TY - GEN
T1 - MEMTS
T2 - 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.1, KDD 2026
AU - Yu, Xiaoyun
AU - Fan, Li
AU - Qiu, Xiangfei
AU - Dong, Nanqing
AU - Huang, Yonggui
AU - Qi, Honggang
AU - Pu, Geguang
AU - Ouyang, Wanli
AU - Chen, Xi
AU - Hu, Jilin
N1 - Publisher Copyright:
© 2026 Owner/Author.
PY - 2026/8/8
Y1 - 2026/8/8
N2 - While Time Series Foundation Models (TSFMs) have demonstrated exceptional performance in generalized forecasting, their performance often degrades significantly when deployed in real-world vertical domains characterized by temporal distribution shifts and domain-specific periodic structures. Current solutions are primarily constrained by two paradigms: Domain-Adaptive Pretraining (DAPT), which improves short-term domain fitting but frequently disrupts previously learned global temporal patterns due to catastrophic forgetting; and Retrieval-Augmented Generation (RAG), which incorporates external knowledge but introduces substantial retrieval overhead. This creates a severe scalability bottleneck that fails to meet the high-efficiency requirements of real-time stream processing. To break this impasse, we propose MEMory for Time Series (MEMTS), a lightweight and plug-and-play method for retrieval-free domain adaptation in time series forecasting. While MEMTS uses an offline retrieval step once per domain to construct multi-target supervision, all retrieved knowledge is subsequently compiled into model parameters, so MEMTS is retrieval-free at inference time. The key component of MEMTS is a Knowledge Persistence Module (KPM), which internalizes domain-specific temporal dynamics, such as recurring seasonal patterns and trends into a compact set of learnable latent prototypes. In doing so, it transforms fragmented historical observations into continuous, parameterized knowledge representations. This paradigm shift enables MEMTS to achieve accurate domain adaptation with constant-time inference and near-zero latency, while effectively mitigating catastrophic forgetting of general temporal patterns, all without requiring any architectural modifications to the frozen TSFM backbone. Extensive experiments on multiple datasets demonstrate the SOTA performance of MEMTS. Our code is publicly available at https://github.com/ecnuabmlab/MEMTS.
AB - While Time Series Foundation Models (TSFMs) have demonstrated exceptional performance in generalized forecasting, their performance often degrades significantly when deployed in real-world vertical domains characterized by temporal distribution shifts and domain-specific periodic structures. Current solutions are primarily constrained by two paradigms: Domain-Adaptive Pretraining (DAPT), which improves short-term domain fitting but frequently disrupts previously learned global temporal patterns due to catastrophic forgetting; and Retrieval-Augmented Generation (RAG), which incorporates external knowledge but introduces substantial retrieval overhead. This creates a severe scalability bottleneck that fails to meet the high-efficiency requirements of real-time stream processing. To break this impasse, we propose MEMory for Time Series (MEMTS), a lightweight and plug-and-play method for retrieval-free domain adaptation in time series forecasting. While MEMTS uses an offline retrieval step once per domain to construct multi-target supervision, all retrieved knowledge is subsequently compiled into model parameters, so MEMTS is retrieval-free at inference time. The key component of MEMTS is a Knowledge Persistence Module (KPM), which internalizes domain-specific temporal dynamics, such as recurring seasonal patterns and trends into a compact set of learnable latent prototypes. In doing so, it transforms fragmented historical observations into continuous, parameterized knowledge representations. This paradigm shift enables MEMTS to achieve accurate domain adaptation with constant-time inference and near-zero latency, while effectively mitigating catastrophic forgetting of general temporal patterns, all without requiring any architectural modifications to the frozen TSFM backbone. Extensive experiments on multiple datasets demonstrate the SOTA performance of MEMTS. Our code is publicly available at https://github.com/ecnuabmlab/MEMTS.
KW - domain adaptation
KW - post-training
KW - time series foundation models
UR - https://www.scopus.com/pages/publications/105051081455
U2 - 10.1145/3770855.3818032
DO - 10.1145/3770855.3818032
M3 - 会议稿件
AN - SCOPUS:105051081455
T3 - Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining
SP - 6314
EP - 6325
BT - KDD 2026 - Proceedings of the 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.2
PB - Association for Computing Machinery
Y2 - 9 August 2026 through 13 August 2026
ER -