Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains
寻求SOTA:时间序列预测必须采用领域特定评估以消除虚幻收益
机构 * Dept. of Computer Science, University of Toronto(多伦多大学计算机科学系) ; Dept. of Data Science & AI, Monash University, Australia(澳大利亚墨尔本大学数据科学与人工智能系) ; Faculty of Computer Science, Dalhousie University(达尔豪斯大学计算机科学学院) ; Dept. of Mathematics, University of Oxford(牛津大学数学系) ; Oxford-Man Institute for Quantitative Finance(牛津-曼彻斯特量化金融研究所) ; Vector Institute(向量研究所) ; Department of Computer Science and AI, University of Granada, Spain(西班牙格拉纳达大学计算机科学与人工智能系) ; DaSCI, Andalucía, Spain(安达卢西亚DaSCI)
AI总结 本文指出当前时间序列预测评估方法掩盖了真实进展,呼吁引入更广泛的非平稳性数据集并要求深度学习模型包含经典基线,以确保报告的改进反映真正的科学进步。
Comments v2 clarifies Transformer temporal-order claims, strengthens benchmark-selection and metric guidance, corrects point-forecast targets for MSE/MAE, improves aggregation/reporting recommendations, adds living-benchmark protocols, revises weather/evaluation wording, makes author emails clickable, and adds five supporting references