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LeapTS: Rethinking Time Series Forecasting as Adaptive Multi-Horizon Scheduling

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Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat forecasting task as a fixed mapping from history to target horizons. This induces temporal decoupling across future time points and limits the model's ability to adapt to the evolving context as forecasting progresses. In this work, we present LeapTS, a novel framework that reformulates time series forecasting as a dynamic scheduling process over the prediction horizon. Specifically, LeapTS organizes the forecasting process into multi-level decisions using: (1) the hierarchical controller to dynamically select the optimal prediction scale and advancement length at each step, and (2) continuous-time state evolution driven by neural controlled differential equations. Within this process, the controlled update mechanism explicitly couples the irregular temporal dynamics with discrete scheduling feedback. Extensive evaluations on both real-world and synthetic datasets demonstrate that LeapTS improves overall forecasting performance by at least 7.4% while achieving a 2.6$\times$ to 5.3$\times$ inference speedup over representative Transformer-based models. Furthermore, by explicitly tracing the scheduling trajectories, we reveal how the model autonomously adapts its forecasting behavior to capture non-stationary dynamics.

Sheng Pan, Ming Jin, Bo Du, Shirui Pan• 2026

Related benchmarks

TaskDatasetResultRank
Multivariate ForecastingETTh1
MSE0.316
830
Multivariate Time-series ForecastingETTm1
MSE0.244
686
Multivariate Time-series ForecastingETTm2
MSE0.118
539
Multivariate ForecastingETTh2
MSE0.197
359
Multivariate Time-series ForecastingExchange
MAE0.125
262
Multivariate ForecastingElectricity
MSE0.117
118
Multivariate ForecastingWeather
MSE0.088
116
Multivariate Time-series ForecastingPeMS07
MSE0.114
80
Multivariate ForecastingPeMS04
MSE0.129
43
Multivariate ForecastingILI
MSE1.556
42
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