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Paper · 2405.13522 · 2024

Intervention-Aware Forecasting: Breaking Historical Limits from a System Perspective

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 6 functions out of this paper's own repositories and ran 5 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
vewoxic/fits canonical 5 of 5
vewoxic/tgtsf canonical 0 of 1
FunctionStatusWhere it lives
compl_mul1d Ran vewoxic/fits/layers/mwt.py
code served (permissive licence) · get_code("0a550f84606d37a9")
get_dynamic_modes Ran vewoxic/fits/layers/FourierCorrelation.py
code served (permissive licence) · get_code("304bff6fb6e3e2cd")
get_frequency_modes Ran vewoxic/fits/layers/FED_FourierCorrelation.py
code served (permissive licence) · get_code("592ea8b254b006db")
get_initializer Ran vewoxic/fits/layers/mwt.py
code served (permissive licence) · get_code("c12f08051ec5fa06")
softmax_complex Ran vewoxic/fits/layers/mwt.py
code served (permissive licence) · get_code("117b5aefd4b1b065")
positional_encoding Not yet run vewoxic/tgtsf/layers/TGTSF_torch.py
code served (permissive licence) · get_code("9e1a8618afdae1b6")

Repositories linked to this paper

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Abstract

Traditional time series forecasting methods predominantly rely on historical data patterns, neglecting external interventions that significantly shape future dynamics. Through control-theoretic analysis, we show that the implicit "self-stimulation" assumption limits the accuracy of these forecasts. To overcome this limitation, we propose an Intervention-Aware Time Series Forecasting (IATSF) framework explicitly designed to incorporate external interventions. We particularly emphasize textual interventions due to their unique capability to represent qualitative or uncertain influences inadequately captured by conventional exogenous variables. We propose a leak-free benchmark composed of temporally synchronized textual intervention data across synthetic and real-world scenarios. To rigorously evaluate IATSF, we develop FIATS, a lightweight forecasting model that integrates textual interventions through Channel-Aware Adaptive Sensitivity Modeling (CASM) and Channel-Aware Parameter Sharing (CAPS) mechanisms, enabling the model to adjust its sensitivity to interventions and historical data in a channel-specific manner. Extensive empirical evaluations confirm that FIATS surpasses state-of-the-art methods, highlighting that forecasting improvements stem explicitly from modeling external interventions rather than increased model complexity alone.

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