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
Forecasting and stabilizing chaotic regimes in two macroeconomic models via artificial intelligence technologies and control methods
Tatyana Alexeeva, Quoc Bao Diep, Nikolay Kuznetsov, Ivan Zelinka
Quantifying uncertainty for deep learning based forecasting and flow-reconstruction using neural architecture search ensembles
Romit Maulik, Romain Egele, Krishnan Raghavan, Prasanna Balaprakash