# Asymmetric Peak-Aware Loss for Peak-Critical Time Series Forecasting

arXiv: https://arxiv.org/abs/2607.14871 · HTML: https://mlsanity.com/paper/2607.14871/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 16 of its 45 references that are in the map.
- First posted on arXiv 16 Jul 2026.

## Builds on (most cited first, 16 of 16)

- [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)
- [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)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Soft-DTW: a Differentiable Loss Function for Time-Series](https://mlsanity.com/paper/1703.01541/) (2017)
- [Delving into Deep Imbalanced Regression](https://mlsanity.com/paper/2102.09554/) (2021)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models](https://mlsanity.com/paper/1909.09020/) (2019)
- [Patch-wise Structural Loss for Time Series Forecasting](https://mlsanity.com/paper/2503.00877/) (2025)
- [Forecaster's Dilemma: Extreme Events and Forecast Evaluation](https://mlsanity.com/paper/1512.09244/) (2015)
- [TILDE-Q: A Transformation Invariant Loss Function for Time-Series Forecasting](https://mlsanity.com/paper/2210.15050/) (2022)
- [Multi-Sample Dynamic Time Warping for Few-Shot Keyword Spotting](https://mlsanity.com/paper/2404.14903/) (2024)

## Abstract (arXiv)

In many operational time-series forecasting applications, such as crowd demand forecasting, the risk related to under-prediction is substantially higher than that of over-prediction. Accurate prediction of rare demand spikes plays a critical role in downstream tasks. Yet most time-series forecasters are trained with symmetric objectives (e.g., MSE, MAE) and evaluated primarily on aggregate error, which can mask failures in extreme-values and peak-timing predictions. We introduce Asymmetric Peak-Aware Loss (APAL), a simple, model-agnostic objective that (i) penalizes under-predictions more heavily and (ii) increases the training weight of peak regions within each forecast window. We further propose a peak-critical evaluation protocol that complements MAE/MSE with channel-wise tail error (Top-10% and Top-1%) and peak metrics (precision, recall, F1 under timing tolerance, and peak timing error). We evaluate APAL on long-horizon multivariate forecasting across five state-of-the-art backbones, with a focus on pedestrian demand forecasting using (i) a production-ready subset of the City of Melbourne pedestrian hourly count dataset and (ii) a beach visitor count dataset. The generality of the loss function for time-series forecasting is tested on additional benchmarks. Across peak-critical datasets and settings, APAL improves tail accuracy and peak-prediction quality while exposing a controllable trade-off with aggregate error, making it a practical solution when peak-prediction failures are the dominant operational concern.