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Kwang-Hyun Park

Publications and source records attributed to Kwang-Hyun Park.

2 recordsLinked to original sources

Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision

Retrieval-augmented time-series forecasting typically selects historical examples by similarity between observed pasts, although similar pasts can evolve differently. We propose Predictive Relevance Retrieval (PRR), which uses realized future compatibility as privileged supervision to learn a retrieval function that remains strictly past-only at inference. PRR combines Pearson retrieval with a futuresupervised predictive representation to expand candidate support, then reranks the union using statistical and learned pair relations. Across six datasets and four long horizons, PRR improves Pearson retrieval in 23 of 24 conditions, reducing AnalogFutureMSE by 26.7% on average. A candidate-budget-matched variant, PRR-B100, retains nearly the same retrieval improvement while using at most 100 candidates at inference, showing that the gain is not explained simply by a larger candidate pool. We then connect the retriever to five frozen forecasting backbones using validation-calibrated trust. Downstream effects are heterogeneous, and calibration primarily reduces harmful retrieval use rather than making improved retrieval universally beneficial. These results show that predictive relevance and forecast utility are empirically distinct objectives.

cs.IR↗

Rethinking Cross-Channel Importance in Time-Series Forecasting

Cross-channel modeling is central to multivariate time-series forecasting, yet channels that are statistically related, predictively useful, and actually used by a trained forecaster are often treated as if they defined the same notion of importance. We show that they need not coincide. Cross-channel dependency structures change substantially across future offsets, and horizon-adaptive source selection improves a controlled Ridge predictor in 21 of 32 dataset--prediction-length conditions, with a mean gain of $5.16\%$. This selected-set signal also transfers to a matched nonlinear predictor. Yet imposing the same horizon-specific source logic on iTransformer yields only 11 of 20 wins and a mean gain of $0.208\%$, with little alignment between controlled and neural gains. Functional interventions further show that strong forecasters use cross-channel information, while their source-reliance rankings agree little with controlled utility or with one another across iTransformer, TimesNet, and a cross-channel TimeMixer. As a constructive consequence, bounded post-hoc support improves a frozen channel-independent forecaster in 12 of 16 dataset--horizon conditions, with a positive aggregate bootstrap interval. Cross-channel importance should therefore be interpreted relative to the forecasting mechanism and question that define it: related $\neq$ useful $\neq$ used.

cs.LG↗