# Not All Data are Good Labels: On the Self-supervised Labeling for Time Series Forecasting

arXiv: https://arxiv.org/abs/2502.14704 · HTML: https://mlsanity.com/paper/2502.14704/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 45 of its 61 references that are in the map.
- First posted on arXiv 20 Feb 2025.

## Builds on (most cited first, 30 of 45)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [Trust Region Policy Optimization](https://mlsanity.com/paper/1502.05477/) (2015)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Spectral Normalization for Generative Adversarial Networks](https://mlsanity.com/paper/1802.05957/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [Spectral Norm Regularization for Improving the Generalizability of Deep Learning](https://mlsanity.com/paper/1705.10941/) (2017)
- [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://mlsanity.com/paper/2311.06184/) (2023)
- [Multiple Instance Learning: A Survey of Problem Characteristics and Applications](https://mlsanity.com/paper/1612.03365/) (2016)
- [Stabilizing Transformer Training by Preventing Attention Entropy Collapse](https://mlsanity.com/paper/2303.06296/) (2023)
- [UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting](https://mlsanity.com/paper/2310.09751/) (2023)
- [AdaRNN: Adaptive Learning and Forecasting of Time Series](https://mlsanity.com/paper/2108.04443/) (2021)
- [HIVE-COTE 2.0: a new meta ensemble for time series classification](https://mlsanity.com/paper/2104.07551/) (2021)
- [Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis](https://mlsanity.com/paper/2310.06119/) (2023)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)

## Built on by (most cited first, 4 of 4)

- [AutoSOTA: An End-to-End Automated Research System for State-of-the-Art AI Model Discovery](https://mlsanity.com/paper/2604.05550/) (2026)
- [Adaptive Time Series Reasoning via Segment Selection](https://mlsanity.com/paper/2602.18645/) (2026)
- [DropoutTS: Sample-Adaptive Dropout for Robust Time Series Forecasting](https://mlsanity.com/paper/2601.21726/) (2026)
- [Towards Robust Time Series Learning via Capacity-Centric Modulation](https://mlsanity.com/paper/2609.39489/) (2026)

## Abstract (arXiv)

Time Series Forecasting (TSF) is a crucial task in various domains, yet existing TSF models rely heavily on high-quality data and insufficiently exploit all available data. This paper explores a novel self-supervised approach to re-label time series datasets by inherently constructing candidate datasets. During the optimization of a simple reconstruction network, intermediates are used as pseudo labels in a self-supervised paradigm, improving generalization for any predictor. We introduce the Self-Correction with Adaptive Mask (SCAM), which discards overfitted components and selectively replaces them with pseudo labels generated from reconstructions. Additionally, we incorporate Spectral Norm Regularization (SNR) to further suppress overfitting from a loss landscape perspective. Our experiments on eleven real-world datasets demonstrate that SCAM consistently improves the performance of various backbone models. This work offers a new perspective on constructing datasets and enhancing the generalization of TSF models through self-supervised learning. The code is available at https://github.com/SuDIS-ZJU/SCAM.