Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided Learning, an approach that enhances time-series event forecasting through a dynamic feedback mechanism inspired by predictive coding. Our method involves two models: a detection model that analyzes future data to identify critical events and a forecasting model that predicts these events based on current data. When discrepancies occur between the forecasting and detection models, a more significant update is applied to the forecasting model, effectively minimizing surprise, allowing the forecasting model to dynamically adjust its parameters. We validate our approach on a variety of tasks, demonstrating a 44.8% increase in AUC-ROC for seizure prediction using EEG data, and a 23.4% reduction in MSE for forecasting in nonlinear dynamical systems (outlier excluded).By incorporating a predictive feedback mechanism, Future-Guided Learning advances how deep learning is applied to time-series forecasting.
@article{arxiv.2410.15217,
title = {A Predictive Approach To Enhance Time-Series Forecasting},
author = {Skye Gunasekaran and Assel Kembay and Hugo Ladret and Rui-Jie Zhu and Laurent Perrinet and Omid Kavehei and Jason Eshraghian},
journal= {arXiv preprint arXiv:2410.15217},
year = {2025}
}