Future-Guided Learning: A Predictive Approach To Enhance Time-Series Forecasting

Accurate time-series forecasting is essential across a multitude of scientific and industrial domains, yet deep learning models often struggle with challenges such as capturing long-term dependencies and adapting to drift in data distributions over time. We introduce Future-Guided Learning, an approach that enhances time-series event forecasting through a dynamic feedback mechanism inspired by predictive coding. Our approach involves two models: a detection model that analyzes future data to identify critical events and a forecasting model that predicts these events based on present data. When discrepancies arise between the forecasting and detection models, the forecasting model undergoes more substantial updates, effectively minimizing surprise and adapting to shifts in the data distribution by aligning its predictions with actual future outcomes. This feedback loop, drawing upon principles of predictive coding, enables the forecasting model to dynamically adjust its parameters, improving accuracy by focusing on features that remain relevant despite changes in the underlying data. We validate our method on a variety of tasks such as seizure prediction in biomedical signal analysis and forecasting in dynamical systems, achieving a 40\% increase in the area under the receiver operating characteristic curve (AUC-ROC) and a 10\% reduction in mean absolute error (MAE), respectively. By incorporating a predictive feedback mechanism that adapts to data distribution drift, Future-Guided Learning offers a promising avenue for advancing time-series forecasting with deep learning.