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AnchorMTS: Multi-View Signal Representation and Forecast-Anchored Fusion for Long-Term Time-Series Forecasting

arXiv机器学习 2026-11-10 17:27 12 阅读 查看原文

Long-term time-series forecasters typically optimize a single numerical representation, even though the same history exposes complementary geometry, recurrence, and semantic structure. We propose AnchorMTS, which derives self-aligned visual and textual views from each observed window and uses them only to refine a complete numerical forecast. A trainable evidence path produces a candidate forecast, while a parameter-free output projection enforces an exact per-variable bound on its displacement from the numerical anchor.

Results

Across six benchmarks and four horizons, AnchorMTS achieves the best macro MSE/MAE (0.336/0.367) among seven supervised baselines and wins 18 of 24 MSE settings against the cellwise baseline envelope; removing the auxiliary path raises macro MSE to 0.340. The projection leaves 95.8% of candidate refinements unchanged while yielding zero bound violations, showing that complementary multi-view evidence can improve forecasting while its final influence remains explicitly controlled.

  • Macro MSE/MAE: 0.336/0.367
  • Wins: 18 of 24 MSE settings vs. the cellwise baseline envelope
  • Ablation: removing the auxiliary path raises macro MSE to 0.340
  • Projection: leaves 95.8% of candidate refinements unchanged; zero bound violations