Skip to content

DRIFT: Regime-Aware Self-Supervised Learning, Zero-Inflated Forecasting, and Inference Fusion for Metro OD Demand under Temporal Distribution Shift

Jul 2026 · Journal of Internet Technology · Vol 27, pp. 539-553 · 0 citations

TL;DR

Results indicate that jointly modeling regime consistency and sparsity is effective for long-horizon OD forecasting, and that the core representation and sparsity-aware designs alone, without the inference-time fusion, already surpass all baselines.

Abstract

Accurate origin–destination (OD) demand forecasting is critical for safe and efficient metro operations, yet remains challenging due to temporal distribution shift and structural sparsity. The former destabilizes learned representations across demand regimes, while the latter biases models toward inactive OD pairs. Existing methods typically address these issues in isolation, limiting robustness in real-world settings. This paper proposes DRIFT, a unified framework that jointly handles representation instability and zero-inflated demand. DRIFT integrates three components: (1) regime-consistent self-supervised pre-training for stable spatio-temporal representations; (2) a zero-inflated AutoGate predictor that separates zero occurrence from flow magnitude; and (3) an adaptive inference-time fusion strategy to improve robustness under distribution mismatch. Experiments on 109 months of Taipei Metro OD data (28 stations, three regimes) under a strict no-look-ahead protocol show that DRIFT achieves MAE = 23.69, RMSE = 38.60, MAPE = 11.70%, and Peak Recall = 0.993, outperforming the strongest baseline by up to 9.3%. Ablation studies confirm that each component contributes distinct functionality, and that the core representation and sparsity-aware designs alone, without the inference-time fusion, already surpass all baselines. These results indicate that jointly modeling regime consistency and sparsity is effective for long-horizon OD forecasting.

View source

Similar papers

Conference Open access Sep 2026

Beyond Uniform Updates: Drift Pattern Aware Online Time Series Forecasting Under Delayed Feedback

This work views delayed residuals as compressed observations of latent drift over the horizon, and proposes PADRE, a drift evidence driven framework that converts each delayed feedback event into a context-sensitive adaptation decision, and builds a Tri-View drift representation.

Xing-Wang Li, Fei Teng, Cong Zhou et al. · 1 citation
Preprint Aug 2026

End-to-end Early Classification of Time Series in Non-Stationary Environments

DQeND is introduced, a unified architecture that jointly learns representation, classification, and triggering decisions, while remaining directly comparable to state-of-the-art separable baselines, and indicates that end-to-end learning can offer improved adaptation capabilities for ECTS in dynamic environments.

Aurélien Renault, A. Bondu, Antoine Cornuéjols et al. · 0 citations
Open access 2026

Physics-Informed Generative Modeling for Sparse OD Matrix Forecasting: A Dual-Head VAE-GMM Approach With a Single Time Step Input

This study proposes a novel, compact, physics-informed generative framework capable of forecasting transit demands using only a single historical time step as input, which successfully mitigates zero-inflation and performs significantly better than traditional parametric and deep-learning baselines.

Mark Mpabulungi, Chang-Hun Kang, Keemin Sohn et al. · 0 citations
Open access 2026

Dynamic-Flooding Transformer Ensembles for Reinforcement-Learning-Based Equity Market Timing

This framework offers a scalable and adaptive engineering blueprint for automated market timing across diverse equity markets, outperforming reference indices on the Dow 30, S&P 100, and NASDAQ 100 and securing top ranks in cumulative return, Sharpe, and Calmar ratios.

Tung-Liang Chen, Jyh-Shing Roger Jang · 0 citations
#artificial intelligence Preprint Sep 2026

Pseudo-Label-Triggered Retraining from Forecast Errors for Online Time Series Forecasting

Real-world time series forecasting systems operate under non-stationary data streams, where forecasting performance may degrade over time. Although retraining can recover the performance, it incurs non-trivial computational and operational costs. Under limited deployment resources, the key challenge is therefore not on...

Yeryeong Kwak, Yoo-Min Jung, Jonghun Park · 0 citations
Review Open access Sep 2026

DARC-OR: Dual-Signal Adaptive Recalibration and Concept-Drift Response for Capacity-Constrained Operational-Risk Early Warning

Operational-risk early-warning models in financial institutions operate under nonstationarity, extreme class imbalance, delayed outcome confirmation, and finite investigation capacity. This paper proposes DARC-OR, a drift-response framework that combines an immediately available Jensen-Shannon divergence signal on mode...

Ethan Mercer · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.