Can You Delete a Year of Market Data? Machine Unlearning Against Exact Retraining Oracles

Time-series forecasting is widely used in sensitive domains. Models in these settings are often trained on longitudinal user- or entity-level records, which may later require removal because they contain sensitive or proprietary information or have been corrupted by sensor failures. To address such deletion requests without costly retraining, machine unlearning has been widely studied as a practical mechanism for privacy protection and data governance. However, the application of machine unlearning to time series prediction has not yet been well realized; this is mainly due to the following unique challenges: Gradient-based unlearning can be unstable because a deleted observation participates in multiple causally connected forecasting windows, causing parameter updates to propagate beyond the requested interval and degrade retained forecasting utility. Label-guided updating offers a more controlled alternative, but continuous and context-dependent forecasts lack a suitable replacement target, while the exact-retrained output is unavailable during unlearning. Moreover, the remaining support for a deleted temporal pattern is highly non-uniform. Some affected windows retain structurally similar counterparts in the retained data, whereas others become underrepresented or isolated. We present RDTU, a Residual Diffusion framework for time-series unlearning. RDTU first uses a retained-set neural tangent kernel predictor to obtain a deletion-compatible base forecast. Then it quantifies the global and local structural support of each affected window using the volume contribution of the retained-reference data. Then a diffusion model generates a residual correction that estimates the counterfactual forecast, yielding a pseudo-label field that guides a lightweight model update. Experiments show that RDTU consistently produces unlearned models that most closely match exact retraining.

Machine unlearning aims to remove the influence of specific training records from a deployed model without retraining from scratch. Current protocols verify this at the output level through membership inference, retain accuracy, and forget-set accuracy, but a model can satisfy all three whilst still encoding forgotten records in its intermediate representations. We introduce RULER, a set of representation-level verification metrics. The oracle-comparative metric M2 measures whether forget-set records occupy the same representational position as in a model retrained without them. The oracle-free metric M4 detects residuals from the unlearned model's internal similarity structure alone, without retraining. Four approximate unlearning methods all pass output-level evaluation, yet under a linear mixed-effects model M2 detects significant residuals in 10 of 12 conditions (p<0.05), with effect sizes growing as the forget fraction increases. A fifth method, Bad Teacher, shows the same residuals despite a different forgetting mechanism. M4 acts as a pre-unlearning diagnostic across tabular, image, clinical text, and face-identity settings: it detects identity-level memorisation in face recognition models where no tested method fully erases the signal.

In materials machine learning, closely related retained structures can sustain accurate property predictions even after removing a specific record, rendering post-deletion prediction error an ambiguous metric for machine unlearning. To resolve this ambiguity, we define the deletion floor as the expected target loss under a specified retraining procedure at the deleted request. Standard indistinguishability constraints yield a sharp interval bounding an update's target loss around this baseline reference. Theoretically, a conditional neighbor bound links a low deletion floor directly to retained fit, prediction regularity, and local label agreement, while an exact ridge identity isolates residual fit from the prediction change induced by record deletion. Empirically, controlled redundancy sweeps show an $\approx 8\times$ drop in median normalized retraining loss when one retained relative remains after deletion. Across two distinct fitting regimes in a paired Materials Project study, the lower-floor regime also exhibits a larger prediction change on more than 50% of the shared requests. Systematic comparisons against approximate updates and the original model decouple deliberate target suppression from preserved overall model utility. Consequently, request-level unlearning evaluations should report reference loss, prediction change, and retained utility together, interpreting post-deletion accuracy against what retraining itself leaves behind.