Structured Noise Modeling for Enhanced Time-Series Forecasting
- URL: http://arxiv.org/abs/2511.19657v1
- Date: Mon, 24 Nov 2025 19:44:46 GMT
- Title: Structured Noise Modeling for Enhanced Time-Series Forecasting
- Authors: Sepideh Koohfar,
- Abstract summary: This work introduces a forecast-blur-denoise framework that improves temporal fidelity through structured noise modeling.<n> Experiments across electricity, traffic, and solar datasets show consistent gains in multi-horizon accuracy and stability.<n>This framework contributes to more trustworthy AI systems used in forecasting-driven decision support across energy, infrastructure, and other time-critical domains.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Time-series forecasting remains difficult in real-world settings because temporal patterns operate at multiple scales, from broad contextual trends to fast, fine-grained fluctuations that drive critical decisions. Existing neural models often struggle to represent these interacting dynamics, leading to unstable predictions and reduced reliability in downstream applications. This work introduces a forecast-blur-denoise framework that improves temporal fidelity through structured noise modeling. The approach incorporates a learnable Gaussian Process module that generates smooth, correlated perturbations, encouraging the forecasting backbone to capture long-range structure while a dedicated refinement model restores high-resolution temporal detail. Training the components jointly enables natural competence division and avoids the artifacts commonly produced by isotropic corruption methods. Experiments across electricity, traffic, and solar datasets show consistent gains in multi-horizon accuracy and stability. The modular design also allows the blur-denoise layer to operate as a lightweight enhancement for pretrained models, supporting efficient adaptation in limited-data scenarios. By strengthening the reliability and interpretability of fine-scale temporal predictions, this framework contributes to more trustworthy AI systems used in forecasting-driven decision support across energy, infrastructure, and other time-critical domains.
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