NeurIPS 2026 Papers

Conference on Neural Information Processing Systems

Decision breakdown

6,437papers

Counted from the official paper list; may differ slightly from the number the conference announced.

  • Oral
    991.5%
  • Spotlight
    2403.7%
  • Poster
    6,09894.7%

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fev-bench: A Realistic Benchmark for Time Series Forecasting

Oleksandr Shchur, Abdul Fatir Ansari, Ali Caner Turkmen, Lorenzo Stella, Nick Erickson, Pablo A Guerron, Michael Bohlke-Schneider, Yuyang (Bernie) Wang

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Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of time series foundation models (TSFMs). Existing benchmarks often have limited domain coverage or overlook real-world settings such as tasks with covariates. Their aggregation procedures frequently lack statistical rigor, making it unclear whether performance differences reflect true improvements or random variation. Many benchmarks lack consistent evaluation infrastructure or are too rigid for integration into existing pipelines. To address these gaps, we propose fev-bench, a benchmark of 100 forecasting tasks across seven domains, including 46 with covariates. Supporting the benchmark, we introduce fev, a lightweight Python library for forecasting evaluation emphasizing reproducibility and integration with existing workflows. Using fev, fev-bench employs principled aggregation with bootstrapped confidence intervals to report performance along two dimensions: win rates and skill scores. We evaluate various models on fev-bench and find that existing TSFMs often miss accuracy by ignoring covariates, pointing to a clear direction for future work.

Poster
What Does an Observability Forecasting Foundation Model Know?

Dhyey Mavani, Tairan Ji, Rian Atri

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Time-series foundation models (TSFMs) are increasingly deployed as zero-shot forecasters in observability platforms, yet the operational concepts encoded within their internal representations remain largely un-audited. To address this gap, we introduce $\texttt{toto-interp}$, a control-first interpretability protocol that pairs linear probes with four rigorous baselines: raw-feature, shuffled-label, randomized-backbone, and supervised raw-window Fourier Neural Operator (FNO) controls. Applying this harness to TOTO on BOOM, we demonstrate that three structural telemetry concepts, such as cadence bucket ("frequency"), metric type, and domain, are linearly decodable, layer-localized, and specifically tied to pretraining. A budget-matched replication on MOMENT-base successfully recovers these same axes, confirming these representations are not isolated artifacts of the TOTO architecture. Furthermore, our matched-null and on-manifold interventions reveal a critical two-way dissociation between linear decodability and forecast-sensitivity. For instance, concepts like future burstiness are highly decodable yet completely inert under intervention, whereas other weakly decodable directions can severely disrupt forecasts off-manifold. By releasing the audit harness and detailing negative control cases (such as cardinality and shift risk), we demonstrate that linear decodability alone is insufficient for reliable post-training steering or deployment auditing in TSFMs.

Poster
Weather-Robust Cross-View Geo-Localization via Prototype-Based Semantic Part Discovery

Chi Nguyen Tran, Dao S Minh, Trung Kiet Huynh, Phu Hoa Pham, Phu Quy Nguyen Lam, Long Tran-thanh

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Low-altitude economy has been experiencing rapid growth in recent years, with significant contributions to the global economy. While common drone tasks such as delivery, inspection, and search-and-rescue typically use Global Navigation Satellite Systems (GNSS) to navigate, there is an increasing need for developing alternative solutions as GNSS signals can be easily jammed, spoofed, or unavailable over a prolonged operational time. As such, cross-view geo-localization (CVGL), which matches an oblique drone view to a geo-referenced satellite tile, has emerged as a potent alternative that lets an autonomous drone localize itself when GNSS fails. Despite strong recent progress, three limitations persist in current CVGL methods: 1) global-descriptor designs compress the patch grid into a single vector without separating what is shared across the view gap (layout) from what is not (texture); 2) altitude-related scale variation is implicitly retained in the learned embedding rather than treated as a nuisance to be marginalized out; and 3) multi-objective training relies on hand-tuned scalars over losses that live on incompatible gradient scales. To address these limitations, we propose SkyPart, a lightweight swappable head for patch-based vision transformers (ViTs) that institutes explicit part grouping over the patch grid. SkyPart has four components grounded in established theory: (i) learnable prototypes that compete for patch tokens via a single-pass cosine assignment; (ii) altitude-conditioned linear modulation applied only during training so that the retrieval embedding is altitude-free at inference; (iii) a graph-attention readout over active prototypes; and (iv) a Kendall uncertainty-weighted multi-objective loss whose stationary points are Pareto-stationary. At 26.95M parameters and 22.14 GFLOPs, SkyPart is the smallest among the top-performing methods in our comparison and sets a new state of the art on SUES-200, University-1652, and DenseUAV datasets under a single-pass, no-re-ranking, no test-time augmentation (TTA) protocol. Furthermore, its accuracy gap to the strongest baseline widens under the ten-condition WeatherPrompt corruption benchmark

Poster
WILD: Widely Linear Conditioning for Time Series Forecasting

Binli Luo, Wanrong Ma, Ning Gui, Xianhan Tan

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Transformer-based time series forecasting models often suffer from block-wise attention collapse, where temporal smoothness and cross-variable correlations concentrate attention locally and restrict global modeling capacity. We argue that this collapse is partly a pre-attention representation-conditioning problem: attention logits inherit the spectral concentration and low effective rank of the input representation. We propose Widely Linear Frequency-Domain (WILD) conditioning, a lightweight, model-agnostic module inserted before self-attention. WILD maps inputs to the frequency domain, applies data-dependent spectral preconditioning to redistribute over-dominant frequency energy, and then uses asymmetric real/imaginary projections to realize a widely linear transform beyond fixed time-domain channel mixing. The preconditioning step is essential: it constructs the usable normalized frequency basis on which the widely linear branch can operate. Thus, WILD uses frequency-domain modeling to condition an existing attention layer, not to replace it with a new forecasting architecture. Extensive experiments on eight benchmark datasets show positive gains on 105 of 112 model-dataset-metric configurations across seven backbones. Attention diagnostics show that WILD substantially increases effective rank over the baseline, and a W_r=W_i ablation identifies spectral preconditioning as the primary mechanism, with widely linear mixing providing a secondary, dataset-dependent gain.

Poster
Tyche: One Step Flow for Efficient Probabilistic Weather Forecasting

Fan Xu, Yuan Gao, Kun Wang, Rui Su, Fenghua Ling, Hao Wu, Wanli Ouyang

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Probabilistic weather forecasting requires not only accurate trajectories, but calibrated distributions over plausible atmospheric futures. Recent data-driven systems have achieved remarkable deterministic skill, and diffusion-based ensemble forecasters have substantially improved sample realism and uncertainty quantification. However, their inference cost scales with forecast horizon, ensemble size, and the number of denoising steps required for each transition, making large operational ensembles expensive. To address this, we present Tyche, a one-step conditional flow model for efficient probabilistic weather forecasting. Tyche models the conditional forecast distribution with a destination-aware average-velocity flow that maps Gaussian noise directly to future weather states in a single function evaluation (1-NFE). To make this one-step transport learnable in high-dimensional geophysical fields, we derive a JVP-regularized rectification objective that enforces temporal self-consistency across source and destination flow timesteps without explicitly forming Jacobians. The transport field is parameterized by an isotropic Swin-style transformer that preserves fine-scale spatial structure while remaining scalable on global grids. To improve ensemble reliability under autoregressive forecasting, we further introduce a rollout-based finetuning stage with curriculum CRPS calibration supervision. Experiments on ERA5 at 1.5$^\circ$ and 6-hour resolution show that our Tyche, using merely a single NFE, matches or exceeds the forecast skill and calibration of state-of-the-art multi-step generative baselines and the operational ECMWF IFS ensemble. Codes are available.

Poster
To See Far, Look Close: Evolutionary Forecasting for Long-term Time Series

Jiaming Ma, Siyuan Mu, Ruilin Tang, Haofeng Ma, Qihe Huang, Zhengyang Zhou, Pengkun Wang, Binwu Wang, Yang Wang

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The prevailing Direct Forecasting (DF) paradigm dominates Long-term Time Series Forecasting (LTSF) by forcing models to predict the entire future horizon in a single forward pass. While efficient, this rigid coupling of output and evaluation horizons necessitates computationally prohibitive re-training for every target horizon. In this work, we uncover a counter-intuitive optimization anomaly: models trained on short horizons—when coupled with our proposed Evolutionary Forecasting (EF) paradigm—significantly outperform those trained directly on long horizons. We attribute this success to the mitigation of a fundamental optimization pathology inherent in DF, where conflicting gradients from distant futures cripple the learning of local dynamics. We establish EF as a unified generative framework, proving that DF is merely a degenerate special case of EF. Extensive experiments demonstrate that a singular EF model surpasses task-specific DF ensembles across standard benchmarks and exhibits robust asymptotic stability in extreme extrapolation. This work propels a paradigm shift in LTSF: moving from passive Static Mapping' to autonomous Evolutionary Reasoning.

Poster
TimeClaw: A Time-Series AI Agent with Exploratory Execution Learning

Hangchen Liu, Dongyuan Li, Renhe Jiang, Jiewen Deng, Weiwei Ye, Yoshihide Sekimoto

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Time series analysis underpins forecasting, monitoring, and decision making in domains such as finance and weather, where solving a task often requires both numerical accuracy and contextual reasoning. Recent progress has moved from specialized neural predictors to approaches built on LLMs and foundation models that can reason over time series inputs and use external tools. However, most such systems remain execution-centric: they focus on solving the current instance but learn little from exploratory execution. This is especially limiting in verifiable numeric settings, where multiple candidate executions and tool-use procedures may all be task-valid yet differ sharply in quantitative quality, and where early success can trigger tool-prior collapse that suppresses further exploration. To address this limitation, we present TimeClaw, an exploratory execution learning framework that turns exploratory execution into reusable hierarchical distilled experience through a four-stage loop: Explore, Compare, Distill, and Reinject. TimeClaw combines metric-supervised exploratory execution learning, task-aware tool dropout, and hierarchical distilled experience for inference-time reinjection, while keeping the base model frozen and avoiding online test-time adaptation. In an MTBench-aligned evaluation with 17 tasks that span finance and weather prediction and reasoning tasks, TimeClaw delivers consistent gains over the baselines. These results suggest that, for scientific systems, the bottleneck is not only execution-time capability, but how exploratory experience is compared, distilled, and reused.

Poster
Tikhonov-Stabilized Bezier Representation Forecasting for Training-free Diffusion Acceleration

Lei Zhu, Mujie Lin, Ruochong Zheng, Guangyi Wang, Li Hao, Peng Jin, Chang Liu, Jie Chen

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Diffusion models, particularly Diffusion Transformers, achieve strong image and video generation quality but remain expensive at inference time due to repeated denoiser evaluations. Feature caching offers a deployment-friendly acceleration strategy by reusing or predicting intermediate representations without retraining the generator or modifying the sampler. However, existing cache-then-forecast methods often rely on Taylor-style finite-difference extrapolation, which can become unstable over longer cache intervals, and typically predict local module outputs whose errors may accumulate through subsequent denoiser blocks. We propose \textbf{BeziCast}, a training-free diffusion acceleration framework that forecasts output-proximal denoising representations using low-order B\'ezier trajectories. BeziCast estimates B\'ezier control points via Tikhonov-stabilized fitting, providing a smooth, capacity-controlled temporal parameterization that avoids explicit high-order derivative estimation and decouples trajectory capacity from cache-query density. To moderate aggressive extrapolation, we further derive equivalent forecasting weights and introduce a convex-hull-inspired guardrail that detects high-risk predictions and softly pulls them toward a conservative simplex-projected estimate. Extensive evaluations across advanced image and video diffusion models demonstrate the effectiveness of BeziCast. In particular, BeziCast accelerates FLUX.1 by up to \(4.79\times\) and HunyuanVideo by up to \(4.11\times\), while preserving substantially better generation quality than competing acceleration baselines.

Poster
TailFix: Mitigating Error Accumulation and Correcting Tail Deterioration in Long-Horizon Forecasting

Hua Wang, Haijing Gao, Fan Zhang

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Long-term time-series forecasting (LTSF) underpins applications such as energy-load prediction and traffic-flow forecasting, yet model performance often deteriorates as the horizon extends. In particular, errors accumulate with lead time and systematically amplify toward the end of the predicted sequence, a phenomenon known as tail deterioration. We posit that this instability is driven by weakly constrained fusion of cross-temporal and cross-scale context: aggressive mixing can propagate noise and early-stage bias into distant horizons, ultimately degrading tail accuracy. To address this issue, we propose TailFix, a controllable cross-scale mixing framework for long-horizon forecasting. TailFix selectively gates interactions among multi-scale representations, derives scale-level correction terms from contextual summaries, and injects them via gated residual connections to suppress error diffusion and improve long-horizon stability. We further incorporate adaptive channel enhancement and a lightweight tail-correction module to explicitly refine the error-prone tail region. Finally, we introduce the Tail Amplification Factor (TAF) to quantify tail error amplification relative to the early portion of the sequence. Across diverse benchmarks, TailFix consistently mitigates tail error amplification and improves performance on multiple long-horizon forecasting tasks.

Poster
TStruct: Learning Shared Temporal Structures for Long-Term Time-Series Forecasting

Yangze Li, Zhengyang Zhou, Qihe Huang, Pengkun Wang, Binwu Wang, Yang Wang

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Long-term time-series forecasting requires temporal dependency modeling that remains stable and generalizable under temporal distribution shifts. However, real-world time series are often noisy and non-stationary, making deep learning models prone to fitting incidental temporal interactions in the training data. A key question is whether there exist temporal relationship structures that recur across different temporal positions and variables. We analyze temporal relationship matrices on commonly used time-series datasets and find that samples from different temporal positions and different variables exhibit shared dominant temporal relationship structures. This indicates that temporal relationship structures contain patterns that recur stably across samples and variables. To learn such shared structures, we propose Temporal Structure Network (TStruct), a simple yet effective network for directly learning shared and generalizable temporal dependencies. Specifically, TStruct directly parameterizes a set of shared temporal dependency matrices and generates normalized combination weights using dynamic sample information and static variable priors. These weights represent a soft allocation of each sample-variable pair over shared temporal dependency structures, enabling the model to generate adaptive temporal dependency matrices under shared structural constraints, rather than fitting incidental interactions in a fully unconstrained manner. Notably, this simple structure-aware design consistently outperforms several strong baselines across all datasets, achieving superior accuracy while maintaining high computational efficiency. Our code is available at \url{https://anonymous.4open.science/r/TStruct-NeurIPS2026-1173}.

Poster
SteerCast: Retrieval-Based Latent Steering for Decoder-Only Time Series Forecasting

Van Dai Do, Huu H Nguyen, Minh Hoang Nguyen, Hung Le

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Time series forecasting aims to predict future values from historical observations and auxiliary features. We propose \textbf{SteerCast}, a retrieval-based latent steering method that improves decoder-only forecaster at inference time, without updating its parameters. SteerCast constructs a database from the training set by storing a representation of each history window together with a \emph{steering vector} computed in the forecaster's latent space, defined as the difference between representations induced by the ground-truth continuation and by the model's own prediction. At test time, SteerCast retrieves nearest neighbors for a query history, aggregates their steering vectors, and injects the resulting signal into the forecaster's hidden states at every step of autoregressive generation, guiding predictions toward trajectories consistent with similar training cases. Experiments across diverse multivariate benchmarks and multiple horizons show that SteerCast consistently improves forecasting accuracy over the fine-tuned backbone and retrieval-based baselines, while requiring no additional training beyond the original fine-tuning and using only the training set as a retrieval corpus.

Poster
Stable Resolution-Invariant Emulation in Entropically Controlled Kinetic Methods

Kareem Hegazy, Jose Antonio Lara Benitez, Anastasis Kratsios, Ivan Dokmanic, Maarten v. de Hoop, Michael Mahoney

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Resolution invariance is a critical capability for scientific machine learning methods (SciML), however, the ability to sample at any resolution does not guarantee stable emulation at all resolutions. This important distinction underpins one of scientific machine learning's greatest potential: the ability to efficiently emulate complicated and computationally expensive systems on inexpensive coarse grids. Stable numerical solvers are computationally expensive as they attempt to resolve small scales that receive and dissipate spectral energy. Learned coarse-grid forecasters remove the dissipative channel, allowing unresolved frequencies to re-emerge as grid-scale noise (aliasing). We explore stable resolution invariant emulation through physically principled control over entropy dynamics to reinforce the dissipative mechanism within the Neural Discrete Equilibrium (NeurDE) method. Entropically-stabilized NeurDE produces stable long-time rollouts for thousands of forecasting steps on large Reynolds number turbulent flows (Re=50,000) with very coarse grids ($\mathbb{R}^{16\times16}$). Entropically-stabilized NeurDE demonstrates extreme stability at coarse resolutions, outperforming the data-generating stabilized numerical method: a much more challenging baseline than SciML surrogates.

Poster
Stable Long-Horizon PDE Forecasting via Latent Structured Spectral Propagators

Xiaoxiao Lu, Ye Yuan, Jiahao Shi

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Long-horizon forecasting of time-dependent partial differential equations (PDEs) is critical for characterizing the sustained evolution of physical systems. While neural operators have emerged as efficient surrogates, they typically learn implicit finite-time transitions from discrete observations. When deployed autoregressively, such propagators often suffer from rapid error accumulation and dynamic drift. To address this, we propose a neural forecasting framework that reformulates PDE rollout as learning a Structured Spectral Propagator (SSP) in a propagation-oriented latent space. Following an analysis-propagation-synthesis design, our framework: (i) maps physical states into a shared, time-consistent spatial representation; (ii) projects this space into a compact propagation state to isolate recurrent dynamics from fine-grained spatial details, thereby decoupling reconstruction fidelity from rollout regularity; and (iii) evolves retained spectral modes using a frequency-conditioned linear backbone complemented by a nonlinear spectral closure to account for truncated interactions. This explicit structuring endows the propagator with a strong inductive bias for coherent modal evolution. Extensive experiments demonstrate that SSP significantly outperforms state-of-the-art baselines, reducing relative $L_2$ errors by up to 48.9\% and exhibiting improved stability in temporal extrapolation beyond the supervised horizon.

Poster
SpikeSTAG: A Dendritic Compartmental Spiking Graph Network for Multivariate Time-Series Forecasting

Bang Hu, Changze Lv, Junyi Wang, mingjieli, Xiaoqing Zheng, Fan Zhang, Wei Cao

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Spiking Neural Networks (SNNs) offer a distinctive paradigm for temporal modeling through their intrinsic membrane potential dynamics. However, existing SNN-based forecasting methods focus exclusively on temporal processing, lacking mechanisms to capture spatial dependencies among variables. To bridge this gap, we propose SpikeSTAG, a neuromorphic spatiotemporal architecture that integrates graph-based spatial reasoning into spike-driven temporal computation. Central to our approach is the Dendritic Graph Module, which reinterprets spectral graph convolutions as biological dendritic integration -- coupling multi-scale spatial aggregation with the temporal dynamics of spiking neurons within a single computational unit. To adaptively fuse the resulting spatial and temporal representations, we further introduce a Dual-Stream Integration Module that employs competitive gating and coincidence-based amplification, selectively enhancing consistent spatiotemporal patterns while suppressing conflicting noise. Extensive experiments demonstrate that SpikeSTAG establishes a new state-of-the-art among SNN-based models and surpasses representative ANN baselines, while reducing theoretical energy consumption by approximately 33.3\% compared to Transformer architectures.

Poster
SPATIALEPIBENCH: Benchmarking Spatial Information and Epidemic Priors in Forecasting

Ruiqi Lyu, Alistair Turcan, Bryan Wilder

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Accurate epidemic forecasting is crucial for public health response, resource allocation, and outbreak intervention, but remains difficult with sparse, noisy, and highly non-stationary data. Because epidemics unfold across interacting regions, spatiotemporal methods are natural candidates for improving forecasts. Despite growing interest in spatial information, no standardized benchmark exists, and current evaluations often use simple chronological train-test splits that do not reflect real-time forecasting practice. We address this gap with SpatialEpiBench, a challenging benchmark for spatiotemporal epidemic forecasting in realistic public-health settings. SpatialEpiBench includes 11 epidemic datasets with standardized rolling evaluations and outbreak-specific metrics. We evaluate adjacency-informed forecasting models with widely used epidemic priors that adapt general models to epidemiology, but find that most methods underperform a simple last-value baseline from 1 day to 1 month ahead, even during outbreaks and with these priors. We identify three major failure modes: (1) poor outbreak anticipation, (2) difficulty handling sparsity and noise, and (3) limited utility of common geographic adjacency for epidemiological spatial information. We release benchmark data, code, and instructions at https://github.com/Rachel-Lyu/SpatialEpiBench to support development of operationally useful epidemic forecasting models.

Poster
SLiDE: Structured Linear Dynamics for Forecasting with Exogenous Inputs

Sebastian Pütz, Theodore Glavas, Benjamin Schäfer, Boris Oreshkin, Mark Coates

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Accurate time series forecasting with exogenous inputs is critical across domains, including energy and retail, yet modern deep learning models often overfit to correlations that do not generalize under shifts in these inputs. We propose SLiDE, a Koopman-inspired architecture for forecasting with exogenous inputs that imposes structure on latent temporal dynamics. SLiDE approximates nonlinear system evolution using a learned linear operator in a latent space, combining (i) a history encoder that reconstructs the current latent state from past targets and inputs with (ii) a shared linear rollout driven by future exogenous variables. By enforcing a common linear recurrence across encoding and prediction, SLiDE aligns how past information is encoded with how future states evolve, reducing parameterization and preventing reliance on spurious correlations in the input history. Empirically, SLiDE achieves state-of-the-art accuracy on real-world benchmarks, including electricity price forecasting and retail demand, while maintaining a computational footprint comparable to lightweight MLP architectures. SLiDE is especially effective at generalizing to shifted exogenous inputs, reducing MSE by 20% on electricity price samples with out-of-range exogenous values and MAE by 30% in a synthetic transfer setting where the same dynamical system is driven by an unseen exogenous process. Ablations confirm the importance of both the structured history encoder and the linear latent rollout, suggesting that structured latent linear dynamics provide a useful inductive bias for forecasting with exogenous inputs.

Poster
SIMBAD: Spatio-Temporal Traffic Forecasting Robust to Aperiodicity

Daniel Yoonhwan Lee, Seungwon Shin, Seunghoon Han, Sungsu Lim, Susik Yoon

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Accurate traffic prediction is essential for urban planning but remains challenging due to the irregular patterns caused by unexpected events. While Spatio-Temporal Graph Neural Networks (STGNNs) effectively model periodic data, they often struggle with these aperiodic fluctuations. To address this, we propose SIMBAD, which improves generalization on irregular patterns via two key mechanisms: 1) adaptive regulation of periodic signals to prioritize recent signals, and 2) dynamic spatial modeling that adjusts influence between connected nodes based on contextual relations. Built upon simple similarity metrics to adapt to aperiodic patterns, SIMBAD outperforms existing methods on real-world benchmark datasets, demonstrating superior performance in predicting unseen and irregular traffic events.

Poster
SDHilb: Schrödinger Dynamics-Guided Neural Network with Adaptive Multi-Scale Hilbert Transform for Time Series Forecasting

Caihua He, Weiyang Ding

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Conventional real-valued neural networks struggle to explicitly capture phase-frequency coupling, while long-horizon time series forecasting requires models to characterize non-stationary amplitude variations, phase shifts, and frequency-dependent temporal evolution. This mismatch limits the stability and expressiveness of neural models on complex forecasting tasks. To address this challenge, we propose SDHilb, a structure-preserving forecasting framework that lifts real-valued observations into an adaptive complex state space and models temporal evolution as a process jointly governed by amplitude and phase information. Through the Hilbert transform, phase-related structures are explicitly encoded, leading to a coupled evolution of real and quadrature components that motivates Schrödinger-Hamiltonian structured dynamics in the lifted complex space. Based on this formulation, SDHilb integrates Schrödinger-guided linear dynamics with an adaptive multi-scale Hilbert transform and introduces three key components: (1) a structure-preserving linear dynamic module with symplectic discretization, (2) an adaptive multi-scale Hilbert module for constructing data-dependent quadrature components and refined time-frequency decomposition, and (3) a theoretically grounded parameter reuse mechanism derived from the closed-form recurrence structure. Extensive experiments demonstrate that SDHilb achieves competitive or superior performance on both short- and long-term forecasting tasks while reducing horizon-specific parameterization through recurrence-guided parameter reuse.

Poster
Rubato: Signature Attention for Irregular Multivariate Time Series Forecasting

Jintao Yang, Meng Wang, Chenjuan Guo, Bin Yang

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Irregular multivariate time series (IMTS) are sampled at non-uniform timestamps and asynchronous across channels, their dependencies are shaped by time gaps, local ordering, and channel-specific sampling patterns. Building a faithful attention mechanism for IMTS exposes two limitations of existing work. First, current irregular-time attention methods typically regularize raw inputs into interpolated, aligned, or continuous-time-embedded forms before applying attention, which blurs exactly these irregular cues that determine how two observations relate. Second, beyond representation, standard dot-product attention scores pairs through learned token projections with no intrinsic tie to the shape of the underlying series, and an attention that does reflect this shape becomes costly to compute in high-channel IMTS. We propose Rubato, which reads two views directly from the raw irregular input: per-channel local dynamics, and a path signature that summarizes the joint multi-channel series. Attention in Rubato then scores pairs by a signature-kernel measure of series similarity rather than by a generic dot product, and a structured random projection (SORF) keeps this comparison affordable when the channel count is large. We prove that the structured projection introduces only a controlled bias that vanishes as the number of channels grows, and experiments on multiple IMTS benchmarks show that Rubato consistently outperforms strong baselines.

Spotlight
Robust Residual Correction via Selective Deployment for Time Series Forecasting

Jianxiang Xie, YUNCHENG HUA, Mingyue Cheng, Flora Salim, Hao Xue

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Post-hoc residual correction can reduce forecasting error, but always-on updates often fail to generalize: when residual signals are weak or noisy, expressive correctors can overfit and even increase the overall forecasting errors. We introduce CRC, a robust residual correction framework that couples a hybrid corrector with a validation-calibrated selective deployment rule. CRC proposes corrections via a conservative ridge "floor" plus conditional nonlinear refinement, but deploys them only when held-out evidence indicates net error reduction over a frozen baseline forecaster. This reframes correction as a decision problem: when to revise a forecast, not only how to fit residuals. Across standard long-sequence benchmarks and multiple backbones, CRC improves horizon-averaged MSE and MAE in most dataset-backbone pairs, with particularly large gains on complex datasets (e.g., over 20% relative MSE reduction on Traffic). We additionally report the non-degradation rate (NDR) as a stability diagnostic of harmful updates and ablate the validation-calibrated "firewall" that stabilizes MSE gains. Formal analysis motivating the design appears in Appendix A under idealized assumptions.

Poster