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Hierarchical Classification Auxiliary Network for Time Series Forecasting

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arxiv 2405.18975 v2 pith:S7D775ZS submitted 2024-05-29 cs.LG

classification cs.LG
keywords forecastingseriestimelosshcanhierarchicalmodelsauxiliary
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Deep learning has significantly advanced time series forecasting through its powerful capacity to capture sequence relationships. However, training these models with the Mean Square Error (MSE) loss often results in over-smooth predictions, making it challenging to handle the complexity and learn high-entropy features from time series data with high variability and unpredictability. In this work, we introduce a novel approach by tokenizing time series values to train forecasting models via cross-entropy loss, while considering the continuous nature of time series data. Specifically, we propose a Hierarchical Classification Auxiliary Network, HCAN, a general model-agnostic component that can be integrated with any forecasting model. HCAN is based on a Hierarchy-Aware Attention module that integrates multi-granularity high-entropy features at different hierarchy levels. At each level, we assign a class label for timesteps to train an Uncertainty-Aware Classifier. This classifier mitigates the over-confidence in softmax loss via evidence theory. We also implement a Hierarchical Consistency Loss to maintain prediction consistency across hierarchy levels. Extensive experiments integrating HCAN with state-of-the-art forecasting models demonstrate substantial improvements over baselines on several real-world datasets.

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Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Dual-Prototype Disentanglement: A Context-Aware Enhancement Framework for Time Series Forecasting

    cs.LG 2026-01 conditional novelty 6.0 of 10

    A model-agnostic module that retrieves common and rare prototype patterns improves forecasting error on many standard benchmarks, but not on all reported cases.

  2. DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting

    cs.LG 2024-12 conditional novelty 6.0 of 10

    DUET improves multivariate time series forecasting by combining temporal distribution clustering with channel soft clustering and masked attention.

  3. Enhancing Irregular Time Series Forecasting with Continuous-Time Modeling Framework

    cs.LG 2026-07 conditional novelty 5.0 of 10

    WrapFlow combines continuous-time event/gap tokenization with simulation-free residual flow matching on a Transformer to improve irregular multivariate time-series forecasting.

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