# LeapTS: Rethinking Time Series Forecasting as Adaptive Multi-Horizon Scheduling

arXiv: https://arxiv.org/abs/2605.10292 · HTML: https://mlsanity.com/paper/2605.10292/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 42 of its 62 references that are in the map.
- First posted on arXiv 11 May 2026.

## Builds on (most cited first, 30 of 42)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Categorical Reparameterization with Gumbel-Softmax](https://mlsanity.com/paper/1611.01144/) (2016)
- [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)
- [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)
- [The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables](https://mlsanity.com/paper/1611.00712/) (2016)
- [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)
- [Scheduled Sampling for Sequence Prediction with Recurrent Neural Networks](https://mlsanity.com/paper/1506.03099/) (2015)
- [When to Trust Your Model: Model-Based Policy Optimization](https://mlsanity.com/paper/1906.08253/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Adaptive Computation Time for Recurrent Neural Networks](https://mlsanity.com/paper/1603.08983/) (2016)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [xLSTM: Extended Long Short-Term Memory](https://mlsanity.com/paper/2405.04517/) (2024)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [Understanding Straight-Through Estimator in Training Activation Quantized Neural Nets](https://mlsanity.com/paper/1903.05662/) (2019)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [Hierarchical Multiscale Recurrent Neural Networks](https://mlsanity.com/paper/1609.01704/) (2016)
- [Lipschitz Continuity in Model-based Reinforcement Learning](https://mlsanity.com/paper/1804.07193/) (2018)
- [FreDF: Learning to Forecast in the Frequency Domain](https://mlsanity.com/paper/2402.02399/) (2024)

## Abstract (arXiv)

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat forecasting task as a fixed mapping from history to target horizons. This induces temporal decoupling across future time points and limits the model's ability to adapt to the evolving context as forecasting progresses. In this work, we present LeapTS, a novel framework that reformulates time series forecasting as a dynamic scheduling process over the prediction horizon. Specifically, LeapTS organizes the forecasting process into multi-level decisions using: (1) the hierarchical controller to dynamically select the optimal prediction scale and advancement length at each step, and (2) continuous-time state evolution driven by neural controlled differential equations. Within this process, the controlled update mechanism explicitly couples the irregular temporal dynamics with discrete scheduling feedback. Extensive evaluations on both real-world and synthetic datasets demonstrate that LeapTS improves overall forecasting performance by at least 7.4% while achieving a 2.6× to 5.3× inference speedup over representative Transformer-based models. Furthermore, by explicitly tracing the scheduling trajectories, we reveal how the model autonomously adapts its forecasting behavior to capture non-stationary dynamics.