arXiv Machine Learning

From Recoverability to Functional Use: Certifying Temporal Reports in Time-Series Forecasting

arXiv:2608. 10433v2 Announce Type: replace Abstract: Temporal reports are increasingly emitted alongside numerical forecasts and are often interpreted as statements about the computation producing those forecasts.

arXiv AI
Aug 12

Retrieval-Corrected Conformal Prediction for Time Series

arXiv:2608. 10553v1 Announce Type: cross Abstract: Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions.

By Sangjin Jin, Kangmin Kim, Junhyeong Lee, Yongjae Lee
arXiv Machine Learning
Sep 14

Explaining Time Series Forecasting with Horizon-Resolved Attribution

The paper introduces Horizon-Resolved eXplanation (HRX), a framework that adds a horizon axis to time‑series forecasting explanations, allowing each forecast step to have its own importance map. HRX operates as a plug‑in for any differentiable forecaster, includes an evaluation protocol that tests the impact of removing top‑ranked inputs, and a rank criterion to decide when horizon resolution is beneficial. Experiments across multiple backbones and datasets demonstrate that incorporating the horizon axis improves explanation quality and that the step‑wise dependence is low‑dimensional, requiring only a few shared maps regardless of forecast length.

By Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn
arXiv AI
Aug 18

AsyTO: Asymmetric Temporal Operator for Parameter-Efficient Multivariate Time Series Forecasting

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.

By Xiachong Lin, Du Yin, Hao Xue, Wen Hu, Imran Razzak, Arian Prabowo, Matthew Amos, Flora D. Salim
arXiv Machine Learning
Sep 22

Beyond Average Error through Oracle-Informed Stress Tests for Time-Series Forecasting

The paper introduces paired, mechanism‑controlled stress tests that decompose changes in expected squared error for time‑series forecasting into environmental risk and forecast‑oracle distance. Using an origin‑conditioned predictive oracle, the authors validate three end‑to‑end controls and apply the benchmark to 24 forecasters, revealing that many models exhibit higher realized MSE yet lower oracle distance under frequent switching, and that environmental risk dominates in most scenarios. The study also demonstrates that visually compelling discovery profiles often fail to replicate on independent data‑generating process realizations, underscoring the importance of component‑wise diagnosis and held‑out stability audits.

By Xu Lin (Tsinghua University, Beijing, China), Runheng Zuo (Tsinghua University, Beijing, China), Shengxuan Xu (Tsinghua University, Beijing, China), Qitai Tan (Tsinghua University, Beijing, China), Hongyu Lin (Tsinghua University, Beijing, China), Xiao-Ping Zhang (Tsinghua University, Beijing, China)
arXiv Machine Learning
Aug 27

When Does Context Routing Help? A Systematic Study of Multi-Modal Fusion in Time Series Forecasting

The paper investigates when auxiliary context can genuinely improve multi‑modal time series forecasting. It identifies two necessary dataset‑level conditions: the target must not be dominated by a last‑value shortcut (low autocorrelation) and the context must provide additional information beyond history (non‑zero conditional mutual information). Experiments on a large mixture‑of‑experts model and several fusion mechanisms show that only when both conditions hold does context routing yield a substantial reduction in mean‑squared error; otherwise its contribution collapses to a capacity floor.

By Ruizhe Zhou, Gaoyuan Du, Xiaoyang Liu, Haoqi Yao, Deepayan Chakrabarti, Jiating Lin, Yixuan Shen