The world is not static: This causes real-world time series to change over time because external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pandemic change the underlying factors that influence the time series. Once such a data distribution shift happens, it will be part of the time series history and impact future forecasting attempts. We present an adaptive sampling strategy that selects the part of the history that is relevant for the recent data distribu…