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arXiv · 2509.14181

Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting

Abstract

Although contrastive and other representation-learning methods have long been explored in vision and NLP, their adoption in modern time series forecasters remains limited. We believe they hold strong promise for this domain. To unlock this potential, we explicitly align past and future representations, thereby bridging the distributional gap between input histories and future targets. To this end, we introduce TimeAlign, a lightweight, plug-and-play framework that establishes a new representation paradigm, distinct from contrastive learning, by aligning auxiliary features via a simple reconstruction task and feeding them back into any base forecaster. Extensive experiments across eight benchmarks verify its superior performance. Further studies indicate that the gains arise primarily from correcting frequency mismatches between historical inputs and future outputs. Additionally, we provide two theoretical justifications for how reconstruction improves forecasting generalization and how alignment increases the mutual information between learned representations and predicted targets. The code is available at https://github.com/TROUBADOUR000/TimeAlign.

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Yifan Hu, Jie Yang, Tian Zhou, Peiyuan Liu, Yujin Tang, Rong Jin, Liang Sun. 2026-03-25. Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecasting. https://arxiv.org/abs/2509.14181

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