Dynamic Multi-period Experts for Online Time Series Forecasting
Online Time Series Forecasting (OTSF) requires models to continuously adapt to concept drift. However, existing methods often treat concept drift as a monolithic phenomenon. To address this limitation, we first redefine concept drift by categorizing it into two distinct types: Recurring Drift, where previously seen patterns reappear, and Emergent Drift, where entirely new patterns emerge. We then propose DynaME (Dynamic Multi-period Experts), a novel hybrid framework designed to effectively address this dual nature of drift. For Recurring Drift, DynaME employs a committee of specialized experts that are dynamically fitted to the most relevant historical periodic patterns at each time step. For Emergent Drift, the framework detects high-uncertainty scenarios and shifts reliance to a stable, general expert. Extensive experiments on several benchmark datasets and backbones demonstrate that DynaME effectively adapts to both concept drifts and significantly outperforms existing baselines.
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