The paper introduces Foreclassing, a new machine learning problem where the class label of a time series is defined by its future observations. It provides a mathematical formulation, theoretical results on how future information influences Bayes risk and classification error, and proposes ForeClassNet, a neural network that jointly forecasts and classifies while accounting for uncertainty. Experiments across weather, energy, and finance datasets show that Foreclassing can improve classification accuracy, probabilistic predictions, and downstream decision-making compared to conventional methods.
arXiv:2602. 16224v2 Announce Type: replace Abstract: Time series data are prone to noise in various domains, and training samples may contain low-predictability patterns that deviate from the normal data distribution, leading to training instability or convergence to poor local minima.
arXiv:2510. 25573v2 Announce Type: replace-cross Abstract: Machine learning approaches for image classification have led to impressive advances in that field.
arXiv:2610.33410v1 Announce Type: new Abstract: Time-series tasks require both accurate predictions and fast decisions. Advances in large models have introduced decision-oriented models that directly...
arXiv:2511. 09789v2 Announce Type: replace Abstract: Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics.
arXiv:2607. 01171v1 Announce Type: new Abstract: Sample-based generative models are increasingly used for probabilistic forecasting in high-stakes decision settings, yet their training objectives are blind to the decision maker's cost structure.
arXiv:2609.13345v1 Announce Type: cross Abstract: Probabilistic forecasting is central to decision-making under uncertainty, yet its methodological landscape has become increasingly fragmented across...
arXiv:2606. 05373v1 Announce Type: new Abstract: Reliable neural architecture selection is an open challenge in time-series forecasting under limited, noisy, and heterogeneous data, where standard heuristic architecture design and validation approaches fail to ensure accurate and reliable prediction and generalization.
The paper argues that traditional weather forecast evaluations, which focus on statistical comparisons between forecasts and observations, do not adequately capture how forecasts influence real-world decisions. It introduces decision calibration, a framework that assesses probabilistic forecast performance from the decision-maker’s perspective. Using this framework, the authors compare a machine learning model to a classical numerical weather prediction model across various weather-dependent decision tasks, finding that forecast-level performance does not reliably predict decision-level outcomes and that model rankings can shift depending on the decision context.
Deep learning methods have achieved state-of-the-art in time series forecasting, yet their accuracy varies considerably across samples, as some instances remain inherently difficult to predict. Reject option mechanisms, which allow models to abstain from high-risk predictions, are well established in classification and regression but underexplored in forecasting.
arXiv:2209. 01378v3 Announce Type: replace Abstract: An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p).
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
arXiv:2608.23058v1 Announce Type: new Abstract: Large language models (LLMs) now support forecasting systems that combine language-based reasoning with temporal data, evidence retrieval, external too...