AI RESEARCH

Benchmarking M-LTSF: Frequency and Noise-Based Evaluation of Multivariate Long Time Series Forecasting Models

arXiv CS.LG

ArXi:2510.04900v2 Announce Type: replace Understanding the robustness of deep learning models for multivariate long-term time series forecasting (M-LTSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a simulation-based evaluation framework that generates parameterizable synthetic datasets, where each dataset instance corresponds to a different configuration of signal components, noise types, signal-to-noise ratios, and frequency characteristics.