KalmanHD: Robust On-Device Time Series Forecasting with Hyperdimensional Computing

Abstract

Time series forecasting is shifting towards Edge AI, where models are trained and executed on edge devices instead of in the cloud. However, training forecasting models at the edge faces two challenges concurrently: (1) dealing with streaming data containing abundant noise, which can lead to degradation in model predictions, and (2) coping with limited on-device resources. Traditional approaches focus on simple statistical methods like ARIMA or neural networks, which are either not robust to sensor noise or not efficient for edge deployment, or both. In this paper, we propose a novel, robust, and lightweight method named KalmanHD for on-device time series forecasting using Hyperdimensional Computing (HDC). KalmanHD integrates Kalman Filter (KF) with HDC, resulting in a new regression method that combines the robustness of KF towards sensor noise and the efficiency of HDC. KalmanHD first encodes the past values into a high-dimensional vector representation, then applies the Expectation-Maximization (EM) approach as in KF to iteratively update the model based on the incoming samples. KalmanHD inherently considers the variability of each sample and thereby enhances robustness. We further accelerate KalmanHD by substituting the expensive matrix multiplication with efficient binary operations between the covariance and the encoded values. Our results show that KalmanHD achieves MAE comparable to the state-of-the-art noise-optimized NN-based methods while running 3.6−8.6× faster on typical edge platforms.