The paper introduces a regime‑diagnosis framework for industrial time‑series forecasting, highlighting that canonical loss functions embed fixed statistical priors that are violated in real‑world demand regimes such as zero‑inflation, skewness, and high variability. It proposes the Regime‑wise Relative Bias Vector (RBV) as a metric‑agnostic diagnostic that decomposes bias into an intrinsic floor and an excess attributable to training. A large‑scale study across 13 loss objectives and 60,000+ series demonstrates that regime‑aware diagnosis distinguishes optimization‑from‑bias failures and that regime‑aware training can eliminate pooling‑induced bias that mere capacity scaling cannot.
By Pengyu Nie, Chenglang Xu, Yaoshi Chen, Chaogan Ren, Wei Hu, Chao Yang, Jiangong Zhang
arXiv:2606. 27282v1 Announce Type: new Abstract: Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy.
By Lang Huang, Jinglue Xu, Luke Darlow
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares
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.
By Xu Zhang, Peng Wang, Yichen Li, Wei Wang
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
By Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
District heating energy hubs require reliable heat load forecasts for efficient operational scheduling. Conventional forecasting workflows train system-specific models on historical data, which can become burdensome when networks change through new consumers, retrofits, or changing operating regimes.