arXiv:2505.17847v3 Announce Type: replace-cross
Abstract: Training time-series forecasting models poses unique challenges in loss function design. Most existing approaches adopt temporal mean squared...
By Hao Wang, Licheng Pan, Zhichao Chen, Xu Chen, Qingyang Dai, Lei Wang, Haoxuan Li, Zhouchen Lin
The paper critiques the prevalent use of mean squared error (MSE) for evaluating irregular time‑series forecasting, arguing that MSE is biased by timestamp sampling distributions. It introduces the Continuous‑time Squared Error (CSE), an importance‑weighted metric that theoretically offers a tighter asymptotic bound on continuous‑time risk than MSE. A comprehensive benchmark across synthetic, semi‑synthetic, and eight real‑world datasets demonstrates that CSE more accurately recovers continuous‑time risk, revealing limitations of relying solely on MSE.
By Rongwen Li, Haixin Xie, Xiao Wang, Changjian Chen
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
By Zheng Li, Jerry Cheng, Huanying Gu
Existing research on irregular time-series forecasting has primarily focused on model design, while evaluation metrics remain insufficiently studied. Existing benchmarks typically use mean squared error (MSE) as the evaluation metric.
arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv:2406. 14399v4 Announce Type: replace Abstract: The development of Time-Series Forecasting (TSF) models is often constrained by the lack of comprehensive datasets, especially in Global Station Weather Forecasting (GSWF), where existing datasets are small, temporally short, and spatially sparse.
By Tao Han, Zhibin Wen, Zhenghao Chen, Dazhao Du, Song Guo, Lei Bai