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.
By Qipeng Qian, Yuntao Qian
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)