Domain Generalization under Sampling Pattern Shifts in Irregular Time Series

Abstract

Irregularly sampled multivariate time series (ISMTS) are prevalent in real-world applications, where both observation times and available measurements can vary substantially across domains. While recent models increasingly exploit such sampling information for prediction, its robustness under sampling pattern shifts remains underexplored. We introduce HAR-C, to the best of our knowledge the first controlled benchmark for sampling pattern shifts in ISMTS, and show that sampling shifts alone can substantially degrade performance, induce sampling-specific shortcuts, and remain challenging for existing domain generalization (DG) methods. Motivated by these findings, we propose PRISM, a DG framework that first learns complementary feature-centric and sampling-centric representations without task labels, and subsequently performs robust supervised training across diverse sampling variations to discourage brittle shortcut reliance. Extensive experiments on controlled and real-world ISMTS benchmarks demonstrate that PRISM consistently improves robustness to unseen sampling shifts over existing methods. Our code is available at https://anonymous.4open.science/r/PRISM.