arXiv cs.LG
· Papers
Exogenous Dropout: A Simple, Strong Baseline for Corruption-Robust Time Series Forecasting with Covariates
arXiv:2607.05452v1 Announce Type: new Abstract: Time series forecasters that use exogenous covariates are fragile in deployment: when those covariates are noised, temporally misaligned, or missing, strong exogenous-fusion and exogenous-adapted models can degrade far above the endogenous-only floor. We study whether suc