DropoutTS: Sample-Adaptive Dropout for Robust Time Series Forecasting

📰 ArXiv cs.AI

Learn to improve time series forecasting robustness with DropoutTS, a model-agnostic plugin that adaptively drops out samples to mitigate noise

advanced Published 26 May 2026
Action Steps
  1. Implement DropoutTS in your existing time series forecasting pipeline using Python and popular deep learning libraries
  2. Configure the Sample-Adaptive Dropout mechanism to leverage spectral sparsity and adapt to noisy data
  3. Test the robustness of your model on a noisy dataset and compare the results with and without DropoutTS
  4. Apply DropoutTS to real-world time series forecasting applications, such as demand forecasting or financial prediction
  5. Evaluate the effectiveness of DropoutTS in balancing model robustness and computational efficiency
Who Needs to Know This

Data scientists and machine learning engineers working on time series forecasting tasks can benefit from this technique to improve model robustness and accuracy

Key Insight

💡 DropoutTS shifts the paradigm from 'what' to learn to 'how much' to learn, enabling more effective and efficient robustness strategies

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📈 Improve time series forecasting robustness with DropoutTS, a model-agnostic plugin that adaptively drops out noisy samples

Key Takeaways

Learn to improve time series forecasting robustness with DropoutTS, a model-agnostic plugin that adaptively drops out samples to mitigate noise

Full Article

Title: DropoutTS: Sample-Adaptive Dropout for Robust Time Series Forecasting

Abstract:
arXiv:2601.21726v2 Announce Type: replace Abstract: Deep time series models are vulnerable to noisy data ubiquitous in real-world applications. Existing robustness strategies either prune data or rely on costly prior quantification, failing to balance effectiveness and efficiency. In this paper, we introduce DropoutTS, a model-agnostic plugin that shifts the paradigm from "what" to learn to "how much" to learn. DropoutTS employs a Sample-Adaptive Dropout mechanism: leveraging spectral sparsity t
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