Beyond Model Ranking: Predictability-Aligned Evaluation for Time Series Forecasting 文章

arXiv:2509.23074v3 Announce Type: replace-cross Abstract: In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics conflate a model's performance with the data's intrinsic unpredictability. To address this pressing challenge, we introduce a novel, predictability-aligned diagnostic framework grounded in spectral coherence. Our framework makes two primary contributions: the Spectral Coherence Predictability (SCP), a computationally efficient ($O(N\log N)$) and task-aligned score that quantifies the inherent difficulty of a given forecasting instance, and the Linear Utilization Ratio (LUR), a frequency-resolved diagnostic tool that precisely measures how effectively a model exploits the linearly predictable information within the data.