Are We Winning the Wrong Game? Revisiting Evaluation Practices for Long-Term Time Series Forecasting
arXiv:2603.08156v1 Announce Type: cross Abstract: Long-term time series forecasting (LTSF) is widely recognized as a central challenge in data mining and machine learning. LTSF has increasingly evolved into a benchmark-driven ”GAME,” where models are ranked, compared, and declared state-of-the-art based primarily on marginal reductions in aggregated pointwise error metrics such as MSE and MAE. Across a small set of canonical datasets and fixed forecasting horizons, progress is communicated through leaderboard-style tables in which lower numerical scores define success. […]