal Focal Learning
Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are deployed, increasing variables in MTSF. In light of this, we introduce a novel task, Expanding-variate Time Series Forecasting (EVTSF). This task presents unique challenges, specifically (1) handling inconsistent data shapes caused by adding new variables, and (2) addressing imbalanced spatio-temporal learning, where expanding variables have limited observed data due to the necessity for timely operation. To address these challenges, we propose STEV, a flexible spatio-temporal forecasting framework. STEV includes a new Flat Scheme to tackle the inconsistent data shape issue, which extends the graph-based spatio-temporal modeling architecture into 1D space by flattening the 2D samples along the variable dimension, making the model variable-scale-agnostic while still preserving dynamic spatial correlations through a holistic graph. Additionally, we introduce a novel Spatio-temporal Focal Learning strategy that incorporates a negative filter to resolve potential conflicts between contrastive learning and graph representation, and a focal contrastive loss as its core to guide the framework to focus on optimizing the expanding variables. To evaluate the effectiveness of STEV, we benchmark EVTSF performance on three real-world datasets from various domains and compare it against three potential solutions employing state-of-the-art (SOTA) MTSF models tailored for EVSTF. Experimental results show that STEV significantly outperforms its competitors, especially in handling expanding variables. Notably, STEV, with only 5% of observations during the expanding period, is on par with SOTA MTSF models trained with complete data. Further exploration of various expanding scenarios underscores the generalizability of STEV in real-world applications.
Authors
- Kai Tang
- Fei Teng (ORCID: https://orcid.org/0000-0001-9535-7245)
- H. Li (ORCID: https://orcid.org/0000-0001-7541-7052)
- Minbo Ma (ORCID: https://orcid.org/0000-0001-6098-111X)
- Tianrui Li (ORCID: https://orcid.org/0000-0001-7780-104X)
- Dalin Zhang (ORCID: https://orcid.org/0000-0002-5869-6544)
Institutions
- FernUniversität in Hagen (DE)
- Southwest Jiaotong University (CN)
- Zhejiang University (CN)
- Aalborg University (DK)
Publication Details
- Published
- 2025-08-03
- DOI
- https://doi.org/10.1145/3711896.3736854
- Primary Topic
- Forecasting Techniques and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- National Natural Science Foundation of China