Auto-Configured Networks for Multi-Scale Multi-Output Time-Series Forecasting

Fuente: arXiv
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Main Authors: Zha, Yumeng, Yang, Shengxiang, Wang, Xianpeng
Format: Preprint
Published: 2026
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author Zha, Yumeng
Yang, Shengxiang
Wang, Xianpeng
author_facet Zha, Yumeng
Yang, Shengxiang
Wang, Xianpeng
contents Industrial forecasting often involves multi-source asynchronous signals and multi-output targets, while deployment requires explicit trade-offs between prediction error and model complexity. Current practices typically fix alignment strategies or network designs, making it difficult to systematically co-design preprocessing, architecture, and hyperparameters in budget-limited training-based evaluations. To address this issue, we propose an auto-configuration framework that outputs a deployable Pareto set of forecasting models balancing error and complexity. At the model level, a Multi-Scale Bi-Branch Convolutional Neural Network (MS--BCNN) is developed, where short- and long-kernel branches capture local fluctuations and long-term trends, respectively, for multi-output regression. At the search level, we unify alignment operators, architectural choices, and training hyperparameters into a hierarchical-conditional mixed configuration space, and apply Player-based Hybrid Multi-Objective Evolutionary Algorithm (PHMOEA) to approximate the error--complexity Pareto frontier within a limited computational budget. Experiments on hierarchical synthetic benchmarks and a real-world sintering dataset demonstrate that our framework outperforms competitive baselines under the same budget and offers flexible deployment choices.
format Preprint
id arxiv_https___arxiv_org_abs_2604_07610
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Auto-Configured Networks for Multi-Scale Multi-Output Time-Series Forecasting
Zha, Yumeng
Yang, Shengxiang
Wang, Xianpeng
Machine Learning
Neural and Evolutionary Computing
Industrial forecasting often involves multi-source asynchronous signals and multi-output targets, while deployment requires explicit trade-offs between prediction error and model complexity. Current practices typically fix alignment strategies or network designs, making it difficult to systematically co-design preprocessing, architecture, and hyperparameters in budget-limited training-based evaluations. To address this issue, we propose an auto-configuration framework that outputs a deployable Pareto set of forecasting models balancing error and complexity. At the model level, a Multi-Scale Bi-Branch Convolutional Neural Network (MS--BCNN) is developed, where short- and long-kernel branches capture local fluctuations and long-term trends, respectively, for multi-output regression. At the search level, we unify alignment operators, architectural choices, and training hyperparameters into a hierarchical-conditional mixed configuration space, and apply Player-based Hybrid Multi-Objective Evolutionary Algorithm (PHMOEA) to approximate the error--complexity Pareto frontier within a limited computational budget. Experiments on hierarchical synthetic benchmarks and a real-world sintering dataset demonstrate that our framework outperforms competitive baselines under the same budget and offers flexible deployment choices.
title Auto-Configured Networks for Multi-Scale Multi-Output Time-Series Forecasting
topic Machine Learning
Neural and Evolutionary Computing
url https://arxiv.org/abs/2604.07610