arXiv Machine Learning
Jun 25

TopoCast: A Topological Fidelity Framework for Evaluating Transformer-Based Time Series Forecasting

arXiv:2606. 25439v1 Announce Type: new Abstract: Deep learning-based models have achieved state-of-the-art performance in Time Series Forecasting (TSF), yet their evaluation remains dominated by pointwise error metrics such as Mean Squared Error (MSE), which quantify numerical accuracy but overlook structural properties of the forecast signal, including recurrent dynamics, oscillatory behavior, and phase alignment.

By Sandeepa Weerasekara, Sandareka Wickramanayake
arXiv AI
Sep 1

Frequency Selective Neural Networks as a Foundation Architecture for Time Series Learning

The paper introduces the Frequency Selective Neural Network (FSNN), a new foundation architecture for time‑series learning that embeds advanced signal‑processing mathematics into its neural topology. By using a fully differentiable Wiener‑like filter bank optimized with complex‑domain backpropagation, FSNN autonomously discovers and isolates the precise physical modes of a given task, thereby avoiding the spectral entanglement that plagues CNNs, RNNs, and Transformers. Extensive evaluations show that FSNN achieves state‑of‑the‑art predictive performance, attaining 77.0 % average accuracy on the 10 multivariate UEA datasets and leading all major metrics on the imbalanced PTB‑XL ECG benchmark, while converging directly on physically meaningful frequency bands such as the cardiac QRS complex.

By Hui Huang, Ye Sun, Shiyan Hu