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News/Quadratic Direct Forecast for Training Multi-Step Time-Series Forecast Models
arxiv
PublishedOctober 8, 2026 at 4:00 AM

Quadratic Direct Forecast for Training Multi-Step Time-Series Forecast Models

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arXiv:2511.00053v2 Announce Type: replace-cross Abstract: The design of learning objectives is central to training time-series forecasting models. Existing learning objectives such as mean squared error mostly treat each future step as an independent, equally weighted task, which leads to the follow

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