{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/beyond-trend-and-periodicity-guiding-time","title":"Intervention-Aware Forecasting: Breaking Historical Limits from a System Perspective","arxiv_id":"2405.13522","date":"2024-05-22","proceeding":null,"authors":["Zhijian Xu","Hao Wang","Qiang Xu"],"abstract":"Traditional time series forecasting methods predominantly rely on historical data patterns, neglecting external interventions that significantly shape future dynamics. Through control-theoretic analysis, we show that the implicit \"self-stimulation\" assumption limits the accuracy of these forecasts. To overcome this limitation, we propose an Intervention-Aware Time Series Forecasting (IATSF) framework explicitly designed to incorporate external interventions. We particularly emphasize textual interventions due to their unique capability to represent qualitative or uncertain influences inadequately captured by conventional exogenous variables. We propose a leak-free benchmark composed of temporally synchronized textual intervention data across synthetic and real-world scenarios. To rigorously evaluate IATSF, we develop FIATS, a lightweight forecasting model that integrates textual interventions through Channel-Aware Adaptive Sensitivity Modeling (CASM) and Channel-Aware Parameter Sharing (CAPS) mechanisms, enabling the model to adjust its sensitivity to interventions and historical data in a channel-specific manner. Extensive empirical evaluations confirm that FIATS surpasses state-of-the-art methods, highlighting that forecasting improvements stem explicitly from modeling external interventions rather than increased model complexity alone.","url_abs":"https://arxiv.org/abs/2405.13522v3","url_pdf":"https://arxiv.org/pdf/2405.13522v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"beyond-trend-and-periodicity-guiding-time","repo_url":"https://github.com/vewoxic/tgtsf","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"Apache-2.0"}},{"paper_slug":"beyond-trend-and-periodicity-guiding-time","repo_url":"https://github.com/vewoxic/fits","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"Apache-2.0"}}],"tasks":[{"task_slug":"data-integration","task_name":"Data Integration"},{"task_slug":"sensitivity","task_name":"Sensitivity"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2405.13522","atlas_url":"https://app.syntology.ai/?focus=2405.13522","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2405.13522"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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