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
arXiv Machine Learning
Aug 5

Amortized Interventional Forecasting for Multivariate CIR Processes

arXiv:2608. 03715v1 Announce Type: new Abstract: Mean-reverting dynamics are pervasive in finance, and the Cox--Ingersoll--Ross (CIR) process is a standard model for the time series they produce, from short rates to credit default swap (CDS) spreads.

By Andreas Sauter, Sumit Sourabh, Drona Kandhai, Erman Acar
arXiv AI
Oct 19

Look Back, Correct Forward: Error Feedback Calibration for Time Series Forecasting

The paper introduces Error Feedback Calibration (EFC), a test‑time framework that corrects deterministic time‑series forecasts by using revealed errors as causal feedback. EFC builds a Causal Error Diagonal (CED) from overlapping historical forecast errors, applies Cumulative Error Transport (CET) to map this error state to future residuals, and employs Temporal Residual Learning (TRL) to predict remaining residual structure. Experiments across various forecasting backbones and datasets demonstrate that EFC improves performance while limiting over‑correction.

By Haonan Yang, Yulin He, Zhuo Li