Year: 2025
Type: conference-paper
Abstract: We consider a general and realistic scenario involving non-stationary time series, consisting of several offline intervals with different distributions within a fixed offline time horizon, and an online interval that continuously receives new samples. For non-stationary time series, the data distribution in the current online interval may have appeared in previous offline intervals. We theoretically explore the feasibility of applying knowledge from offline intervals to the current online interval. To this end, we propose the Mixture of Online and Offline Experts (MOOE). MOOE learns static offline experts from offline intervals and maintains a dynamic online expert for the current online interval. It then adaptively combines the offline and online experts using a meta expert to make predictions for the samples received in the online interval. Specifically, we focus on theoretical analysis, deriving parameter convergence, regret bounds, and generalization error bounds to prove the effectiveness of the algorithm.
Authors: Zhilin Zhao, Longbing Cao, Yuanyu Wan
Institutions: Sun Yat-sen University, Macquarie University, Zhejiang University
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond
Funder: Australian Research Council
OpenAlex ID: W4409363388