Tackling Time-Series Forecasting Generalization via Mitigating Concept Drift

Publication

Implementation of the paper "Tackling Time-Series Forecasting Generalization via Mitigating Concept Drift."

Authors: Zhiyuan Zhao, Haoxin Liu, B.Aditya Prakash

Placement: ICLR 2026

Paper + Appendix: https://arxiv.org/abs/2510.14814

Usage

Example to run a conventional time-series forecasting model

bash scripts/long_term_forecast/Exchange_script/iTransformer.sh

Example to run a ShifTS forecasting model

bash scripts/causal_forecast/Exchange_script/iTransformer.sh

Contact

If you have any questions about the code, please contact Zhiyuan Zhao at leozhao1997[at]gatech[dot]edu.

Acknowledgement

If you find our work useful, please cite our work:

@article{zhao2025tackling,
  title={Tackling Time-Series Forecasting Generalization via Mitigating Concept Drift},
  author={Zhao, Zhiyuan and Liu, Haoxin and Prakash, B Aditya},
  journal={arXiv preprint arXiv:2510.14814},
  year={2025}
}

This work also builds on previous works, please consider cite these works properly.

Time Series Library (TSLib). [Code]