Forecast reconciliation usually starts from a fixed measurement system and asks how forecasts should be projected onto a coherent space. We ask a different question: which additional linear measurements should be forecast and included in the reconciliation system?
arXiv:2606. 04380v1 Announce Type: cross Abstract: Forecast reconciliation usually starts from a fixed measurement system and asks how forecasts should be projected onto a coherent space.
RATL is a plug‑in method for multivariate time‑series forecasting that uses a frozen base forecaster to build a memory of its historical forecast residuals. During inference, RATL retrieves residual trajectories from similar past contexts and employs a set‑aware router to combine them, providing learned feedback correction. Experiments demonstrate that this residual‑retrieval approach improves the performance of the base forecaster across various benchmarks and backbones.
arXiv:2606. 07044v1 Announce Type: new Abstract: Accurate and coherent passenger demand forecasting is essential for Urban Rail Transit (URT) operations.
arXiv:2609.39789v1 Announce Type: cross Abstract: Real-world time series forecasting systems operate under non-stationary data streams, where forecasting performance may degrade over time. Although r...
arXiv:2609.08554v1 Announce Type: new Abstract: In data-driven training, multivariate time-series forecasting is usually optimized with a scalar loss averaged over samples, variables, and horizons. T...
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
CoRe is a model‑agnostic learning objective for direct multivariate time‑series forecasting that replaces pointwise errors with two output‑space constraints: a frequency coherence loss aligning predicted and target spectra, and a low‑rank relational graph loss matching pairwise differences in a PCA subspace. The objective introduces no trainable parameters and can be applied to existing forecasting backbones by changing only the loss. Experiments on standard benchmarks show that CoRe improves strong baselines, compares favorably with recent forecasting objectives, and remains effective across different backbones, datasets, and hyperparameter settings.
arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.
arXiv:2607. 26792v1 Announce Type: cross Abstract: Probabilistic K-line forecasting describes uncertainty in four complementary prices, namely open--high--low--close (OHLC).
arXiv:2608. 10433v4 Announce Type: replace Abstract: Time-series forecasters increasingly accompany numerical predictions with explicit temporal reports, such as delays or selected history, but a correct report need not describe the information actually used by the forecast.
arXiv:2609.26303v1 Announce Type: cross Abstract: Forecasters often score the same units per date against one standardized realized outcome. We show that every standardized forecast splits exactly in...
arXiv:2609.36966v1 Announce Type: cross Abstract: Covariate effects vary across contexts and shift over time, requiring forecasters to assess how to use them for each forecasting context. As forecast...