# CRAFT: Time Series Forecasting with Cross-Future Behavior Awareness

arXiv: https://arxiv.org/abs/2505.13896 · HTML: https://mlsanity.com/paper/2505.13896/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 20 of its 36 references that are in the map.
- First posted on arXiv 20 May 2025.

## Builds on (most cited first, 20 of 20)

- [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)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (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)
- [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)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [Deep Factors for Forecasting](https://mlsanity.com/paper/1905.12417/) (2019)
- [Probabilistic Forecasting with Temporal Convolutional Neural Network](https://mlsanity.com/paper/1906.04397/) (2019)
- [CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting](https://mlsanity.com/paper/2305.12095/) (2023)
- [Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators](https://mlsanity.com/paper/2401.17548/) (2024)
- [Countdown Regression: Sharp and Calibrated Survival Predictions](https://mlsanity.com/paper/1806.08324/) (2018)
- [VCformer: Variable Correlation Transformer with Inherent Lagged Correlation for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2405.11470/) (2024)

## Abstract (arXiv)

The past decades witness the significant advancements in time series forecasting (TSF) across various real-world domains, including e-commerce and disease spread prediction. However, TSF is usually constrained by the uncertainty dilemma of predicting future data with limited past observations. To settle this question, we explore the use of Cross-Future Behavior (CFB) in TSF, which occurs before the current time but takes effect in the future. We leverage CFB features and propose the CRoss-Future Behavior Awareness based Time Series Forecasting method (CRAFT). The core idea of CRAFT is to utilize the trend of cross-future behavior to mine the trend of time series data to be predicted. Specifically, to settle the sparse and partial flaws of cross-future behavior, CRAFT employs the Koopman Predictor Module to extract the key trend and the Internal Trend Mining Module to supplement the unknown area of the cross-future behavior matrix. Then, we introduce the External Trend Guide Module with a hierarchical structure to acquire more representative trends from higher levels. Finally, we apply the demand-constrained loss to calibrate the distribution deviation of prediction results. We conduct experiments on real-world dataset. Experiments on both offline large-scale dataset and online A/B test demonstrate the effectiveness of CRAFT. Our dataset and code is available at https://github.com/CRAFTinTSF/CRAFT.