Forecasting Benchmarks

Air-quality forecasting models are commonly evaluated on regional, preprocessed, and normalized datasets, where missing observations are removed or artificially completed. Such protocols simplify comparison but hide the conditions that dominate real monitoring networks: uneven global coverage, structured missingness, heterogeneous pollutant scales, and deployment cost. We introduce \textbf{AirQualityBench}, a global multi-pollutant benchmark designed to evaluate forecasting models under these realistic conditions. The benchmark contains hourly observations from 3,720 monitoring stations over 2021--2025, covers six major pollutants, and preserves provider-native observation masks. Rather than imputing a dense data tensor, AirQualityBench exposes missingness as part of the forecasting problem and reports errors on valid future observations after inverse transformation to physical concentration scales. Evaluating representative spatio-temporal models under this unified protocol shows that strong performance on sanitized datasets does not reliably transfer to global, fragmented monitoring streams. AirQualityBench therefore serves as a realistic testbed for scalable, mask-aware, and physically interpretable air-quality forecasting. All benchmark data, code, evaluation scripts, and baseline implementations are available at GitHub.

Large language models are moving from static text generators toward real-world decision-support systems, where forecasting is a composite capability that links information gathering, evidence integration, situational judgment, and action-oriented decision making. This capability is in broad demand across finance, policy, industry, and scientific research, yet its evaluation remains difficult: live benchmarks evaluate forecasts before answers exist, making them the cleanest way to measure forecasting ability, but they expire once events resolve; retrospective benchmarks are reproducible, but they cannot reliably distinguish genuine forecasting from facts a model may have already learned during pretraining. Prompting models to "pretend not to know" cannot replace a genuine knowledge boundary. We propose OracleProto, a reproducible framework for evaluating LLM native forecasting capability. OracleProto reconstructs resolved events into time-bounded forecasting samples by combining model-cutoff-aligned sample admission, tool-level temporal masking, content-level leakage detection, discrete answer normalization, and hierarchical scoring. Instantiated on a FutureX-Past-derived dataset with six contemporary LLMs, OracleProto distinguishes forecasting quality, sampling stability, and cost efficiency under controlled information boundaries, while reducing residual leakage to the $1\%$ level, an order of magnitude below tool-only temporal filtering. OracleProto turns LLM forecasting from one-off evaluation into an auditable, reusable, and trainable dataset-level capability, providing a unified interface for fair cross-model comparison and a controlled signal source for downstream SFT and RL. Code and data are available at https://github.com/MaYiding/OracleProto and https://huggingface.co/datasets/MaYiding/OracleProto.

Time series (TS) reasoning models (TSRMs) have shown promising capabilities in general domains, yet they consistently fail in the financial domain, which exhibits unique characteristics. We propose a general 2 x 2 capability taxonomy for TSRMs by crossing 1) single-entity vs. multi-entity analysis with 2) assessment of the current state vs. prediction of future behavior. We instantiate this taxonomy in the financial domain-where the distinction between deterministic assessment and stochastic prediction is particularly critical-as ten financial reasoning tasks, forming the FinTSR-Bench benchmark based on S&P stocks. To this end, we propose FinSTaR (Financial Time Series Thinking and Reasoning), trained on FinTSR-Bench with distinct chain-of-thought (CoT) strategies tailored to each category. For assessment, which is deterministic (i.e., computable from observable data), we employ Compute-in-CoT, a programmatic CoT that enables models to derive answers directly from raw prices. For prediction, which is inherently stochastic (i.e., subject to unobservable factors), we adopt Scenario-Aware CoT, which generates diverse scenarios before making a judgment, mirroring how financial analysts reason under uncertainty. The proposed method achieves 78.9% average accuracy on FinTSR-Bench, substantially outperforming LLM and TSRM baselines. Furthermore, we show that the four capability categories are complementary and mutually reinforcing through joint training, and that Scenario-Aware CoT consistently improves prediction accuracy over standard CoT. Code is available at https://github.com/seunghan96/FinSTaR.

Recent progress in time-series forecasting has led to rapidly increasing architectural complexity, yet many reported State-of-the-Art gains are statistically fragile or misattributed. We argue that progress requires a shift from model selection to modular attribution, identifying which components truly drive performance. We propose CombinationTS, a self-contained probabilistic evaluation framework that decomposes forecasting models into orthogonal modules--Input Transformation, Embedding, Encoder, Decoder, and Output Transformation--and evaluates them under a shared evaluation condition space. By quantifying each component via marginalized performance ($μ$) and stability ($σ$), CombinationTS enables robust attribution beyond fragile point estimates. Through large-scale paired evaluation, we uncover the Identity Paradox: once the data view (Embedding) is well-designed, a parameter-free Identity Encoder often matches or outperforms complex backbones. We further show that explicit structural priors introduced via Input Transformations yield a more favorable performance-stability trade-off than increasing Encoder complexity, establishing a principled baseline for architectural necessity.

Forecasting the wide variety of high-impact weather events experienced globally is a challenge for both Artificial Intelligence (AI) and Numerical Weather Prediction (NWP) models and it is critical that such models be properly verified before deployment. Although AI weather models are rapidly evolving, much of their evaluation is currently done either with a global-scale evaluation or by hand-picking a small number of case studies or a region. A widely-used open-source benchmark suite focusing on high-impact weather will help to drive the science forward for all scales of weather models, as it has for other AI fields. Here we introduce Extreme Weather Bench (EWB), a new community-driven benchmark suite that facilitates model validation and verification on a variety of high-impact hazards that matter to people around the globe. EWB provides a standard set of case studies (spanning across multiple spatial and temporal scales and different parts of the weather spectrum), observational data, impact-based metrics, and open-source code for users to evaluate their models. Verifying that a model works against a standard set of case studies, especially events that are high-impact for the general public, is a key piece of improving the trustworthiness of AI models. EWB will help to drive the science forward for all weather models, enabling true comparisons across models and evaluating models on specific high-impact phenomena through the use of case studies. EWB is a free open-source community-driven system and will continue to evolve to include additional phenomena, test cases and metrics in collaboration with the worldwide weather and forecast verification community.

Clinical time-series forecasting is increasingly studied for decision support, yet standard aggregate metrics can obscure whether a model is actually useful for the task it is meant to serve. In safety-critical settings, low average error can coexist with dangerous failures in exactly the high-risk regimes that matter most. We present a task-aware evaluation framework for blood glucose forecasting built around two downstream uses: hypoglycemia early warning and insulin dosing decision support. For early warning, we evaluate on real data from three clinical cohorts using event-level recall and false alarms per patient-day, metrics that reflect operational alarm burden rather than aggregate accuracy. We show that models appearing acceptable overall, with recall above 0.9 on the full test set, can fail badly in the post-bolus slice, where insulin-on-board is elevated and missed warnings carry the greatest clinical consequences. Standard forecasting evaluation, however, does not test whether a model can reason about the effects of actions, a requirement for supporting insulin dosing decisions. We therefore add a second, interventional arm using the FDA-accepted UVA/Padova simulator, where we evaluate whether forecasters can predict glucose responses to altered insulin plans in paired factual/counterfactual scenarios. We show that models that look strong on real-data forecasting often fail to predict the direction, magnitude, or ranking of intervention effects, and choose poor insulin doses when evaluated under a clinically motivated cost. Taken together, the two arms reveal a consistent gap between forecasting accuracy and task-relevant usefulness. We release the benchmark, the standardized preprocessing pipeline for public cohorts, and the simulator-based interventional dataset as a reproducible toolkit.

Evaluating the true forecasting ability of AI agents requires environments that are resistant to environments resistant to overfitting, free from centralized trust, and grounded in incentive-compatible scoring. Existing benchmarks either rely on static datasets vulnerable to training-data contamination, or measure trading PnL -- a metric conflating predictive accuracy with timing, sizing, and risk appetite. We introduce Foresight Arena, the first permissionless, on-chain benchmark for evaluating AI forecasting agents on real-world prediction markets. Agents submit probabilistic forecasts on binary Polymarket markets via a commit-reveal protocol enforced by Solidity smart contracts on Polygon PoS; outcomes are resolved trustlessly through the Gnosis Conditional Token Framework. Performance is measured by the Brier Score and a novel Alpha Score -- proper scoring rules that incentivize honest probability reporting and isolate predictive edge over market consensus. We provide a formal analysis: closed-form variance for per-market Alpha, the connection to Murphy's classical Brier decomposition, and a power analysis characterizing the number of rounds required to reliably distinguish agents of different skill levels. We show that detecting a true edge of $α^* = 0.02$ at 80% power requires approximately 350 resolved binary predictions (50 rounds of 7 markets), while $α^* = 0.01$ requires four times more. We complement these analytical results with a deterministic, seed-controlled simulation study calibrated to literature-reported Brier-score ranges, illustrating how Murphy decomposition distinguishes well-calibrated agents from market-tracking agents that fail through reduced resolution. Live results from the deployed benchmark will be reported in a future revision. All smart contracts and evaluation infrastructure are open-source.

Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data. Despite the critical need for updated models, a unified benchmark evaluating feature contributions across all structurally diverse Norwegian bidding zones remains lacking. Here we present a comprehensive evaluation of one-step-ahead forecasting of the Nord Pool market across all five Norwegian bidding zones. We constructed a multimodal hourly dataset spanning 2019-2025 and evaluated eight forecasting model families, including Light Gradient Boosting Machine (LightGBM), autoregressive models with exogenous variables, and advanced deep learning architectures, using a strictly causal test set. We implemented robust rolling-origin backtesting, leave-one-group-out feature ablation, and conditional regime analysis to dissect model performance and feature utility. Our results show that LightGBM achieves the best performance in every zone, with mean absolute error ranging from 1.60 to 5.58 euros per megawatt-hour, while a ridge-regularized autoregressive model with exogenous variables remains a highly competitive linear benchmark in northern zones. Feature ablation reveals that models relying solely on lagged prices and calendar variables achieve high accuracy and often match or closely approach the performance of the full multimodal model. However, conditional regime analysis demonstrates that external features like reservoir levels and gas prices remain crucial to stratify forecast errors, which consistently increase under stressed market regimes. This highlights the practical value of model interpretability and regime awareness for decision makers facing structural changes in market dynamics.

Forecasting benchmarks produce accuracy leaderboards but little insight into why some forecasters are more accurate than others. We introduce Bench to the Future 2 (BTF-2), 1,417 pastcasting questions with a frozen 15M-document research corpus in which agents reproducibly research and forecast offline, producing full reasoning traces. BTF-2 detects accuracy differences of 0.004 Brier score, and can distinguish differential agent strengths in research vs. judgment. We build a forecaster 0.011 Brier more accurate than any single frontier agent, and use it to evaluate agent strategic reasoning without hindsight bias. We find the better forecaster differs primarily in its pre-mortem analysis of its blind spots and consideration of black swans. Expert human forecasters found the dominant strategic reasoning failures of frontier agents are in assessing political and business leaders' incentives, judging their likelihood to follow through on stated plans, and modeling institutional processes.

Energy forecasting research faces a persistent comparability gap that makes it difficult to measure consistent progress over time. Reported accuracy gains are often not directly comparable because models are evaluated under study-specific datasets, time periods, information sets, and scoring setups, while widely used benchmarks and competition datasets are typically tied to fixed historical windows. This paper introduces the Energy-Arena, a dynamic benchmarking platform for operational energy time series forecasting that provides a continuously updated reference point as energy systems evolve. The platform operates as an open, API-based submission system and standardizes challenge definitions and submission deadlines aligned with operational constraints. Performance is reported on rolling evaluation windows via persistent leaderboards. By moving from retrospective backtesting to forward-looking benchmarking, the Energy-Arena enforces standardized ex-ante submission and ex-post evaluation, thereby improving transparency by preventing information leakage and retroactive tuning. The platform is publicly available at Energy-Arena.org.

Short term electricity price forecast is essential in competitive power markets, yet electricity price series exhibit high volatility, irregularity, and non-stationarity. This phenomenon is pronounced in the South Australian region of the National Electricity Market, where high renewable penetration drives price volatility and frequent negative price intervals, while structural changes such as the transition to five-minute settlement further complicate forecast. To address these challenges, this study develops a unified benchmark framework. Under identical data preprocessing, feature engineering with lag features, rolling statistics, cyclic temporal encodings, and so on, and an 85% to 15% chronological train test split, six algorithms are systematically compared, including AWMLSTM, CatBoost, GBRT, LSTM, LightGBM, and SVR. The results show that for price prediction, tree-based models, especially GBRT with an R squared value of 0.88, generally outperform LSTM and SVR. However, all models achieve a mean absolute percentage error above 90%, and more than 65% of GBRT predictions have relative errors above 10%, which highlights the inherent difficulty of price forecast. For demand prediction, all models perform substantially better than in price prediction. AWMLSTM and GBRT achieve an R2 value of 0.96 with mean absolute percentage error below 32%, and GBRT has 74.37% of samples within 5% error, while LSTM and SVR perform less accurately in both tasks. Future improvements should focus on hybrid models such as tree plus transformers, data augmentation for extreme events, and error correction to better capture price spikes.

Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operation. Yet, it remains largely a dataset-specific task, requiring comprehensive training data, limiting scalability, and resulting in high model development and maintenance effort. Recently, foundation models that aim to learn generalizable patterns via extensive pretraining have shown superior performance in multiple prediction tasks. Despite their success and strong potential to address challenges in energy forecasting, their application in this domain remains largely unexplored. We address this gap by presenting the Foundation Models in Energy Time Series Forecasting (FETS) benchmark. We (1) provide a structured overview of energy forecasting use cases along three main dimensions: stakeholders, attributes, and data categories; (2) collect and analyze 54 datasets across 9 data categories, guided by typical stakeholder interests; (3) benchmark foundation models against classical machine learning approaches across different forecasting settings. Foundation models consistently outperform dataset-specific optimized machine learning approaches across all settings and data categories, despite the latter having seen the full historic target data during training. In particular, covariate-informed foundation models achieve the strongest performance. Further analysis reveals a strong correlation between predictive performance and spectral entropy, performance saturation beyond a certain context length, and improved performance at higher aggregation levels such as national load, district heating, and power grid data. Overall, our findings highlight the strong potential of foundation models as scalable and generalizable forecasting solutions for the energy domain, particularly in data-constrained and privacy-sensitive settings.

We introduce Deep FinResearch Bench, a practical and comprehensive evaluation framework for deep research (DR) agents in financial investment research. The benchmark assesses three dimensions of report quality: qualitative rigor, quantitative forecasting and valuation accuracy, and claim credibility and verifiability. Particularly, we define corresponding qualitative and quantitative evaluation metrics and implement an automated scoring procedure to enable scalable assessment. Applying the benchmark to financial reports from frontier DR agents and comparing them with reports authored by financial professionals, we find that AI-generated reports still fall short across these dimensions. These findings underscore the need for domain-specialized DR agents tailored to finance, and we hope the work establishes a foundation for standardized benchmarking of DR agents in financial research.

We propose the Bayesian Linguistic Forecaster (BLF), which is a search-based ReAct style agent for (binary) forecasting that augments its context with a linguistic 'belief state', consisting of a probability estimate and a \emph{structured} natural-language evidence summary. (The belief update is 'Bayesian-inspired' rather than exact Bayesian inference, although we do include a comparison to a more explicit Bayesian approach using LLM-elicited likelihood surrogates.) On 400 historical ForecastBench question-date instances, BLF has the highest overall Brier Index among the compared external agents, and is the only compared method to significantly outperform a crowd+empirical-prior baseline in terms of overall performance. Our backtesting framework combines date-aware search tools, leakage auditing, and paired comparisons for variance control to provide a rigorous empirical framework for comparing agentic forecasting systems.

Epidemic forecasting has become an integral part of real-time infectious disease outbreak response. While collaborative ensembles composed of statistical and machine learning models have become the norm for real-time forecasting, standardized benchmark datasets for evaluating such methods are lacking. Further, there is limited understanding on performance of these methods for novel outbreaks with limited historical data. In this paper, we propose IDOBE, a curated collection of epidemiological time series focused on outbreak forecasting. IDOBE compiles from multiple data repositories spanning over a century of surveillance and across U.S. states and global locations. We perform derivative-based segmentation to generate over 10,000 outbreaks covering multiple outcomes such as cases and hospitalizations for 13 diseases. We consider a variety of information-theoretic and distributional measures to quantify the epidemiological diversity of the dataset. Finally, we perform multi-horizon short-term forecasting (1- to 4-week-ahead) through the progression of the outbreak using 11 baseline models and report on their performance. In addition to standard metrics such as NMSE and MAPE for point forecasts, we include probabilistic scoring rules such as Normalized Weighted Interval Score (NWIS) to quantify the performance. We find that MLP-based methods have the most robust performance, with statistical methods having a slight edge during the pre-peak phase. IDOBE dataset along with baselines are released publicly on https://github.com/NSSAC/IDOBE to enable standardized, reproducible benchmarking of outbreak forecasting methods.

Scientists have long sought to accurately predict outcomes of real-world events before they happen. Can AI systems do so more reliably? We study this question through clinical trial outcome prediction, a high-stakes open challenge even for domain experts. We introduce CT Open, an open-access, live platform that will run four challenge every year. Anyone can submit predictions for each challenge. CT Open evaluates those submissions on trials whose outcomes were not yet public at the time of submission but were made public afterwards. Determining if a trial's outcome is public on the internet before a certain date is surprisingly difficult. Outcomes posted on official registries may lag behind by years, while the first mention may appear in obscure articles. To address this, we propose a novel, fully automated decontamination pipeline that uses iterative LLM-powered web search to identify the earliest mention of trial outcomes. We validate the pipeline's quality and accuracy by human expert's annotations. Since CT Open's pipeline ensures that every evaluated trial had no publicly reported outcome when the prediction was made, it allows participants to use any methodology and any data source. In this paper, we release a training set and two time-stamped test benchmarks, Winter 2025 and Summer 2025. We believe CT Open can serve as a central hub for advancing AI research on forecasting real-world outcomes before they occur, while also informing biomedical research and improving clinical trial design. CT Open Platform is hosted at $[https://ct-open.net/](https://ct-open.net/)$

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice, however, forecasting spans a far broader scope. Across domains such as economics, public health, and social demographics, decisions hinge on numerical estimates over continuous quantities, a capability that current benchmarks do not capture. Evaluating such estimates requires a format that makes uncertainty explicit and testable. We propose prediction intervals as a natural and rigorous interface for this purpose. They demand scale awareness, internal consistency across confidence levels, and calibration over a continuum of outcomes, making them a more suitable evaluation format than point estimates for numerical forecasting. To assess this capability, we introduce a new benchmark QuantSightBench, and evaluate frontier models under multiple settings, assessing both empirical coverage and interval sharpness. Our results show that none of the 11 evaluated frontier and open-weight models achieves the 90% coverage target, with the top performers Gemini 3.1 Pro (79.1%), Grok 4 (76.4%), and GPT-5.4 (75.3%) all falling at least 10 percentage points short. Calibration degrades sharply at extreme magnitudes, revealing systematic overconfidence across all evaluated models.

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models demonstrate the promise of TSFMs, the field lacks a comprehensive and community-accepted model evaluation framework. We see at least four major issues impeding progress on the development of such a framework. First, existing evaluation frameworks comprise benchmark forecasting tasks derived from often outdated datasets (e.g., M3), many of which lack clear metadata and overlap with the corpora used to pre-train TSFMs. Second, these frameworks evaluate models along a narrowly defined set of benchmark forecasting tasks, such as forecast horizon length or domain, but overlook core statistical properties such as non-stationarity and seasonality. Third, domain-specific models (e.g., XGBoost) are often compared unfairly, as existing frameworks do not enforce a systematic and consistent hyperparameter tuning convention for all models. Fourth, visualization tools for interpreting comparative performance are lacking. To address these issues, we introduce TempusBench, an open-source evaluation framework for TSFMs. TempusBench consists of 1) new datasets which are not included in existing TSFM pretraining corpora, 2) a set of novel benchmark tasks that go beyond existing ones, 3) a model evaluation pipeline with a standardized hyperparameter tuning protocol, and 4) a tensorboard-based visualization interface. We provide access to our code on GitHub: https://github.com/Smlcrm/TempusBench and maintain a live leaderboard at https://smlcrm.com/tempusbench.

Can AI systems trained on the existing scientific record forecast the advances that will follow? We introduce PreScience, a dataset and benchmark for scientific forecasting built around 98K recent AI research papers, together with companion papers covering author publication histories and citation links, yielding 502K papers in total. The resulting paper records include titles, abstracts, disambiguated author identities, influential references, topic labels, citation trajectories, and metadata snapshotted to respect temporal cutoffs. We instantiate seven exemplar tasks: five paper-anchored tasks -- contribution generation, collaborator prediction, prior work selection, citation count prediction, and future combination prediction -- and two aggregate topic trend forecasting variants. We develop baselines ranging from simple heuristics and embedding methods to frontier language models and agentic systems, and introduce LACER, an LLM-based metric for evaluating similarity of generated contribution descriptions that agrees better with human judgments than existing metrics. Finally, we compose task models to generate a 12-month synthetic corpus and find that the resulting papers are systematically less diverse and less novel than human-authored research from the same period. We release the PreScience dataset (https://huggingface.co/datasets/allenai/prescience) and code (https://github.com/allenai/prescience).

Demand forecasting is critical for inventory planning, procurement, replenishment, production, and capacity decisions in heterogeneous supply chains. However, selecting the most appropriate model for each demand series remains challenging because performance varies across datasets, demand structures, horizons, and evaluation metrics. This study proposes the Adaptive Hybrid Selector (AHS), an automatic model-selection rule that combines observed predictive performance with structural demand information. AHS uses demand frequency and series variability to activate a hierarchical logic based on RMSSE, MAE, sMAPE, and BIAS. The proposed selector is compared with Overall Weighted Average (OWA), a benchmark-relative criterion based on sMAPE and MASE, and Equilibrium Ranking Aggregation (ERA), a comparator based on MAE, RMSE, and R^2 rankings. The empirical evaluation uses the Walmart, M3, M4, and M5 datasets, three training-testing partitions, 22 forecasting models, and horizons of up to 12 cycles. Selector performance is assessed ex post using Global Relative Accuracy (GRA), interpreted as an indicator of volumetric coherence between accumulated forecasted demand and observed demand. Results show that AHS provides the most robust overall behavior, especially in M5, while OWA remains competitive in more regular datasets. ERA shows lower volumetric coherence in most configurations. These findings suggest that automatic model selection should account for demand structure and be evaluated using ex post indicators of volumetric coherence.

Occupancy world models use historical occupancy states to forecast future 3D scenes, but their robustness under corrupted temporal inputs remains poorly understood. Existing evaluations primarily emphasize clean forecasting accuracy and provide limited evidence about how errors enter, persist, and propagate through the occupancy perception-forecasting chain. This paper introduces OccStress, a robustness stress-testing benchmark for the occupancy forecasting chain. OccStress contains 21 corruption families with 61 severity configurations and 10,827 strict temporal anchors across 3 datasets. OccStress covers both 3D occupancy perception and 4D occupancy forecasting through two complementary tracks. This design separates model-mediated pipeline errors under standardized sensor stressors from the intrinsic sensitivity of 4D forecasting models to corrupted occupancy states. OccStress further defines temporal injection protocols to test whether errors in the current state, recent history, or earlier history affect future forecasts differently. OccStress provides aggregate metrics for evaluating robustness along the occupancy forecasting chain. Experiments with five 4D forecasters reveal that current occupancy models are substantially affected by both upstream prediction errors and direct state corruptions, and that clean performance alone is an insufficient description of source- and position-specific robustness. Code, data, and evaluation tools are available at https://insailab.org/OccStress.

Human pose forecasting predicts future human poses from past observations for applications including action recognition, sports analysis, and human-robot interaction. However, progress in the field is difficult to assess because reported results often rely on heterogeneous preprocessing, inconsistent metric implementations, and partially released artifacts. This paper re-examines human pose forecasting as an evaluation problem by auditing a wide range of recent forecasting methods, identifying several reproducibility issues, and introducing a unified training and evaluation pipeline for absolute pose forecasting. Under this unified protocol, mature cross-domain sequence models adapted from speech recognition provide strong baselines and obtain the lowest errors among the evaluated models. To study deployment-relevant noise, a paired clean/detector-noisy dataset variant is introduced using poses generated by a pose-estimation model. The experiments show that detector-generated poses cause substantial performance degradation compared with clean motion-capture inputs, but that part of this degradation can be recovered by adapting the forecaster on detector-generated pose sequences.

Temporal cascade prediction is widely studied, yet its empirical foundations remain fragile. Most existing works report results under random cascade splits that mix past and future signals, rely on datasets with limited features and no downstream conversion labels, and compare increasingly complex models without systematically examining whether benchmark conclusions are protocol-dependent. This paper argues that the field should move from leakage-prone evaluation toward fidelity-aware benchmarking. We introduce a protocol suite and renewed evaluation standard for temporal cascade prediction, centered on the Full Temporal protocol, overlap-based leakage diagnostics, and analyses of performance inflation and temporal drift. To broaden the scope of benchmark tasks, we also present Taoke, a real-world e-commerce cascade dataset with rich promoter/product features and observed purchase conversions, enabling both first-stage popularity forecasting and second-stage conversion forecasting under a shared benchmark asset. Finally, we include CasTemp as a lightweight reference method and additionally probe a larger same-task internal extension to verify that this pipeline remains operational at substantially greater scale. Together, these components turn cascade prediction from a protocol-sensitive leaderboard exercise into a more reliable analysis and benchmarking problem, while still providing a practical reference pipeline for large-scale evaluation and conversion-aware modeling.

Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models. Existing benchmarks often have limited domain coverage or overlook real-world settings such as tasks with covariates. Their aggregation procedures frequently lack statistical rigor, making it unclear whether observed performance differences reflect true improvements or random variation. Many benchmarks lack consistent evaluation infrastructure or are too rigid for integration into existing pipelines. To address these gaps, we propose fev-bench, a benchmark of 100 forecasting tasks across seven domains, including 46 with covariates. Supporting the benchmark, we introduce fev, a lightweight Python library for forecasting evaluation emphasizing reproducibility and integration with existing workflows. Using fev, fev-bench employs principled aggregation with bootstrapped confidence intervals to report performance along two dimensions: win rates and skill scores. We report results on fev-bench for pretrained, statistical, and baseline models and identify promising future research directions.

Artificial intelligence (AI) algorithms are a critical part of state-of-the-art digital health technology for diabetes management. Yet, access to large high-quality datasets is creating barriers that impede development of robust AI solutions. To accelerate development of transparent, reproducible, and robust AI solutions, we present Glucose-ML, a collection of 10 publicly available diabetes datasets, released within the last 7 years (i.e., 2018 - 2025). The Glucose-ML collection comprises over 300,000 days of continuous glucose monitor (CGM) data with a total of 38 million glucose samples collected from 2500+ people across 4 countries. Participants include persons living with type 1 diabetes, type 2 diabetes, prediabetes, and no diabetes. To support researchers and innovators with using this rich collection of diabetes datasets, we present a comparative analysis to guide algorithm developers with data selection. Additionally, we conduct a case study for the task of blood glucose prediction - one of the most common AI tasks within the field. Through this case study, we provide a benchmark for short-term blood glucose prediction across all 10 publicly available diabetes datasets within the Glucose-ML collection. We show that the same algorithm can have significantly different prediction results when developed/evaluated with different datasets. Findings from this study are then used to inform recommendations for developing robust AI solutions within the diabetes or broader health domain. We provide direct links to each longitudinal diabetes dataset and openly provide our code.

Canada experienced in 2023 one of the most severe wildfire seasons in recent history, causing damage across ecosystems, destroying communities, and emitting large quantities of CO2. This extreme wildfire season is symptomatic of a climate-change-induced increase in the length and severity of the fire season that affects the boreal ecosystem. Therefore, it is critical to empower wildfire management in boreal communities with better mitigation solutions. Wildfire probability maps represent an important tool for understanding the likelihood of wildfire occurrence and the potential severity of future wildfires. The massive increase in the availability of Earth observation data has enabled the development of deep learning-based wildfire forecasting models, aiming at providing precise wildfire probability maps at different spatial and temporal scales. A main limitation of such methods is their reliance on coarse-resolution environmental drivers and satellite products, leading to wildfire occurrence prediction of reduced resolution, typically around $\sim 0.1$°. This paper presents a benchmark dataset: CanadaFireSat, and baseline methods for high-resolution: 100 m wildfire forecasting across Canada, leveraging multi-modal data from high-resolution multi-spectral satellite images (Sentinel-2 L1C), mid-resolution satellite products (MODIS), and environmental factors (ERA5 reanalysis data). Our experiments consider two major deep learning architectures. We observe that using multi-modal temporal inputs outperforms single-modal temporal inputs across all metrics, achieving a peak performance of 60.3% in F1 score for the 2023 wildfire season, a season never seen during model training. This demonstrates the potential of multi-modal deep learning models for wildfire forecasting at high-resolution and continental scale.

Although large language model agents are increasingly applied to quantitative-finance workflows, their evaluation remains fragmented across isolated tasks, while the financial relevance of benchmark tasks is often overlooked. Yet financial workflows are inherently multi-stage, spanning interdependent tasks such as forecasting, strategy construction, risk management, and trading. Existing platforms typically focus on a single task, and can therefore overstate agent competence and fail to reveal weaknesses in generalization, real-market interaction, and financially meaningful decision-making. We introduce OpenFinGym, a unified gym environment for quantitative-finance agent development that covers forecasting, market generation, real-time trading, and fraud detection under a single execution and verification interface. OpenFinGym additionally provides an automated task-construction pipeline that turns quantitative finance publications into executable task packages; a containerised runtime with a host-side verifier service that supports scalable agent rollouts and prevents runtime train-test leakage; a paper trading engine with a low-latency data-stream design; deferred-resolution support for long-horizon and event-market forecasts; and integration for SFT and RL post-training