Probabilistic Forecasting

Follow this topic Ask about this topic

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

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

FutureWorld: A Live Reinforcement Learning Environment for Predictive Agents with Real-World Outcome Rewards
Apr 29, 2026Zhixin Han, Yanzhi Zhang, Chuyang Wei +11Agentic RL Reinforcement Learning
College of Software, Nankai University · Zhongguancun Academy, Beijing, China · Academy of Mathematics and Systems Science, Chinese Academy of Sciences +3
Recipes for Calibration Checks in Safety-Critical Applications
Apr 29, 2026Romeo ValentinProbabilistic Forecasting Uncertainty Calibration
Department of Aeronautics and Astronautics Stanford University Stanford, CA 94305, USA
Evaluating Strategic Reasoning in Forecasting Agents
Apr 28, 2026Tom Liptay, Dan Schwarz, Rafael Poyiadzi +2LLM Agent Evaluation Forecasting Benchmarks
FutureSearch
Conditional Flow Matching for Probabilistic Downscaling of Maximum 3-day Snowfall in Alaska
Apr 28, 2026Douglas Brinkerhoff, Elizabeth FischerUncertainty Quantification Climate Science
Department of Computer Science, University of Montana · International Arctic Research Center, University of Alaska
Prior-Agnostic Robust Forecast Aggregation
Apr 27, 2026Zhi Chen, Cheng Peng, Wei TangMinimax Regret Probabilistic Forecasting
Chinese University of Hong Kong
Calibrating Scientific Foundation Models with Inference-Time Stochastic Attention
Apr 21, 2026Akash Yadav, Taiwo A. Adebiyi, Ruda ZhangPost-Hoc Calibration Probabilistic Forecasting
University of Houston
Agentic Forecasting with Structured Linguistic Beliefs
Apr 20, 2026Kevin MurphyForecasting Benchmarks Probabilistic Forecasting
Department of Computer Science University of British Columbia Vancouver, BC, Canada
Forecasting Ionospheric Irregularities on GNSS Lines of Sight Using Dynamic Graphs with Ephemeris Conditioning
Apr 20, 2026Mert Can Turkmen, Eng Leong Tan, Yee Hui LeeProbabilistic Forecasting Dynamic Graph Learning
Nanyang Technological University Singapore
Earth System Foundation Model (ESFM): A unified framework for heterogeneous data integration and forecasting
Apr 20, 2026Firat Ozdemir, Yun Cheng, Salman Mohebi +11Geospatial Foundation Models Climate Science
Swiss Data Science Center (SDSC), ETH Zurich & EPFL, Zurich & Lausanne, Switzerland · ETH AI Center, ETH Zurich, Zurich, Switzerland · ETH Zurich, Zurich, Switzerland +1
Human-AI Collaboration for Estimating Scientific Replicability
Apr 19, 2026Tatiana Chakravorti, Robert Fraleigh, Timothy Fritton +7Probabilistic Forecasting Scientific Reproducibility
The Pennsylvania State University · Rutgers University
Forecast Sports Outcomes under Efficient Market Hypothesis: Theoretical and Experimental Analysis of Odds-Only and Generalised Linear Models
Apr 19, 2026Kaito Goto, Naoya Takeishi, Takehisa YairiProbabilistic Forecasting Generalized Linear Models
Research Center for Advanced Science and Technology, The University of Tokyo, Japan
Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction
Apr 17, 2026Hannah Guan, Soukayna Mouatadid, Paulo Orenstein +10Probabilistic Forecasting Weather Forecasting
Harvard College, Cambridge, MA, USA. · University of Toronto, Toronto, ON, Canada. · Instituto de Matemática Pura e Aplicada, Rio de Janeiro, RJ, Brazil. +6
Assessing the Performance-Efficiency Trade-off of Foundation Models in Probabilistic Electricity Price Forecasting
Apr 16, 2026Jan Niklas Lettner, Hadeer El Ashhab, Veit Hagenmeyer +1Electricity Price Forecasting Time Series Forecasting
Karlsruhe Institute of Technology · Karlsruhe, Germany
CycloneMAE: A Scalable Multi-Task Learning Model for Global Tropical Cyclone Probabilistic Forecasting
Apr 14, 2026Renlong Hang, Zihao Xu, Jiuwei Zhao +3Tropical Cyclone Intensity Forecasting Weather Forecasting
School of Computer Science, School of Software, Nanjing University of Information Science and Technology, Nanjing, 210044, China. · School of Atmospheric Sciences, Nanjing University of Information Science and Technology, Nanjing, 210044, China. · Shanghai Typhoon Institute, China Meteorological Administration, Shanghai, 200030, China. +1
Ontological Trajectory Forecasting via Finite Semigroup Iteration and Lie Algebra Approximation in Geopolitical Knowledge Graphs
Apr 11, 2026Qihang WuOntology-Based Reasoning Probabilistic Forecasting
Department of Industrial and Systems Engineering, The Hong Kong Polytechnic University
U-Cast: A Surprisingly Simple and Efficient Frontier Probabilistic AI Weather Forecaster
Apr 10, 2026Salva Rühling Cachay, Duncan Watson-Parris, Rose YuMonte Carlo Dropout Weather Forecasting
UC San Diego
Accurate and Reliable Uncertainty Estimates for Deterministic Predictions Extensions to Under and Overpredictions
Apr 9, 2026Rileigh Bandy, Enrico Camporeale, Andong Hu +2Distributional Regression Uncertainty Quantification
Optimization and Uncertainty Quantification Department, Sandia National Laboratories, Albuquerque, NM · School of Physical and Chemical Sciences, Queen Mary University of London, London, UK and Space Weather Technology, Research and Education Center, University of Colorado, Boulder, CO · Space Weather Technology, Research and Education Center, University of Colorado, Boulder, CO +2
The Oracle's Fingerprint: Correlated AI Forecasting Errors and the Limits of Bias Transmission
Apr 7, 2026Theodor SpiroCorrelated Errors in Language Models LLM Reliability
(Sparse) Attention to the Details: Preserving Spectral Fidelity in ML-based Weather Forecasting Models
Apr 6, 2026Maksim Zhdanov, Ana Lucic, Max Welling +1Weather Forecasting Probabilistic Forecasting
AMLab · University of Amsterdam · CuspAI
TimeSeek: Temporal Reliability of Agentic Forecasters
Apr 5, 2026Hamza Mostafa, Om Shastri, Dennis LeeLLM Agent Reliability Forecasting Benchmarks
The Wharton School, University of Pennsylvania
PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage
Apr 4, 2026Rajat M. Barot, Arjun S. BorkhatariyaAlgorithmic Trading Prediction Markets
Department of Computer Science, State University of New York, Binghamton, Binghamton, NY, USA. · Department of Software Engineering, Arizona State University, Tempe, AZ, USA.
Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
Apr 3, 2026Christopher Gerling, Hanqiu Peng, Ying Chen +1Cross-Domain Transfer Learning Domain Adaptation
Humboldt-Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany · National University of Singapore, 10 Lower Kent Ridge Road, Singapore 119076, Singapore
Forecasting Supply Chain Disruptions with Foresight Learning
Apr 1, 2026Benjamin Turtel, Paul Wilczewski, Kris SkotheimProbabilistic Forecasting Supply Chain Management
Lightning Rod Labs
Super-Resolving Coarse-Resolution Weather Forecasts With Flow Matching
Apr 1, 2026Aymeric Delefosse, Anastase Charantonis, Dominique BéréziatWeather Forecasting Probabilistic Forecasting
Inria, ARCHES, Paris, France · Sorbonne Université, CNRS, LIP6, Paris, France
Downscaling weather forecasts from Low- to High-Resolution with Diffusion Models
Mar 30, 2026Joffrey Dumont Le Brazidec, Simon Lang, Martin Leutbecher +9Weather Forecasting Probabilistic Forecasting
European Centre for Medium-Range Weather Forecasts (ECMWF)
Probabilistic Forecasting of Localized Wildfire Spread Based on Conditional Flow Matching
Mar 27, 2026Bryan Shaddy, Haitong Qin, Brianna Binder +4Wildfire Forecasting Probabilistic Forecasting
Department of Aerospace and Mechanical Engineering, University of Southern California · Department of Mathematics, University of Southern California · Cooperative Institute for Research in the Atmosphere, Colorado State University +1
Characterization and forecasting of national-scale solar power ramp events
Mar 27, 2026Luca Lanzilao, Angela MeyerSolar Power Forecasting Power Systems
School of Engineering and Computer Science, Bern University of Applied Sciences, Quellgasse 21, Biel, 2501, Bern, Switzerland · Department of Geosciences and Remote Sensing, TU Delft, Stevinweg 1, Delft, 2628 CN, South-Holland, The Netherlands
Artificial General Intelligence Forecasting and Scenario Analysis: State of the Field, Methodological Gaps, and Strategic Implications
Mar 24, 2026Gopal P. Sarma, Sunny D. Bhatt, Michael Jacob +1Artificial General Intelligence Probabilistic Forecasting
Enhancing AI-Based Tropical Cyclone Track and Intensity Forecasting via Systematic Bias Correction
Mar 20, 2026Peisong Niu, Haifan Zhang, Yang Zhao +6Tropical Cyclone Intensity Forecasting Weather Forecasting
DAMO Academy, Alibaba Group Bellevue, USA
Data-driven ensemble prediction of the global ocean
Mar 20, 2026Qiusheng Huang, Xiaohui Zhong, Anboyu Guo +3Probabilistic Forecasting Spatiotemporal Forecasting
Artificial Intelligence Innovation and Incubation Institute, Fudan University, Shanghai, China. · Shanghai Innovation Institute, Shanghai, China. · Shanghai Academy of Artificial Intelligence for Science, Shanghai, China. +2

Apr 29, 2026J/K move · Enter open · S save

FutureWorld: A Live Reinforcement Learning Environment for Predictive Agents with Real-World Outcome Rewards

Zhixin Han, Yanzhi Zhang, Chuyang Wei, Maohang Gao+10

College of Software, Nankai University · Zhongguancun Academy, Beijing, China · Academy of Mathematics and Systems Science, Chinese Academy of Sciences+3

Agentic RL Reinforcement Learning Probabilistic Forecasting RL for LLM Agents Delayed RL

Open paper AskPDF arXiv

Live future prediction refers to the task of making predictions about real-world events before they unfold. This task is increasingly studied using large language model-based agent systems, and it is important for building agents that can continually learn from the real world. It can provide a large number of prediction questions grounded in diverse real-world events, while preventing answer leakage. To leverage the advantages of future prediction, we present FutureWorld, a live agentic reinforcement learning environment that closes the training loop between prediction, outcome realization, and parameter updates. Specifically, we modify and extend verl-tool, resulting in a new framework that we call verl-tool-future. Unlike standard reinforcement learning training frameworks that rely on immediate rewards, verl-tool-future stores prediction-time rollouts, backfills rewards after real-world outcomes become available, and then replays the completed trajectories for policy update. Across three open-source agents, successive FutureWorld training rounds lead to consistent improvements in prediction accuracy, probabilistic scoring, and calibration, demonstrating that delayed real-world outcome feedback can serve as an effective reinforcement learning signal.