Traditional time-series forecasting often focuses only on minimizing prediction errors, ignoring the specific requirements of real-world applications that employ them.
A new training methodology is presented in this paper which allows a forecasting model to dynamically adjust its focus based on the importance of forecast ranges specified by the end application.
Unlike previous methods, this approach breaks down predictions over the entire signal range into smaller segments, which are then dynamically weighted and combined to produce accurate forecasts.
Testing on standard datasets, including a new dataset from wireless communication, showed that this method not only improves prediction accuracy but also enhances the performance of end applications using the forecasting model.