CombinationTS: A Modular Framework for Understanding Time-Series Forecasting Models
- URL: http://arxiv.org/abs/2605.01231v1
- Date: Sat, 02 May 2026 04:08:51 GMT
- Title: CombinationTS: A Modular Framework for Understanding Time-Series Forecasting Models
- Abstract summary: We argue that progress requires a shift from model selection to modular attribution.<n>We propose CombinationTS, a self-contained probabilistic evaluation framework.<n>We show that explicit structural priors yield a more favorable performance-stability trade-off than increasing complexity.
- Score: 15.276272594513427
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Recent progress in time-series forecasting has led to rapidly increasing architectural complexity, yet many reported State-of-the-Art gains are statistically fragile or misattributed. We argue that progress requires a shift from model selection to modular attribution, identifying which components truly drive performance. We propose CombinationTS, a self-contained probabilistic evaluation framework that decomposes forecasting models into orthogonal modules--Input Transformation, Embedding, Encoder, Decoder, and Output Transformation--and evaluates them under a shared evaluation condition space. By quantifying each component via marginalized performance ($μ$) and stability ($σ$), CombinationTS enables robust attribution beyond fragile point estimates. Through large-scale paired evaluation, we uncover the Identity Paradox: once the data view (Embedding) is well-designed, a parameter-free Identity Encoder often matches or outperforms complex backbones. We further show that explicit structural priors introduced via Input Transformations yield a more favorable performance-stability trade-off than increasing Encoder complexity, establishing a principled baseline for architectural necessity.
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