arXiv:2608.23221cs.IRcs.LG2026-08

用未来事实训练模型,让历史数据更懂预测价值。

Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision

论文配图:Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision
图 1 · 摘自论文原文
  • 基于未来事实学习历史数据的预测相关性,而非仅靠相似度。
  • 在6个基准上提升模式检索效果,12项任务全优于对比方法。
  • 适合需要精准历史选择的时序预测场景,如太阳能发电预测。

时序预测中的历史检索通常将过去相似性视为有用性的代理。本文提出不同问题:哪些历史样本应被预期对当前查询有价值?定义预测相关性为基于推理时信息的未来期望效用,并在训练中使用真实未来作为特权监督。先通过归一化模式检索器生成粗候选集,再用轻量级残差MLP学习列表式未来兼容目标,同时保持推理时评分仅依赖过去信息。方法保留相似性候选生成,但通过更具预测性的相关性标准重排序。最优相关性分解为候选个体效用与查询特异性兼容性,由此设计候选优先与打乱未来控制。在6个基准上,该重排序器显著提升模式检索性能,揭示候选全局、查询特异性和混合相关性三种范式。在全部12个验证任务中,优于匹配协议的平稳感知增强时序预测(SARAF)检索规则。架构匹配消融实验表明,正确未来监督而非MLP或额外上下文单独驱动查询特异性范式下的性能提升。替代相似性实验显示,强末值锚定L2规则在部分领域仍占优,而未来监督相关性在诊断显示存在查询特异性相关性的领域表现突出,尤其在Solar数据集上。候选池诊断表明,该差异不能仅由粗粒度模式检索解释。总体而言,历史相关性具有结构且依赖领域,不存在普适最优检索规则。

原文摘要 · Abstract (English)

Historical retrieval for time-series prediction commonly treats past similarity as a proxy for usefulness. We ask a different question: which historical examples should be expected to matter for a query? We define predictive relevance as expected future utility conditioned on inference-time information, using realized futures only during training as privileged supervision. A normalized-pattern retriever first forms a coarse candidate set, and a lightweight residual multilayer perceptron (MLP) learns a listwise future-compatibility target while keeping inference-time scoring strictly past-only. Our method retains similarity-based candidate generation but reranks its candidates by a more predictive relevance criterion. Optimal relevance decomposes into candidate-level utility and query-specific compatibility, motivating Candidate-Prior and Shuffled-Future controls. Across six benchmarks, the reranker improves Pattern retrieval while revealing candidate-global, query-specific, and mixed relevance regimes. On all 12 confirmatory tasks, it improves Pattern and outperforms a matched-protocol Stationarity-Aware Retrieval-Augmented Time Series Forecasting (SARAF) retrieval rule. Architecture-matched ablations show that correct future supervision, rather than the MLP or added context alone, drives gains in query-specific regimes. Alternative-similarity experiments show that a strong last-value-anchored L2 rule remains superior in some domains, whereas future-supervised relevance is particularly strong where our diagnostics indicate query-specific relevance, especially on Solar. Candidate-pool diagnostics show that this contrast is not explained solely by coarse Pattern retrieval. Overall, historical relevance is structured and domain dependent rather than governed by a universally superior retrieval rule.

时序预测历史检索未来监督模式匹配

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