# Least Squares for Time Series Forecasting

arXiv: https://arxiv.org/abs/2610.03812 · HTML: https://mlsanity.com/paper/2610.03812/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 77 of its 84 references that are in the map.
- First posted on arXiv 1 Oct 2026.

## Builds on (most cited first, 30 of 77)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [Representation Learning with Contrastive Predictive Coding](https://mlsanity.com/paper/1807.03748/) (2018)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Scalable Diffusion Models with Transformers](https://mlsanity.com/paper/2212.09748/) (2022)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor](https://mlsanity.com/paper/1801.01290/) (2018)
- [Bootstrap your own latent: A new approach to self-supervised Learning](https://mlsanity.com/paper/2006.07733/) (2020)
- [Neural Discrete Representation Learning](https://mlsanity.com/paper/1711.00937/) (2017)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [Unsupervised Learning of Visual Features by Contrasting Cluster Assignments](https://mlsanity.com/paper/2006.09882/) (2020)
- [Video Diffusion Models](https://mlsanity.com/paper/2204.03458/) (2022)
- [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)
- [High-Dimensional Continuous Control Using Generalized Advantage Estimation](https://mlsanity.com/paper/1506.02438/) (2015)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Dream to Control: Learning Behaviors by Latent Imagination](https://mlsanity.com/paper/1912.01603/) (2019)
- [Unsupervised Representation Learning by Predicting Image Rotations](https://mlsanity.com/paper/1803.07728/) (2018)
- [World Models](https://mlsanity.com/paper/1803.10122/) (2018)
- [Align your Latents: High-Resolution Video Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2304.08818/) (2023)

## Abstract (arXiv)

A time-series forecast is scored on a future value of the series. A representation loss that regresses the next latent, as in LeNEPA, is a different least-squares problem on the same bottleneck. We write both programs down. The forecast program minimizes the error of a decoded latent on the coordinate that will be reported. For a scalar target and a linear decoder, every latent rank of at least one matches ordinary least squares, and an isotropy constraint is only a rescaling: after the decoder is refit, the forecast does not move. The other program fits the whole next vector at a fixed rank, then freezes the encoder and attaches a head. On a four-dimensional series whose last three coordinates are the same autoregression, that rank-1 fit puts mass 0.9998 on the repeated coordinate and forecasts the remaining signal at the marginal variance 2.794. The forecast program puts mass 1 on the signal and matches the innovation variance 0.992. Rank 2 gives the vector fit a second direction, and the two programs agree. Iterating the fitted one-step coefficient 0.803 raises the open-loop error from 0.992 at one step to 2.700 at eight steps.