Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision

• URL: http://arxiv.org/abs/2608.23221v1
• Date: Mon, 24 Aug 2026 13:15:29 GMT
• Title: Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision
• Abstract summary: A normalized-pattern retriever learns a listwise future-compatibility target while keeping inference-time scoring strictly past-only.<n>Our method retains similarity-based candidate generation but reranks its candidates by a more predictive relevance criterion.<n>Across six benchmarks, the reranker improves Pattern retrieval while revealing candidate-global, query-specific, and mixed relevance regimes.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Historical retrieval for time-series prediction commonly treats past similarity as a proxy for usefulness. We ask a different question: which historical examples should be expected to matter for a query? We define predictive relevance as expected future utility conditioned on inference-time information, using realized futures only during training as privileged supervision. A normalized-pattern retriever first forms a coarse candidate set, and a lightweight residual multilayer perceptron (MLP) learns a listwise future-compatibility target while keeping inference-time scoring strictly past-only. Our method retains similarity-based candidate generation but reranks its candidates by a more predictive relevance criterion. Optimal relevance decomposes into candidate-level utility and query-specific compatibility, motivating Candidate-Prior and Shuffled-Future controls. Across six benchmarks, the reranker improves Pattern retrieval while revealing candidate-global, query-specific, and mixed relevance regimes. On all 12 confirmatory tasks, it improves Pattern and outperforms a matched-protocol Stationarity-Aware Retrieval-Augmented Time Series Forecasting (SARAF) retrieval rule. Architecture-matched ablations show that correct future supervision, rather than the MLP or added context alone, drives gains in query-specific regimes. Alternative-similarity experiments show that a strong last-value-anchored L2 rule remains superior in some domains, whereas future-supervised relevance is particularly strong where our diagnostics indicate query-specific relevance, especially on Solar. Candidate-pool diagnostics show that this contrast is not explained solely by coarse Pattern retrieval. Overall, historical relevance is structured and domain dependent rather than governed by a universally superior retrieval rule.

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