Machine Learning Algorithms & Natural Language Processing
Machine Learning Algorithms & Natural Language Processing
Feb 9, 2026 · Artificial Intelligence

Time‑o1: Overcoming Time‑Series Forecasting Bottlenecks with a Novel Loss Function

The paper identifies two fundamental issues in time‑series forecasting—label autocorrelation bias and task‑scale explosion caused by the standard TMSE loss—and proposes Time‑o1, a PCA‑based orthogonal label transformation that eliminates bias, reduces optimization complexity, and yields consistent performance gains across multiple models and datasets.

NeurIPS 2025PCATime‑o1
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Time‑o1: Overcoming Time‑Series Forecasting Bottlenecks with a Novel Loss Function