Accurate time-series forecasting is essential across a multitude of scientific and industrial domains, yet deep learning models often struggle with challenges such as capturing long-term dependencies and adapting to drift in data distributions over time. We introduce Future-Guided Learning, an approach that enhances time-series event forecasting through a dynamic feedback mechanism inspired by predictive coding. Our approach involves two models: a detection model that analyzes future data to identify critical events and a forecasting model that predicts these events based on present data. When discrepancies arise between the forecasting and detection models, the forecasting model undergoes more substantial updates, effectively minimizing surprise and adapting to shifts in the data distribution by aligning its predictions with actual future outcomes. This feedback loop, drawing upon principles of predictive coding, enables the forecasting model to dynamically adjust its parameters, improving accuracy by focusing on features that remain relevant despite changes in the underlying data. We validate our method on a variety of tasks such as seizure prediction in biomedical signal analysis and forecasting in dynamical systems, achieving a 40\% increase in the area under the receiver operating characteristic curve (AUC-ROC) and a 10\% reduction in mean absolute error (MAE), respectively. By incorporating a predictive feedback mechanism that adapts to data distribution drift, Future-Guided Learning offers a promising avenue for advancing time-series forecasting with deep learning.

Convolutional Neural Networks (CNNs) are the state-of-the-art algorithms used in computer vision. However, these models often suffer from the lack of interpretability of their information transformation process. To address this problem, we introduce a novel model called Sparse Deep Predictive Coding (SDPC). In a biologically realistic manner, SDPC mimics how the brain is efficiently representing visual information. This model complements the hierarchical convolutional layers found in CNNs with the feed-forward and feed-back update scheme described in the Predictive Coding (PC) theory and found in the architecture of the mammalian visual system. We experimentally demonstrate on two databases that the SDPC model extracts qualitatively meaningful features. These features, besides being similar to some of the biological Receptive Fields of the visual cortex, also represent hierarchically independent components of the image that are crucial to describe it in a generic manner. For the first time, the SDPC model demonstrates a meaningful representation of features within the hierarchical generative model and of the decision-making process leading to a specific prediction. A quantitative analysis reveals that the features extracted by the SDPC model encode the input image into a representation that is both easily classifiable and robust to noise.