# Non-collective Calibrating Strategy for Time Series Forecasting

arXiv: https://arxiv.org/abs/2506.03176 · HTML: https://mlsanity.com/paper/2506.03176/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 37 references that are in the map.
- First posted on arXiv 29 May 2025.

## Builds on (most cited first, 30 of 31)

- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Gaussian Error Linear Units (GELUs)](https://mlsanity.com/paper/1606.08415/) (2016)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [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)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Accurate Uncertainties for Deep Learning Using Calibrated Regression](https://mlsanity.com/paper/1807.00263/) (2018)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [FuXi: A cascade machine learning forecasting system for 15-day global weather forecast](https://mlsanity.com/paper/2306.12873/) (2023)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [Are Language Models Actually Useful for Time Series Forecasting?](https://mlsanity.com/paper/2406.16964/) (2024)
- [UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting](https://mlsanity.com/paper/2310.09751/) (2023)
- [Conditional Time Series Forecasting with Convolutional Neural Networks](https://mlsanity.com/paper/1703.04691/) (2017)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models](https://mlsanity.com/paper/2301.13629/) (2023)
- [SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion](https://mlsanity.com/paper/2404.14197/) (2024)
- [Time-VLM: Exploring Multimodal Vision-Language Models for Augmented Time Series Forecasting](https://mlsanity.com/paper/2502.04395/) (2025)
- [ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizons](https://mlsanity.com/paper/2310.07446/) (2023)
- [A Multi-view Multi-task Learning Framework for Multi-variate Time Series Forecasting](https://mlsanity.com/paper/2109.01657/) (2021)
- [Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting](https://mlsanity.com/paper/2305.13036/) (2023)
- [Classifier Calibration with ROC-Regularized Isotonic Regression](https://mlsanity.com/paper/2311.12436/) (2023)
- [Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting](https://mlsanity.com/paper/2401.11929/) (2024)
- [Predict-then-Calibrate: A New Perspective of Robust Contextual LP](https://mlsanity.com/paper/2305.15686/) (2023)
- [pTSE: A Multi-model Ensemble Method for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2305.11304/) (2023)

## Built on by (most cited first, 1 of 1)

- [From Text to Forecasts: Bridging Modality Gap with Temporal Evolution Semantic Space](https://mlsanity.com/paper/2603.12664/) (2026)

## Abstract (arXiv)

Deep learning-based approaches have demonstrated significant advancements in time series forecasting. Despite these ongoing developments, the complex dynamics of time series make it challenging to establish the rule of thumb for designing the golden model architecture. In this study, we argue that refining existing advanced models through a universal calibrating strategy can deliver substantial benefits with minimal resource costs, as opposed to elaborating and training a new model from scratch. We first identify a multi-target learning conflict in the calibrating process, which arises when optimizing variables across time steps, leading to the underutilization of the model's learning capabilities. To address this issue, we propose an innovative calibrating strategy called Socket+Plug (SoP). This approach retains an exclusive optimizer and early-stopping monitor for each predicted target within each Plug while keeping the fully trained Socket backbone frozen. The model-agnostic nature of SoP allows it to directly calibrate the performance of any trained deep forecasting models, regardless of their specific architectures. Extensive experiments on various time series benchmarks and a spatio-temporal meteorological ERA5 dataset demonstrate the effectiveness of SoP, achieving up to a 22% improvement even when employing a simple MLP as the Plug (highlighted in Figure 1). Code is available at https://github.com/hanyuki23/SoP.