Long-Horizon Forecasting

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Period ending 2026-09-21

5 new papers

A weekly snapshot of new work published in Long-Horizon Forecasting.

Period ending 2026-09-14

4 new papers

A weekly snapshot of new work published in Long-Horizon Forecasting.

Period ending 2026-09-07

1 new paper

A weekly snapshot of new work published in Long-Horizon Forecasting.

76 papers

Latest in Long-Horizon Forecasting

May 18, 2026physics.flu-dyn

Long-horizon prediction of three-dimensional wall-bounded turbulence with CTA-Swin-UNet and resolvent analysis

Long-horizon prediction of three-dimensional (3D) wall-bounded turbulence with machine-learning methods remains a challenging task, due to the rapid accumulation of autoregressive errors and the substantially computational cost. To address these challenges, we present a hybrid machine-learning framework, in which a channel-time-attention Swin-UNet (CTA-Swin-UNet) and a multi-time-scale fusion correction (MTFC) strategy are developed to predict the turbulent flow fields in a wall-parallel plane, with affordable computational cost. Then, 3D flow fields are reconstructed via a resolvent-based spectral linear stochastic estimation (SLSE), rooting from the predicted planar flow. Results show that the CTA-Swin-UNet outperforms the baseline models (LSTM, FNO and traditional Swin-UNet) in both single-step prediction and autoregressive rollouts, indicating the effectiveness of introducing the CTA module into the Swin-UNet architecture. At the same temporal interval, the CTA-Swin-UNet remains stable for approximately 150 rollout steps, while the baseline models fail within 20 to 50 rollout steps. After introducing the MTFC strategy, a longer horizon upto 300 steps is achieved. Using the resolvent-based SLSE reconstruction further recovers the 3D flow structures and energy spectral distributions from the predicted planar inputs, which demonstrates that the proposed framework provides an effective and computationally efficient approach for long-horizon autoregressive prediction of 3D wall-bounded turbulence.
Bo Chen, Yitong Fan, Jie Yao +1
May 16, 2026cs.LG

PhysioSeq2Seq: A Hybrid Physiological Digital Twin and Sequence-to-Sequence LSTM for Long-Horizon Glucose Forecasting in Type 1 Diabetes

Accurate long-horizon glucose forecasting is critical for automated insulin delivery systems, which help people with type 1 diabetes (T1D) manage their glucose and avoid dangerous hypoglycemia. However, standard recursive long short-term memory (LSTM) networks suffer from systematic negative bias at longer horizons due to error compounding, while purely mechanistic ordinary differential equation (ODE) models fail to generalize across individuals when parameterized at the population level. We propose PhysioSeq2Seq, a hybrid architecture that combines patient-specific physiological modeling with a sequence-to-sequence (Seq2Seq) LSTM. For each glucose segment, twin matching searches a population of 300 parameterized digital twins to identify the best-fitting physiological match from a 3-hour continuous glucose monitoring (CGM) history. The 10 internal ODE state variables of the matched twin are injected as exogenous covariates into both the encoder and decoder of the Seq2Seq LSTM. This simultaneous 48-step prediction strategy eliminates recursive error compounding, while the ODE features provide a physics-grounded constraint that bounds long-horizon drift within physiologically plausible ranges. PhysioSeq2Seq was trained on CGM and insulin data from 348 participants in the Type 1 Diabetes Exercise Initiative (T1DEXI) dataset and evaluated on 74 held-out participants. At the 240-minute horizon, PhysioSeq2Seq achieves a mean absolute error of 39.28 mg/dL and a mean error of -10.62 mg/dL, reducing bias by 13.89 mg/dL over the recursive LSTM and reducing mean absolute error by 28.62 mg/dL over the ODE-based digital twin. These results show that eliminating architectural feedback and injecting patient-matched physiological states is an effective and clinically meaningful strategy for long-horizon glucose forecasting in T1D.
Phat Tran, Neville Mehta, Clara Mosquera-Lopez +3
May 15, 2026cs.RO

Hierarchical Two-Stage Framework for Environment-Aware Long-Horizon Vessel Trajectory Prediction

Long-horizon vessel trajectory forecasting under real ocean conditions is critical for collision avoidance, traffic management, and route planning. However, achieving accurate predictions is challenging due to long-range temporal dependencies and dynamic environmental factors such as currents, wind, and waves. To address these issues, we propose a hierarchical two-stage framework that combines a coarse long-term predictor with a grid-aware short-term predictor through a hierarchical fusion mechanism. The short-term branch leverages a Spatio-Temporal Graph Transformer on discretized maritime cells to capture localized dynamics, while the long-term branch encodes overarching navigational intent. An integrated environmental module incorporates oceanographic parameters, including surface currents, wind vectors, and significant wave height, using cross-modal attention and feature-wise modulation for adaptive response to varying sea conditions. Additionally, a learnable Savitzky-Golay smoothing layer enhances temporal coherence in fused trajectories. We evaluate our approach on Australian Craft Tracking System (CTS) data from the North West region, aligned with Copernicus Marine Service products, using a 3-hour input and a 10-hour prediction horizon. Experimental results show that our framework outperforms the state-of-the-art by 25% in Average Displacement Error (ADE) and 17% in Final Displacement Error (FDE). Ablation studies further validate the contribution of each component.
Ganeshaaraj Gnanavel, Tharindu Fernando, Sridha Sridharan +1
May 13, 2026cs.LG

McCast: Memory-Guided Latent Drift Correction for Long-Horizon Precipitation Nowcasting

Existing precipitation nowcasting methods typically adopt an autoregressive formulation, where future states are predicted from previous outputs. However, such an approach accumulates errors over long rollouts, causing forecasts to drift away from physically plausible evolution trajectories. Although various studies have attempted to alleviate this problem by improving step-wise prediction accuracy, they largely neglect the global temporal evolution of meteorological systems and lack mechanisms to actively correct drift during rollouts. To address this issue, we propose McCast, a memory-guided latent drift correction method for precipitation nowcasting. Rather than treating memory as an unordered dictionary of latent states for passive conditioning, McCast leverages temporally organized memory to actively correct autoregressive latent evolution. Specifically, McCast introduces a Drift-Corrective Memory Bank (DCBank) that explicitly estimates the temporally consistent drift corrections to calibrate the divergent trajectory. DCBank performs drift correction in two stages: a Corrective Latent Extractor first predicts an initial correction from the current prediction and a reference latent state, and a Correction-Aware Memory Retrieval module then refines the initial correction using temporally organized historical memory. By explicitly correcting latent evolution, instead of improving step-wise prediction accuracy only, McCast produces more temporally coherent and reliable long-horizon forecasts. Experiments on two widely used benchmarks, SEVIR and MeteoNet, show that McCast achieves state-of-the-art performance, particularly in challenging long-horizon forecasting scenarios.
Penghui Wen, Yu Luo, Lintao Wang +4
May 12, 2026cs.LG

ECTO: Exogenous-Conditioned Temporal Operator for Ultra-Short-Term Wind Power Forecasting

Accurate ultra-short-term wind power forecasting is critical for grid dispatch and reserve management, yet remains challenging due to the non-stationary, condition-dependent nature of wind generation. Meteorological exogenous variables carry substantial predictive information, but the most informative variable combination varies across sites, operating conditions, and prediction horizons. Existing deep learning approaches either treat exogenous inputs as generic auxiliary channels through uniform mixing or soft gating, or rely on fixed preprocessing steps such as PCA, without exploiting the physical structure of meteorological variables. We propose ECTO (Exogenous-Conditioned Temporal Operator), a unified framework that decomposes exogenous variable modeling into two complementary modules. Physically-Grounded Variable Selection (PGVS) performs hierarchical, group-aware sparse selection over exogenous variables using a domain-informed physical prior and sparsemax activations, producing a compact, condition-adaptive exogenous context. Exogenous-Conditioned Regime Refinement (ECRR) routes the forecast through learned regime experts that apply gain--bias calibration and horizon-specific corrections via a mixture-of-experts paradigm. Experiments on three wind farms spanning different climates, capacities (66--200 MW), and exogenous dimensions (11--13 variables) demonstrate that ECTO achieves the lowest MSE across all sites, with relative improvements over the strongest baseline ranging from 2.2% to 5.2%, widening to 8.6% at the longer prediction horizon (H=32H=32). Ablation analysis confirms that each exogenous-related component contributes positively (PGVS +1.84%, ECRR +2.86%), and interpretability analysis reveals that PGVS learns physically meaningful, site-specific variable selection patterns, while ECRR converges to well-separated calibration strategies consistent across sites.
Cao Yuan, Junjun Wang
May 12, 2026cs.LG

U-STS-LLM A Unified Spatio-Temporal Steered Large Language Model for Traffic Prediction and Imputation

The efficient operation of modern cellular networks hinges on the accurate analysis of spatio-temporal traffic data. Mastering these patterns is essential for core network functions, chiefly forecasting future load to pre-empt congestion and imputing missing values caused by sensor failures or transmission errors to ensure data continuity. While deeply connected, forecasting and imputation have historically evolved as separate sub-fields. The dominant paradigm, Spatio-Temporal Graph Neural Networks (STGNNs), while effective, are often specialized, computationally intensive, and exhibit limited generalization. Concurrently, adapting large pre-trained language models (LLMs) offers a powerful alternative for sequence modeling, yet existing approaches provide weak structural guidance, leading to unstable convergence and a narrow focus on forecasting. To bridge these gaps, we propose U-STS-LLM, a unified framework built on a spatio-temporally steered LLM. Our core innovation is a Dynamic Spatio-Temporal Attention Bias Generator that synthesizes a persistent functional graph with transient nodal states to explicitly steer the LLM's attention. Coupled with a partially frozen backbone tuned via Low-Rank Adaptation (LoRA) and a Gated Adaptive Fusion mechanism, the model achieves stable, parameter-efficient adaptation. Trained under a unified multi-task objective, U-STS-LLM learns a holistic data representation. Extensive experiments on real-world cellular datasets demonstrate that U-STS-LLM establishes new state-of-the-art performance in both long-horizon forecasting and high-missing-rate imputation, while maintaining remarkable training efficiency and stability, offering a novel blueprint for harnessing foundation models in structured, non-linguistic domains.
Yichen Zhang, Jun Li
May 11, 2026cs.LG

Stable Long-Horizon PDE Forecasting via Latent Structured Spectral Propagators

Long-horizon forecasting of time-dependent partial differential equations (PDEs) is critical for characterizing the sustained evolution of physical systems. While neural operators have emerged as efficient surrogates, they typically learn implicit finite-time transitions from discrete observations. When deployed autoregressively, such propagators often suffer from rapid error accumulation and dynamic drift. To address this, we propose a neural forecasting framework that reformulates PDE rollout as learning a Structured Spectral Propagator (SSP) in a propagation-oriented latent space. Following an analysis-propagation-synthesis design, our framework: (i) maps physical states into a shared, time-consistent spatial representation; (ii) projects this space into a compact propagation state to isolate recurrent dynamics from fine-grained spatial details, thereby decoupling reconstruction fidelity from rollout regularity; and (iii) evolves retained spectral modes using a frequency-conditioned linear backbone complemented by a nonlinear spectral closure to account for truncated interactions. This explicit structuring endows the propagator with a strong inductive bias for coherent modal evolution. Extensive experiments demonstrate that SSP significantly outperforms state-of-the-art baselines, reducing relative L2L_2 errors by up to 48.9% and exhibiting improved stability in temporal extrapolation beyond the supervised horizon.
Xiaoxiao Lu, Ye Yuan, Jiahao Shi
May 10, 2026cs.LG

ChaosNetBench: Benchmarking Spatio-Temporal Graph Neural Networks on Chaotic Lattice Dynamics

Spatio-temporal graph neural networks (STGNNs) are widely used for short-term forecasting in dynamic physical systems such as traffic and weather. However, the prevailing evaluation practice uses real world benchmark data sets in a single domain with a single fixed holdout splits, making it difficult to compare architectures across different dynamical regimes. We introduce ChaosNetBench (CNB), a synthetic benchmark dataset and evaluation framework for studying STGNN performance under controlled multidimensional chaotic dynamics. CNB is built on a lattice of coupled standard maps with independently tunable local chaos (KK), coupling strength (ε\varepsilon), and system size (NN), providing known topology and known dynamics across 96 system instances and 9{,}600 trajectories. We introduce chaos indicators, evaluation metrics and a protocol to analyze and compare the capacity of STGNN architectures to deal with different levels of local and global chaos. We illustrate the usage of the framework by analyzing 13 architectures (5 STGNNs and 8 non-graph baselines). The results reveal a regime dependent transition in which non-graph baselines (TCN, N-BEATS, iTransformer) remain competitive when there is low local chaos, while STGNNs (e.g., Graph WaveNet, D2STGNN, STAEformer) are generally more resilient to higher levels of local and global chaos. CNB provides a practical, reusable testbed for systematically comparing and analyzing the capacity of STGNN architectures to handle different levels of local and global chaos.
Henok Tenaw Moges, Charalampos Skokos, Deshendran Moodley
May 9, 2026cs.CL

A Quantum Inspired Variational Kernel and Explainable AI Framework for Cross Region Solar and Wind Energy Forecasting

Reliable short horizon forecasting of solar and wind generation is a structural prerequisite of any modern power system yet most published forecasters are tuned and evaluated on a single climatic regime and most algorithmic novelty has been concentrated either on classical recurrent networks or on monolithic foundation models that combine forecasting and explanation We develop a four stage hybrid framework that separates these concerns The first stage acquires hourly generation irradiance and surface weather records through public application programming interfaces The second stage trains three classical baselines autoregressive integrated moving average gradient boosted regression trees and a two layer long short term memory network and produces a strong point forecast together with a residual error series The third stage corrects the residual through a quantum inspired variational kernel built on a six qubit hardware efficient ansatz with three repeated entangling layers The fourth stage uses generative artificial intelligence strictly as an explainability layer that reads the measured benchmark numbers and produces a structured natural language interpretation Across three regions drawn from open public archives Iberian solar North Sea wind and a mixed Texas trace the proposed configuration stays within one percentage point of the strongest classical baseline on the in domain forecasting task and the quantum inspired kernel separates calm and stormy weather regimes with a Fisher discriminant ratio approximately fifteen fold higher than a tuned radial basis kernel
Pavan Manjunath, Thomas Prufer
May 9, 2026cs.LG

Controlling Transient Amplification Improves Long-horizon Rollouts

Autoregressive neural simulators now match classical solvers on short-horizon prediction of physical systems, yet their accuracy degrades rapidly when rolled out over long horizons. In this work, we identify transient amplification of perturbations around rollout trajectories as a structural mechanism driving rollout error. Using a linearization analysis we show that when the Jacobians along an autoregressive trajectory are non-normal and non-commuting, the model amplifies errors transiently, resulting in model rollout drift even when the overall system is asymptotically stable. Building on the analysis, we propose commutativity regularization: a combination of two penalties designed to reduce the normality defect of individual Jacobians and the commutator norm of Jacobians across steps. The penalties are estimated with Jacobian-vector products and have no inference-time cost. We show a propagator bound that quantifies rollout error under approximate commutativity and normality. We evaluate UNet and FNO variants with commutativity regularization on 1D and 2D spatio-temporal data in synthetic and real settings, showing successful long-horizon rollouts over thousands of steps. Further, we show that the method improves FourCastNet climate forecasts on ERA5 without using any new data. The gain is most pronounced out-of-distribution: trained on trajectories of a few hundred steps, regularized models remain in-distribution for thousands of rollout steps on initial conditions where baselines diverge.
Adeel Pervez, Francesco Locatello
May 8, 2026cs.LG

Predictive but Not Plannable: RC-aux for Latent World Models

A latent world model may achieve accurate short-horizon prediction while still inducing a latent space that is poorly aligned with planning. A key issue is spatiotemporal mismatch: these models are often trained with local predictive supervision, but deployed for long-horizon goal-directed search in latent spaces where Euclidean distance may not reflect what is reachable within a finite action budget. We present the Reachability-Correction auxiliary objective (RC-aux), a lightweight correction for this mismatch in reconstruction-free latent world models. RC-aux keeps the world-model backbone unchanged and adds planning-aligned supervision along two axes. Along the time axis, multi-horizon open-loop prediction trains the model beyond one-step consistency. Along the space axis, budget-conditioned reachability supervision, together with temporal hard negatives, encourages the latent space to distinguish states that are eventually reachable from those reachable within the current planning horizon. At test time, the learned reachability signal can also be used by a reachability-aware planner to favor trajectories that are both goal-directed and attainable under the available budget. We instantiate RC-aux on LeWorldModel and evaluate it under both continuation-training and matched-from-scratch settings. Across goal-conditioned pixel-control tasks and a LIBERO-Goal extension, RC-aux improves LeWM-style planning with modest additional cost. These results suggest that planning with latent world models depends not only on predictive accuracy, but also on whether the learned representation encodes the temporal and geometric structure required by downstream search. The code is available at https://github.com/Guang000/RC-aux.
Wenyuan Li, Guang Li, Keisuke Maeda +2
May 6, 2026cs.RO

Driver-WM: A Driver-Centric Traffic-Conditioned Latent World Model for In-Cabin Dynamics Rollout

Safe L2/L3 driving automation requires anticipating human-in-the-loop reactions during shared-control transitions. While most driving world models forecast the external environment, in-cabin intelligence remains strictly recognition-oriented and lacks multi-step rollout capabilities for driver dynamics. We introduce Driver-WM, a driver-centric latent world model that rolls out in-cabin dynamics causally conditioned on out-cabin traffic context. This formulation unifies physical kinematics forecasting with auxiliary behavioral and emotional semantic recognition. Operating in a compact latent space constructed from frozen vision-language features, Driver-WM adopts a dual-stream architecture to separately encode external traffic and internal driver states. These streams are directionally coupled via a gated causal injection mechanism, which uses a learned vector gate to modulate external contextual perturbations while strictly enforcing temporal causality. Experiments on AIDE show robust long-horizon forecasting on reactive high-motion clips, improved driver/traffic semantic alignment, and controlled interventions that expose the external-to-internal mechanism.
Haozhuang Chi, Daosheng Qiu, Hao Su +4
Apr 22, 2026cs.LG

A Hybridizable Neural Time Integrator for Stable Autoregressive Forecasting

For autoregressive modeling of chaotic dynamical systems over long time horizons, the stability of both training and inference is a major challenge in building scientific foundation models. We present a hybrid technique in which an autoregressive transformer is embedded within a novel shooting-based mixed finite element scheme, exposing topological structure that enables provable stability. For forward problems, we prove preservation of discrete energies, while for training we prove uniform bounds on gradients, provably avoiding the exploding gradient problem. Combined with a vision transformer, this yields latent tokens admitting structure-preserving dynamics. We outperform modern foundation models with a 65×65\times reduction in model parameters and long-horizon forecasting of chaotic systems. A "mini-foundation" model of a fusion component shows that 12 simulations suffice to train a real-time surrogate, achieving a 9,000×9{,}000\times speedup over particle-in-cell simulation.
Brooks Kinch, Xiaozhe Hu, Yilong Huang +6
Nov 19, 2025cs.LG

Walrus: A Cross-Domain Foundation Model for Continuum Dynamics

Foundation models have transformed machine learning for language and vision, but achieving comparable impact in physical simulation remains a challenge. Data heterogeneity and unstable long-term dynamics inhibit learning from sufficiently diverse dynamics, while varying resolutions and dimensionalities challenge efficient training on modern hardware. Through empirical and theoretical analysis, we incorporate new approaches to mitigate these obstacles, including a harmonic-analysis-based stabilization method, load-balanced distributed 2D and 3D training strategies, and compute-adaptive tokenization. Using these tools, we develop Walrus, a transformer-based foundation model developed primarily for fluid-like continuum dynamics. Walrus is pretrained on nineteen diverse scenarios spanning astrophysics, geoscience, rheology, plasma physics, acoustics, and classical fluids. Experiments show that Walrus outperforms prior foundation models on both short and long term prediction horizons on downstream tasks and across the breadth of pretraining data, while ablation studies confirm the value of our contributions to forecast stability, training throughput, and transfer performance over conventional approaches. Code and weights are released for community use.
Michael McCabe, Payel Mukhopadhyay, Tanya Marwah +22
Jun 4, 2025cs.LG

Temporal horizons in forecasting: a performance-learnability trade-off

When training autoregressive models to forecast dynamical systems, a critical question arises: how far into the future should the model be trained to predict for optimal performance? In this work, we address this question by analyzing the relationship between the geometry of the loss landscape and the training time horizon. Using dynamical systems theory, we prove that loss minima for long horizons generalize well to short-term forecasts, whereas minima found on short horizons result in worse long-term predictions. However, we also prove that the loss landscape becomes rougher as the training horizon grows, making long-horizon training inherently challenging. We validate our theory through numerical experiments and discuss practical implications for selecting training horizons. Our results provide a principled foundation for hyperparameter optimization in autoregressive forecasting models.
Pau Vilimelis Aceituno, Jack William Miller, Noah Marti +2
May 21, 2025cs.RO

Human Supervisor Workload Prediction: Lag Horizon Selection

Teleoperation systems must be aware of the human's workload during missions to maintain operator performance. Prior work employed wearable physiological sensor response metrics to estimate current human workload; however, these estimates only enable robots to respond to under- or overload conditions reactively. Current human workload prediction approaches are limited to very short prediction horizons and fail to investigate variable lag horizons' impact on those predictions. This manuscript investigates physiological sensor driven human workload prediction focusing on the impact of lag horizons on both univariate and multivariate time series forecasting models, with longer prediction horizons than the workload prediction state-of-the-art (i.e., > 30 seconds using Long Short-Term Memory networks). Models were trained using data from a 64 participant non-sedentary supervisory environment NASA Multi-Attribute Task Battery-II human subjects evaluation. A key finding is that univariate workload predictions required 240 second lag horizons, whereas multivariate workload predictions sufficed with 120 second lag horizons. This finding indicates additional workload components reduce lag horizon requirements, enabling more efficient models with longer prediction horizons.
Mark-Robin Giolando, Julie A. Adams