State of the Art Forecasting
State-of-the-art forecasting research focuses on improving the accuracy and robustness of predictions across diverse domains, from financial markets and climate modeling to traffic flow and network security. Current efforts concentrate on developing advanced model architectures, including transformers, recurrent neural networks (RNNs), and graph neural networks (GNNs), often incorporating techniques like flow matching, variational mode decomposition, and disentangled dependency encoding to better capture complex temporal and spatial relationships within data. These advancements are crucial for enhancing decision-making in various sectors, particularly where accurate predictions of future events are essential for risk mitigation and resource optimization. Furthermore, research emphasizes improving the interpretability and efficiency of forecasting models, addressing challenges like data scarcity and out-of-distribution generalization.
Papers
The Tabular Foundation Model TabPFN Outperforms Specialized Time Series Forecasting Models Based on Simple Features
Shi Bin Hoo, Samuel Müller, David Salinas, Frank Hutter
From Dense to Sparse: Event Response for Enhanced Residential Load Forecasting
Xin Cao, Qinghua Tao, Yingjie Zhou, Lu Zhang, Le Zhang, Dongjin Song, Dapeng Oliver Wu, Ce Zhu
Sequence Complementor: Complementing Transformers For Time Series Forecasting with Learnable Sequences
Xiwen Chen, Peijie Qiu, Wenhui Zhu, Huayu Li, Hao Wang, Aristeidis Sotiras, Yalin Wang, Abolfazl Razi
Harnessing Event Sensory Data for Error Pattern Prediction in Vehicles: A Language Model Approach
Hugo Math, Rainer Lienhart, Robin Schön
A Comparative Study of Pruning Methods in Transformer-based Time Series Forecasting
Nicholas Kiefer, Arvid Weyrauch, Muhammed Öz, Achim Streit, Markus Götz, Charlotte Debus