Non-Stationary Time Series Forecasting

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Overview

This field studies how to forecast when trends, seasonality, volatility, or relationships between variables shift across time and regimes. Common approaches normalize or decompose changing signals, model time- and frequency-scale structure, and route predictions among regime-specific experts; online adaptation, retrieval, and continual learning use new observations or recent errors to update forecasts. Researchers evaluate methods on long-horizon and streaming tasks, including energy, finance, traffic, weather, and epidemiology, with growing attention to uncertainty and chronological benchmarks that test real temporal generalization. A central challenge is balancing quick responses to genuine shifts against stability, computational cost, and overreaction to noise or temporary changes.

Latest papers

CardsList

94 papers10 papers in the last four weeks, up 43% on the four weeks before. 0.1% of all new papers.

  1. Guarded Agent-in-the-Loop Residual Adaptation for Evolving Wind Power Regimes

    Oct 26, 2026Yuhang Dong, Min Xia, Jinghong Li +3Wind Power ForecastingNon-Stationary Time Series Forecasting

    Nanjing University of Information Science and Technology, Nanjing, China

  2. VaryST: Generalizable Spatio-Temporal Forecasting Beyond the Closed-World Setting

    Oct 14, 2026Shengnan Guo, Jinjun Cheng, Xiaowei Mao +7Spatiotemporal ForecastingTime Series Forecasting

    School of Computer Science and Technology, Beijing Jiaotong University, Beijing, China · Key Laboratory of Big Data & Artificial Intelligence in Transportation, Ministry of Education, Beijing, China · Department of Computer Science, Aalborg University, Aalborg, Denmark +1

  3. Beyond Static Positional Encoding: Bayesian Time-aware Attention for Non-Stationary Long-term Time Series Forecasting

    Oct 14, 2026Xinjie Lan, Yunbo Mei, Leheng Zhou +1Long-Term Time Series ForecastingNon-Stationary Time Series Forecasting

    Rice University · University of Hong Kong · University of North Carolina at Charlotte

  4. TStruct: Learning Shared Temporal Structures for Long-Term Time-Series Forecasting

    Oct 13, 2026Yangze Li, Zhengyang Zhou, Qihe Huang +3Long-Term Time Series ForecastingMultivariate Time Series Forecasting

    University of Science and Technology of China (USTC), Hefei, China · Suzhou Institute for Advanced Research, USTC, Suzhou, China

  5. Are We Really Benchmarking Forecasting Models? The Impact of Preprocessing on Time Series Performance

    Oct 6, 2026Guilherme Afonso Galindo Padilha, Paulo Salgado Gomes de Mattos Neto, Rafael Menelau Oliveira e CruzTime Series ForecastingForecasting Benchmarks

    LIVIA, Department of Software and IT Engineering École de technologie supérieure (ÉTS) Montreal, QC, Canada · Center for Informatics (CIn) Universidade Federal de Pernambuco (UFPE) Recife, PE, Brazil

  6. FreshCast: Timely and Complementary Retrieval for Frozen Time Series Forecasters

    Oct 6, 2026Chao He, Jianyu Xu, Xinyi Guo +5Non-Stationary Time Series ForecastingRetrieval-Augmented Time Series Forecasting

    Aberdeen Institute of Data Science and Artificial Intelligence, South China Normal University, Foshan, China · School of Artificial Intelligence, South China Normal University, Foshan, China · Faculty of Humanities and Arts, Macau University of Science and Technology, Macau, China

  7. SEER: Self-Evolving Event Reasoning and Retrieval for Time Series Forecasting

    Oct 2, 2026Mingtian Tan, Palash Goyal, Mihir Parmar +6Time Series ForecastingExogenous Time Series Forecasting

    Google Cloud AI Research · University of Virginia

  8. MACTS-EM: Multi-Agent Collaborative Time Series Forecasting with Emergent Memory

    Sep 30, 2026Ahmad Shahi, Mamehgol YousefiTime Series ForecastingMultivariate Time Series Forecasting

    Unitec Institute of Technology, Auckland, New Zealand

  9. State-Space Unlearning for Non-Stationary Bias in Land Surface Forecasting

    Sep 30, 2026Anidipta PalMachine UnlearningState Space Models

    Heritage Institute of Technology, Kolkata, India

  10. Pseudo-Label-Triggered Retraining from Forecast Errors for Online Time Series Forecasting

    Sep 30, 2026Yeryeong Kwak, Yoo-Min Jung, Jonghun ParkMultivariate Time Series ForecastingTime Series Forecasting

    Seoul National University Seoul, Republic of Korea

  11. Predicting Delayed Train Trajectories on the Dutch Railway Network: Explainable AI Evaluation of Topological, Operational and Weather Features with Tree Based Ensemble Methods

    Sep 28, 2026Jia Long Bao, Ali Mohammed Mansoor Alsahag, Seyed Sahand Mohammadi ZiabariExplainable Time Series ForecastingTime Series Forecasting

  12. TimeES: Probabilistic and Deterministic Time Series Forecasting via Evolutionary Spectra

    Sep 26, 2026Weiwei Ye, Renhe Jiang, Hangchen Liu +2Non-Stationary Time Series ForecastingProbabilistic Time Series Forecasting

    The University of Tokyo

  13. Leaky-integrator reconstruction: taming error accumulation in recursive differenced time-series forecasting

    Sep 20, 2026Zijiang YangTime Series ForecastingTime Series Modeling

    New York University, Tandon School of Engineering, Brooklyn, NY 11201

  14. CTRL: Control-Based Time Series Forecasting with LLM-Guided Residual Learning

    Sep 20, 2026Minkyoung Kim, Daeun Ji, Yohan Lee +2Time Series ForecastingLLM-Based Time Series Forecasting

    Graduate School of Information, Yonsei University, Seoul, Republic of Korea

  15. Beyond Average Error through Oracle-Informed Stress Tests for Time-Series Forecasting

    Sep 19, 2026Xu Lin, Runheng Zuo, Shengxuan Xu +3Multivariate Time Series ForecastingTime Series Forecasting

    Tsinghua University

  16. VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

    Sep 11, 2026Aashish Bohra, Vivek VijayFinancial ForecastingNon-Stationary Time Series Forecasting

    Department of Computer Science and Engineering, Indian Institute of Technology Jodhpur, Jodhpur, Rajasthan, India · Department of Mathematics, Indian Institute of Technology Jodhpur, Jodhour, Inida

  17. Role-Specific Predictive Geometries for Nonstationary Multivariate Graph-Signal Forecasting

    Sep 6, 2026Yanbo Chen, Anamitra MakurTime Series ForecastingMultivariate Time Series Forecasting

    School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore

  18. Compositional Spectral Prompts for LLM-based Online Time Series Forecasting

    Sep 2, 2026Seungyoon Choi, Hyunchul Kim, Jae-Gil Lee +1Online Time Series ForecastingTime Series Forecasting

    KAIST Daejeon, Republic of Korea

  19. Fuzzy-MoE: Interpretable Regime-Conditioned Expert Routing for Non-Stationary Multivariate Time Series Forecasting

    Aug 21, 2026Lan Guo, Jie Xiao, Zhao Su +5Multivariate Time Series ForecastingNon-Stationary Time Series Forecasting

    School of Information Science and Engineering, Lanzhou University · School of Computing and Information Technology, University of Wollongong · Department of Data Science and AI, Monash University

  20. Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts

    Aug 17, 2026Bogdan OanceaWeighted Conformal PredictionAdaptive Conformal Inference

    University of Bucharest, Romania · National Institute of Research and Development for Biological Sciences

  21. Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting

    Aug 12, 2026Junyi Ye, Gargi Vijay BordeQuantitative FinanceNon-Stationary Time Series Forecasting

    School of Computing, Montclair State University · Montclair, New Jersey, USA

  22. AirFlow: Context Preserving and Multi-Rate State Modeling for Air Quality Forecasting

    Aug 10, 2026Fan Yang, Nan Chen, Yijie Dong +2Multivariate Time Series ForecastingAir Quality Prediction

    School of Software Technology, Zhejiang University Hangzhou, Zhejiang 310000, China

  23. End-to-End Neural Decomposition with Koopman Operators for Time-Series Forecasting

    Aug 9, 2026De-Yan Lu, Xugang Lu, Yu Tsao +1Koopman Operator LearningTime Series Forecasting

    Graduate Institute of Communication Engineering, National Taiwan University, Taipei, Taiwan · National Institute of Information and Communications Technology, Kyoto, Japan · Research Center for Information Technology Innovation, Academic Sinica, Taipei, Taiwan

  24. QFCQT: A Chaotically Gated Quantformer Framework for Volatile Time-Series Forecasting

    Aug 7, 2026Junkai Lin, Siqi Hou, Raymond LeeMultivariate Time Series ForecastingTime Series Forecasting

    Faculty of Science and Technology, Beijing Normal-Hong Kong Baptist University, Zhuhai, China · Guangdong Provincial Key Lab of Interdisciplinary Research and Application for Data Science (BNBU), Zhuhai, China

  25. EpiFlow: A framework for improving the utility of wastewater signals for disease forecasting

    Aug 7, 2026Aniruddha Adiga, Jingyuan Chou, Gursharn Kaur +8Epidemic ForecastingProbabilistic Forecasting

    Biocomplexity Institute, University of Virginia · Department of Computer Science, University of Virginia · Virginia Department of Health +3

  26. Adaptive Multi-Scale Forecasting and Gate-Localized Conformal Prediction for Multivariate Nonstationary Time Series

    Jul 25, 2026Ziling Ma, Junshu Jiang, Ángel López-Oriona +2Multivariate Time Series ForecastingConformal Prediction

    Statistics Department, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, Thuwal 23955-6900, Saudi Arabia · NeuroAI Laboratory, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, Thuwal 23955-6900, Saudi Arabia

  27. Black-Mamba: Biologically-Inspired Leaky Accumulation for Conceptual Knowledge under Distribution Drift

    Jul 21, 2026Giuseppe Soriano, Nicola Tonellotto, Alberto GottaTest-Time AdaptationConcept Drift

    University of Pisa National Research Council (CNR) Pisa, Italy · University of Pisa Pisa, Italy · National Research Council (CNR) Pisa, Italy

  28. Long-Memory Reservoir Computing for Data-Scarce Dengue Forecasting

    Jul 13, 2026Rahul Goswami, Shinjini Paul, Palash Ghosh +1Epidemic ForecastingReservoir Computing

    Department of Mathematics, Indian Institute of Technology Guwahati, India · SAFIR, Sorbonne University Abu Dhabi, United Arab Emirates · Leiden University, Leiden, South Holland, Netherlands +1

  29. GatedLinear: Adaptive Routing of Complementary Linear Bases for Time Series Forecasting

    Jul 10, 2026Qitai Tan, Ruiwen Gu, Yilin Su +3Mixture of ExpertsTime Series Forecasting

    Shenzhen Key Laboratory of Ubiquitous Data Enabling · Shenzhen International Graduate School, Tsinghua University

  30. PARA-PV: Physics-Aware Retrieval-Augmented PV Prediction Based on Frozen Foundation Model and Distribution Shift Correction

    Jul 9, 2026Hang Fan, Weican Liu, Ying Lu +3Time Series ForecastingNon-Stationary Time Series Forecasting

    School of Economics and Management, North China Electric Power University, 102206, Beijing, China · School of Electrical and Electronic Engineering, Nanyang Technological University, 639798, 50 Nanyang Avenue, Singapore · Department of Electrical Engineering, Tsinghua University, 100084, Beijing, China