arXiv Machine Learning
Oct 9

CARE: A Lightweight Plug-in Gated Correction and Uncertainty-aware Module for Long-term Time Series Forecasting

CARE is a lightweight plug‑in module that can be added to any deterministic time‑series forecaster. It resamples historical data to align with the forecast horizon, learns residual corrections, and applies scale‑aware bounded updates controlled by per‑coordinate sigmoid risk gates. The module is trained with a multi‑objective loss to improve accuracy, track residuals, align risk, and anchor the base model, and it demonstrates accuracy gains on eight benchmarks with minimal extra parameters or latency.

By Guo Cheng, Changlong Lv, Jingyi Hou
arXiv Machine Learning
Jul 21

Differentiable latent structure discovery for interpretable forecasting in clinical time series

arXiv:2604. 27967v2 Announce Type: replace Abstract: Background: We introduce StructGP, a continuous-time multi-task Gaussian process that couples process convolutions with differentiable structure learning to uncover a sparse, ordered directed acyclic graph (DAG) of inter-variable dependencies while preserving principled uncertainty.

By Ivan Lerner, Jean Feydy, Alexandre Kalimouttou, Anita Burgun, Francis Bach
arXiv Machine Learning
Sep 18

CoRe: Coherence and Relational Alignment for Multivariate Time Series Forecasting

CoRe is a model‑agnostic learning objective for direct multivariate time‑series forecasting that replaces pointwise errors with two output‑space constraints: a frequency coherence loss aligning predicted and target spectra, and a low‑rank relational graph loss matching pairwise differences in a PCA subspace. The objective introduces no trainable parameters and can be applied to existing forecasting backbones by changing only the loss. Experiments on standard benchmarks show that CoRe improves strong baselines, compares favorably with recent forecasting objectives, and remains effective across different backbones, datasets, and hyperparameter settings.

By Xiaoyu Lin, Huiran Duan, Yining Liu, Zhixiang Wu, Chu Lin, Lin Lu