Beyond Extrapolation: Knowledge Utilization Paradigm with Bidirectional Inspiration for Time Series Forecasting

Time-series forecasting is critical in various scenarios, such as energy, transportation, and public health. However, most existing forecasters rely primarily on one-way inference, \textit{i.e.}, mapping \textbf{history} to \textbf{target}, and overlook the structural information provided by a revised natural chain (``\textbf{history} (model input) -- \textbf{target} (ground-truth output) -- \textbf{post-target continuation}''). The post-target continuation records how trajectories evolve after the target, which can help stabilize forecasting, but it is not observable at inference time. In this work, we aim to obtain an approximate proxy of the post-target continuation for the current input, providing structural knowledge for bidirectional forecasting. This idea is instantiated as KUP-BI (Knowledge Utilization Paradigm with Bidirectional Inspiration), a new time-series modeling paradigm that distills continuation-style knowledge (as an approximate post-target continuation proxy) from a \emph{train-only} historical library and integrates it into standard forecasting backbones. The input stream and the continuation-proxy stream are fused via a lightweight feature-level gating module. This design does not introduce information beyond what is already contained in the training trajectories; instead, it provides a structured inductive bias that helps backbones exploit typical continuation patterns rather than relying solely on parametric extrapolation. Experimental results on six public datasets show that KUP-BI consistently improves the forecasting performance of state-of-the-art models, with small additional overhead.

SeesawNet: Towards Non-stationary Time Series Forecasting with Balanced Modeling of Common and Specific Dependencies

Instance normalization (IN) is widely used in non-stationary multivariate time series forecasting to reduce distribution shifts and highlight common patterns across samples. However, IN can over-smooth instance-specific structural information that is essential for modeling temporal and cross-channel heterogeneity. While prior methods further suppress distribution discrepancies or attempt to recover temporal specific dependencies, they often ignore a central tension: how to adaptively model common and instance-specific dependency based on each instance's non-stationary structures. To address this dilemma, we propose SeesawNet, a unified architecture that dynamically balances common and instance-specific dependency modeling in both temporal and channel dimensions. At its core is Adaptive Stationary-Nonstationary Attention (ASNA), which captures common dependencies from normalized sequences and specific dependencies from raw sequences, and adaptively fuses them according to instance-level non-stationarity. Built upon ASNA, SeesawNet alternates dedicated temporal and channel relationship modeling to jointly capture long-range and cross-variable dependencies. Extensive experiments on multiple real-world benchmarks demonstrate that SeesawNet consistently outperforms state-of-the-art methods.