Existence Precedes Value: Joint Modeling of Observational Existence and Evolving States in Time Series Forecasting

Abstract:Real-world time series are often highly incomplete and irregular due to sensor dormancy, transmission delays, and event-driven sampling, making reliable forecasting fundamentally challenging. Existing methods have evolved from impute-then-forecast pipelines to continuous-time models such as Neural ODEs and continuous-time graph networks. While these approaches improve the modeling of historical irregularity, they still rely on an implicit oracle assumption at inference time: the timestamps of future valid observations are presumed to be known in advance. This assumption limits practical relevance, since in many real systems the more fundamental question is not only what the future value will be, but also whether a valid observation will occur at all. In this paper, we propose Timeflies, a unified framework that reformulates forecasting as a joint problem of future observability inference and value estimation. To explicitly model the interaction between observation dynamics and state evolution, Timeflies adopts an observation stream and a value stream, coupled through three dedicated modules for reliability-aware embedding, observation-guided dependency modeling, and joint prediction. We further construct Shadow, a benchmark that combines natural missingness from public datasets with real-world industrial data, and introduce the Observation-Value Joint Entropy (OVJE) metric to comprehensively evaluate this coupled predictability. Extensive experiments show that Timeflies consistently outperforms existing methods, highlighting the importance of explicitly modeling future observability in time series forecasting with missing values. Code and dataset are available in this https URL.

Machine Learning (cs.LG); Artificial Intelligence (cs.AI)

arXiv:2606.13571 [cs.LG]

(or arXiv:2606.13571v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.13571 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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