Long-term series forecasting leverages historical observations to predict extended future sequences and plays a crucial role across various domains. However, conventional models relying on fixed-length lookback windows struggle with the inherent dynamic dependencies and multi-scale characteristics of time series data. These fixed windows either introduce noise through excessive length or omit critical patterns when too short, while optimal window sizes vary significantly with tasks and external conditions. To address this, we propose the Adaptive Lookback Window (ALW) framework, a wavelet transform-driven approach for multi-scale adaptive lookback window selection. ALW decomposes time series into distinct frequency components through wavelet transforms, quantifies the contribution of each historical time step via scale-specific attention mechanisms, and dynamically determines optimal window lengths through backward information accumulation and soft truncation techniques. Finally, refined input features are generated for downstream prediction models via a weighted reconstruction process. Extensive evaluations across multiple public benchmarks demonstrate that ALW, as an efficient plug-and-play technique, not only reduces the MSE of backbone models by an average of 3.2% but also alleviates hyperparameter tuning requirements and enables input feature dimensionality reduction, which curtails subsequent model computational costs.

Long-term series forecasting aims to predict future data over long horizons based on historical information. However, existing methods struggle to effectively utilize long lookback windows due to overfitting, computational resource constraints, or information extraction challenges, thereby limiting them to using limited lookback windows for predicting long-term future series. To address these issues, this paper introduces the Input Refinement and Prediction Auxiliary (IRPA) framework, a lightweight model consisting of four linear layers designed to extract key information from ultra-long lookback windows to enhance limited lookback windows and assist prediction processes. IRPA comprises an Input Refinement Module (IRM) and a Prediction Auxiliary Module (PAM), each constructed from two linear layer sub-modules. The IRM performs effective decomposition and patching of ultra-long series, refining seasonal and trend features to increase the information density in limited lookback windows and mitigate overfitting and parameter inflation. The PAM extracts historical similarities and seasonal patterns from ultra-long lookback windows to significantly improve prediction accuracy. IRPA substantially extends the utilization of lookback windows, offering a lightweight and efficient solution with broad applicability. Experimental results on eight datasets show IRPA reduces the Mean Squared Error (MSE) by an average of 16.1% for various models.