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
Four Facets of Forecast Felicity: Calibration, Predictiveness, Randomness and Regret
Rabanus Derr, Robert C. Williamson
Dynamic Long-Term Time-Series Forecasting via Meta Transformer Networks
Muhammad Anwar Ma'sum, MD Rasel Sarkar, Mahardhika Pratama, Savitha Ramasamy, Sreenatha Anavatti, Lin Liu, Habibullah, Ryszard Kowalczyk