Probabilistic Forecasting

Ask about this topic

Overview

Probabilistic forecasting estimates ranges, quantiles, event probabilities, or full predictive distributions rather than only a single future value. Methods include Bayesian and parametric models, ensemble post-processing and conformal calibration, and neural generative approaches such as diffusion and flow matching; language-model agents also forecast real-world events using evidence and probability aggregation. Researchers evaluate forecasts with proper scores such as CRPS and Brier score, alongside calibration, sharpness, and benchmarks in weather, energy, health, finance, and human mobility. A central challenge is balancing accuracy, reliable uncertainty, computational cost, and usefulness for downstream decisions, since strong average scores may hide failures in extremes or dependencies between outcomes.

Latest papers

CardsList

230 papers37 papers in the last four weeks, up 3% on the four weeks before. 0.2% of all new papers.

  1. Signal or Spurious Cue? A Randomized Audit of Survey-Country Metadata in LLM Social Inference

    Aug 6, 2026Yifan Lyu, Xinran Li, Jiaqi Qiao +1Probabilistic ForecastingCausal Interventions in Language Models

    Dalian University of Technology, China

  2. Hybrid Probabilistic Zonotopes for Identifiable and Refinable Predictive Uncertainty

    Aug 5, 2026Zhen Zhang, Amr AlanwarUncertainty QuantificationProbabilistic Forecasting

    School of Computation, Information and Technology, Technical University of Munich, Germany

  3. From Score Matrices to Football-Aware Match-State Simulation: An Auditable LLM Harness for Exact-Score Reranking

    Aug 5, 2026Shaopeng LiangProbabilistic ForecastingLLM Reranking

    Independent Researcher

  4. Real-time probabilistic tsunami forecasting via generative AI

    Aug 5, 2026Yusuke Oishi, Takashi Furumura, Fumihiko ImamuraUncertainty QuantificationProbabilistic Forecasting

    Fujitsu Research, Fujitsu Limited, Kawasaki, Japan. · Earthquake Research Institute, The University of Tokyo, Tokyo, Japan. · International Research Institute of Disaster Science, Tohoku University, Sendai, Japan.

  5. SocietyBench: Forecasting Counterfactual Social-World Evolution

    Aug 4, 2026Zhenran Wang, Zhonghan Bian, Jinsong Li +1Counterfactual EvaluationForecasting Benchmarks

  6. WorldCup Arena: Prospective, Leakage-Free Evaluation of Frontier LLMs on a Live Tournament

    Aug 4, 2026Zhenran Wang, Zhonghan Bian, Jinsong Li +1LLM EvaluationForecasting Benchmarks

  7. AI World Cup 2026: Benchmarking Large Language Models for End-to-End Football Tournament Prediction

    Aug 4, 2026Jonaid Shianifar, Iias FaiudLLM EvaluationForecasting Benchmarks

    AI World Cup Project

  8. Probabilistic Deep Learning for Drought Forecasting: Role of Internal Climate Variability

    Aug 3, 2026Henri Funk, Cornelia Gruber, Göran Kauermann +2Climate ScienceTime Series Forecasting

    Department of Statistics, LMU Munich, Munich, Germany · Department of Geography, LMU Munich, Munich, Germany

  9. Projected climate memory and inherited warm-tail risk in accelerated European summer warming

    Jul 28, 2026Mauricio Herrera-Marín, Alex Godoy-Faúndez, Diego RiveraProbabilistic ForecastingClimate Modeling

    Research Center on Sustainability and Strategic Resource Management (CISGER), Faculty of Engineering, Universidad del Desarrollo, Avda. Plaza 700, Santiago, Chile.

  10. LLM-SoccerArena: Benchmarking LLMs on Real-World Predictions in Sports

    Jul 27, 2026Jonas Schröder, Jonas Schweisthal, Oliver Müller +2LLM EvaluationForecasting Benchmarks

    MCML & LMU Munich Munich, Germany · Paderborn University Paderborn, Germany · University of Cologne Cologne, Germany

  11. Demographically-Informed Heat-Mortality Risk Curves via Risk Graph Neural Networks

    Jul 23, 2026Alex O. Davies, Eunice Lo, Rui ZhuGraph Neural NetworksProbabilistic Forecasting

    School of Geographical Sciences, University of Bristol, UK

  12. SPECTRA: State-Space Exogenous Context and Temporal-Frequency Resolution Architecture for Probabilistic Energy Forecasting

    Jul 22, 2026Hang Ye, Xinyan Jiang, Yuedong Shi +5Probabilistic ForecastingElectricity Load Forecasting

    Shanghai Advanced Research Institute, Chinese Academy of Sciences, Shanghai 201210, China · University of Chinese Academy of Sciences, Beijing 101408, China · School of Physical Science and Technology, Shanghaitech University, Shanghai 201210, China +2

  13. Probabilistic Physics-Aware Machine Learning Predictions of Electric Truck Energy Consumption with Field Data

    Jul 21, 2026Hannes Nilsson, Rafael Basso, Balázs Kulcsár +1Uncertainty QuantificationProbabilistic Forecasting

    Volvo Technology AB Gothenburg, Sweden · Department of Electric Engineering Chalmers University of Technology Gothenburg, Sweden · Department of Computer Science and Engineering Chalmers University of Technology and University of Gothenburg Gothenburg, Sweden

  14. Censoring-Aware In-Context Learning for Generalized Supplier Lead Time Estimation in Supply Chain Planning

    Jul 20, 2026Christopher Wang, Sebastien Ouellet, Behrouz Haji Soleimani +1Survival AnalysisTime Series Forecasting

    Department of Electrical and Computer Engineering, Queen’s University, Kingston, ON K7L 3N6, Canada · Kinaxis Inc., Ottawa, ON K2K 3J1, Canada

  15. WorldCupArena: Fine-Grained Evaluation of Language Models and Deep-Research Agents on Football Forecasting

    Jul 20, 2026Zhaokai Wang, Tianlin Gui, Jiayuan Rao +3LLM EvaluationForecasting Benchmarks

    Shanghai Jiao Tong University · Shanghai, China · Nanjing University +4

  16. FIFA World Cup 2026 as a Contamination-Free Benchmark for LLM Forecasting Agents: Four Models, a Bookmaker, and 104 Matches

    Jul 20, 2026Jiacheng Ding, Cong Guo, Jason XuLLM Agent EvaluationForecasting Benchmarks

    University of Memphis Memphis, Tennessee, USA · QuantaInsight Seattle, Washington, USA

  17. Learning-based Probabilistic Load Forecasting with Post-hoc and In-model Uncertainty

    Jul 14, 2026Sarah Al-Shareeda, Gulcihan Ozdemir, Heung Seok JeonQuantile RegressionTime Series Forecasting

    aComputer System and Technology Department, Faculty of Computer Science and Information Technology, University of Malaya, Malaysia · bInformatics Institute, Istanbul Technical University, Turkey · cComputer Engineering Department Konkuk University South Korea

  18. From Checker to Forecaster: Code-Owned Evaluation of Model-Generated Strategic Routes Under Delayed Ground Truth

    Jul 13, 2026Aleh ManchuliantsauLLM EvaluationProbabilistic Forecasting

    Independent Researcher

  19. Manifold Constrained Conformal Prediction for Spatial Events

    Jul 10, 2026Collin Nill, Trevor Harris, Jason AdamsSet PredictionProbabilistic Forecasting

    Department of Statistics University of Connecticut Storrs, CT 06269 · Sandia National Laboratories Albuquerque, NM 87123

  20. Global Merger-Arbitrage Forecasting with Language Models

    Jul 10, 2026Hinal Jajal, Michal Mucha, Charles Sweat +3Long-Context Language Model InferenceLLM Fine-Tuning

    Balyasny Asset Management

  21. When do prophets profit in prediction markets?

    Jul 7, 2026Anri Gu, Nicole Kagan, Alec Sun +2Probabilistic ForecastingProper Scoring Rules

    University of Chicago · Kalshi Research · New York University, Shanghai

  22. AIFS-SUBS: Extending Data-Driven Forecasting to Sub-Seasonal Timescales

    Jul 6, 2026Jakob Schloer, Steffen Tietsche, Christopher D. Roberts +6Probabilistic ForecastingWeather Forecasting

    1European Centre for Medium-Range Weather Forecasts (ECMWF)

  23. Exploring Convolutional Neural Processes for Weather Downscaling

    Jul 5, 2026Francisco PassosProbabilistic ForecastingClimate Downscaling

    ETH Zürich

  24. Joint distribution of upstream runoff governs downstream river-discharge prediction uncertainty in distributed ML models

    Jul 3, 2026Karan Ruparell, Tristan Hascoet, Takemasa Miyoshi +4Streamflow ForecastingUncertainty Quantification

    University of Reading, Department of Meteorology, Reading, UK · European Centre for Medium-Range Weather Forecasts (ECMWF), Reading, UK · RIKEN Center for Computational Sciences, Kobe, Japan +3

  25. Human Capital, Not Model Benchmarks, Predicts Hybrid Intelligence in Forecasting

    Jul 2, 2026Vivienne MingHuman-AI ComplementarityProbabilistic Forecasting

    The Human Trust; Possibility Science; UCL Global Business School for Health

  26. Diverse Evidence, Better Forecasts: Multi-Agent Deliberation Under Information Asymmetry

    Jul 2, 2026Yuante Li, Yicheng Tao, Kate Zhang +3Probabilistic ForecastingMulti-Agent Debate

    School of Computer Science, Carnegie Mellon University · College of Engineering, Carnegie Mellon University

  27. Decision-Aware Training for Sample-Based Generative Models

    Jul 1, 2026Kornelius Raeth, Nicole LudwigCost-Sensitive LearningProbabilistic Forecasting

    T ubingen AI Center, University of T ubingen, Germany · University of Augsburg, Germany

  28. Towards Metric-Agnostic Trajectory Forecasting

    Jul 1, 2026Markus Knoche, Daan de Geus, Bastian LeibeAutonomous Driving BenchmarksMulti-Agent Trajectory Prediction

    RWTH Aachen University, Germany · Eindhoven University of Technology, Netherlands

  29. Neural Network-Based Estimation of Time-Dependent Parameters in AR(p) Processes

    Jul 1, 2026Agnieszka Kopeć, Paweł Przybyłowicz, Martyna WiącekParameter EstimationProbabilistic Forecasting

  30. TRIE: An Evaluation Framework for Stochastic PDE Surrogates

    Jun 30, 2026Bharat Srikishan, Javier E. Santos, Nikhil Muralidhar +1PDE Surrogate ModelingProbabilistic Forecasting

    Stevens Institute of Technology · Los Alamos National Laboratory