ORTCL: Towards Continual Learning of Time Series Foundation Models on Streaming Data via Orthogonal Rotation
Li Lin, Xinrui Zhang, Qi Zhang, Shuai Wang, Kaiwen Xia
Abstract
Time Series Foundation Models (TSFMs) have emerged as a promising approach in time series analysis. Due to the large-scale parameters of TSFMs and pretraining cost, how to adapt TDFMs in streaming data is always the key factor constraining their application effectiveness. Because streaming data often experiences data distribution and task drifts, which cannot be learnt by offline training. Existing methods typically address streaming data modeling with continuous learning through model fine-tuning or model editing. However, fine-tuning incurs significant computational costs, while editing methods can lead to shifts in the original feature space during streaming updates. To address these limitations, we propose a novel Orthogonal Rotation Transformation-based Continuous Learning method, called ORTCL, for TSFMs. Our key insight is to apply orthogonal matrix rotations to the input and output feature spaces of the TSFMs during model editing. This preserves the metric structure of the original feature space and enables new data to be directly mapped into the existing feature space of the TSFMs. Specifically, we obtain the orthogonal matrix for the input layer via singular value decomposition and derive the corresponding transformation matrix for the output layer through least squares optimization. Extensive experimental results demonstrate that ORTCL outperforms existing methods in both single-domain and cross-domain streaming time series forecasting tasks, effectively mitigating catastrophic forgetting.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext be9a7aa9-15c5-4b95-ade6-ea6a11106c06Builds on23
- LoRA: Low-Rank Adaptation of Large Language ModelsEdward J. Hu, Yelong Shen, Phillip Wallis, Zeyuan Allen-Zhu et al.ICLR 2022 · 18,833 citations
- Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingHaoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang et al.AAAI 2021 · 7,289 citations
- Locating and Editing Factual Associations in GPTKevin Meng, David Bau, Alex Andonian, Yonatan BelinkovNeurIPS 2022 · 3,415 citations
- A Time Series is Worth 64 Words: Long-term Forecasting with TransformersYuqi Nie, Nam H. Nguyen, Phanwadee Sinthong, Jayant KalagnanamICLR 2023 · 536 citations
- Memory-Based Model Editing at ScaleEric Mitchell, Charles Lin, Antoine Bosselut, Christopher D. Manning et al.ICML 2022 · 520 citations
Related papers
- MEMTS: Internalizing Domain Knowledge via Parameterized Memory for Retrieval-Free Domain Adaptation of Time Series Foundation ModelsXiaoyun Yu, Li Fan, Xiangfei Qiu, Nanqing Dong et al.KDD 2026 · 2 citations
- Adapt Data to Model: Adaptive Transformation Optimization for Domain-shared Time Series Foundation ModelsYunzhong Qiu, Zhiyao Cen, Zhongyi Pei, Chen Wang et al.ICLR 2026 · 1 citation
- Universal Redundancies in Time Series Foundation ModelsAnthony Bao, Venkata Hasith Vattikuti, Jeffrey Lai, William GilpinICML 2026 · 2 citations
- TS-Memory: Plug-and-Play Memory for Time Series Foundation ModelsSisuo Lyu, Siru Zhong, Tiegang Chen, Weilin Ruan et al.KDD 2026
- Lightweight Online Adaption for Time Series Foundation Model ForecastsThomas L. Lee, William Toner, Rajkarn Singh, Artjom Joosen et al.ICML 2025
