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原文摘要

Time series forecasts are widely used to inform decisions under uncertainty. In many applications, these decisions involve classifying a time series based on outcomes that have yet to be observed. In this paper, we introduce Foreclassing, a new machine learning problem in which the class label of a time series is defined as a function of its future observations. We provide a mathematical formulation of Foreclassing and establish several theoretical results characterizing the problem. These results describe how additional future information affects Bayes classification risk, provide bounds on the classification error of learned Foreclassing models, and demonstrate how future observations used during training can yield finite-sample improvements over conventional classifiers. To provide a benchmark for future research, we propose ForeClassNet, a family of neural network models that jointly perform forecasting and classification while accounting for uncertainty in future outcomes. We investigate a variety of model architectures and evaluate their performance against conventional time series classifiers and forecasting-then-classify approaches. Experiments on datasets spanning weather, energy, and finance demonstrate the potential of Foreclassing to improve classification performance, probabilistic prediction, and downstream decision-making. Together, these theoretical and empirical contributions establish a foundation for future research on Foreclassing.