Beyond Extrapolation: Knowledge Utilization Paradigm with Bidirectional Inspiration for Time Series Forecasting

2026-05-18

AI Summary

This work addresses the limited stability of conventional time series forecasting models, which rely solely on unidirectional inference from historical observations to future targets and neglect the structural information embedded in the unobservable trajectory beyond the prediction horizon. To overcome this limitation, we propose the KUP-BI paradigm, which for the first time treats the post-target continuation as a structured prior. Leveraging knowledge distillation, we construct a lightweight proxy of this continuation from a historical trajectory repository and introduce a feature-gated fusion module to enable bidirectional interaction between input features and the continuation proxy at the representation level. Notably, our approach requires no additional external data and integrates seamlessly with mainstream time series backbones, achieving significant state-of-the-art performance gains across six public benchmarks with minimal computational overhead.

Abstract

Time-series forecasting is critical in various scenarios, such as energy, transportation, and public health. However, most existing forecasters rely primarily on one-way inference, \textit{i.e.}, mapping \textbf{history} to \textbf{target}, and overlook the structural information provided by a revised natural chain (``\textbf{history} (model input) -- \textbf{target} (ground-truth output) -- \textbf{post-target continuation}''). The post-target continuation records how trajectories evolve after the target, which can help stabilize forecasting, but it is not observable at inference time. In this work, we aim to obtain an approximate proxy of the post-target continuation for the current input, providing structural knowledge for bidirectional forecasting. This idea is instantiated as KUP-BI (Knowledge Utilization Paradigm with Bidirectional Inspiration), a new time-series modeling paradigm that distills continuation-style knowledge (as an approximate post-target continuation proxy) from a \emph{train-only} historical library and integrates it into standard forecasting backbones. The input stream and the continuation-proxy stream are fused via a lightweight feature-level gating module. This design does not introduce information beyond what is already contained in the training trajectories; instead, it provides a structured inductive bias that helps backbones exploit typical continuation patterns rather than relying solely on parametric extrapolation. Experimental results on six public datasets show that KUP-BI consistently improves the forecasting performance of state-of-the-art models, with small additional overhead.

Problem

• time series forecasting
• bidirectional inspiration
• post-target continuation
• structural knowledge
• knowledge utilization

Innovation

• bidirectional inspiration
• post-target continuation
• knowledge distillation
• time series forecasting
• inductive bias