科研速览 · Science Skim继续刷下去 · Keep skimming →
◆ Entropy (Basel, Switzerland)2026-09-19

Explicit Future Pattern-Enhanced Multivariate Time Series Forecasting.

Yaokang Li, Yunan Wei, Jing Cai, Wenbin Cheng, Yiting Lin

原始摘要(英文原文)· Original abstract
Multivariate time series forecasting requires models to infer future values and how the temporal structure evolves beyond the observation boundary. A central challenge is to define this evolution as an intermediate prediction and connect it to value forecasting. We propose explicit future pattern (EFP)-enhanced forecasting, which represents evolution as a multiscale change from the last observed pattern. A separately supervised predictor estimates this change from history, and a decoder combines the predicted pattern with historical behavior and variable relations. A mixed training strategy exposes the decoder to supervised, predicted, and perturbed patterns; inference requires only historical input. Experiments on nine public datasets and four forecasting horizons evaluate the forecasting accuracy and the contribution of explicit future patterns. Predicted patterns outperform shuffled patterns on all nine datasets, and the error increases in aggregate as sample alignment is weakened. Ablations support the roles of dynamic multiscale evolution, frequency information, and mixed training. These results indicate that explicit future patterns can provide useful, inspectable guidance for multivariate forecasting when their estimates remain aligned with the current sample.
读原文 · Read the paper ↗

AI 追问PRO

登录后使用 AI 追问

讨论区

登录后参与讨论

相关论文 · Related

Explicit Future Pattern-Enhanced Multivariate Time Series Forecasting. — 科研速览 Science Skim