🤖 AI Summary
研究通过引入无需训练的事件签名转移方法,解决已知事件即将发生但其影响形状、大小或时机未知的问题,将历史事件转换为明确的预测情景。
📝 Abstract
Forecasters often know an event is imminent but not the shape, size, or timing of its effect. We introduce Event Signature Transfer (EST), a training-free, model-agnostic operator that turns a completed past event into an explicit forecast scenario. EST removes a source event's own trend and seasonality, then scales and retimes the remaining event signature onto a native forecast, preserving the forecast's linked structure and reducing to it exactly at zero strength. Because it reads only output quantiles, EST applies to any quantile forecaster, with no training, no model internals, at transfer time. Across twelve real episodes and ten synthetic scenarios on Chronos-2, TimesFM-2.5 and Toto-2.0, manually configured EST reduces real-episode WQL by 21.7-90\% in-sample. On Chronos-2, it leads eleven of twelve matched comparisons against covariate conditioning, activation editing and raw replay. The operator builds a scenario; it does not estimate its likelihood.