Probabilistic Time Series Forecasting

Ask about this topic

Momentum

14 papers in the last four weeks, up 56% on the four weeks before. 0.1% of all new papers.

Jul 13Week of Sep 28
View on map

Latest papers 110

All topics
CardsList

  1. Seq-Flow: Efficient Probabilistic Forecasting with Self-Rollout Error Control

    Oct 7, 2026Yinan Huang, Shitij Govil, Bo Dai +1Probabilistic ForecastingProbabilistic Time Series Forecasting

    Georgia Institute of Technology

  2. From Shared Demand Patterns to Local Uncertainty: Probabilistic Load Forecasting by Mixing Compact Adaptations

    Oct 6, 2026Haoran Li, Zhe Cheng, Yang WengElectricity Load ForecastingProbabilistic Time Series Forecasting

  3. Machine Learning for German Redispatch Forecasting under Data Delays and Temporal Distribution Shift

    Oct 6, 2026Faraz Shamim, Faris ShamimDistribution Shift RobustnessTime Series Forecasting

    KIST Medical College and Teaching Hospital, Nepal · OTH Regensburg

  4. MercerFlow: Flow Matching in a Kernel-Induced Latent Space for Probabilistic Forecasting

    Oct 5, 2026Ilya Kuleshov, Egor Serov, Alexey ZaytsevMultivariate Time Series ForecastingConditional Flow Matching

    Applied AI Institute Moscow, Russia

  5. Skillful Data-Driven Subseasonal Soil Moisture Forecasting: Prospects and Limits for Flash Drought Prediction

    Oct 5, 2026Noelia Otero, Atahan Özer, Miguel-Ángel Fernández-Torres +1Spatiotemporal ForecastingProbabilistic Time Series Forecasting

    Applied Machine Learning Group, Fraunhofer Institute for Telecommunications, Heinrich Hertz Institute, Berlin, Germany · Department of Signal Theory and Communications, Universidad Carlos III de Madrid (UC3M), Madrid, Spain

  6. Pythia: Toward Foundation World Models for Multimodal Time Series

    Oct 4, 2026Xilin Dai, Hongzhou Chen, Yifan Hu +3Multivariate Time Series ForecastingWorld Model Learning

    Ant International

  7. GARDiff: Graph-Aligned Residual Diffusion for Probabilistic Multivariate Time-Series Forecasting

    Sep 29, 2026Rui Han, Min Yang, Xu Zhang +3Multivariate Time Series ForecastingGraph Structure Learning

    Shandong University, Jinan, China · Macquarie University, Sydney, Australia · China University of Petroleum (East China), Qingdao, China +1

  8. KiT: A Foundation Model for Financial Time-Series Forecasting using DiffusionTransformers

    Sep 28, 2026Boyu Zhang, Haorui LiDiffusion TransformerFinancial Forecasting

    University of California, Los Angeles · Southeast University

  9. ViBR-WM: Visual Bayesian Regression for World Modeling

    Sep 27, 2026Jifan Li, Ning NingWorld Model LearningTime Series Forecasting

    Department of Statistics, Texas A&M University College Station, TX 77843

  10. fable.intermittent: benchmarking probabilistic forecasting methods for intermittent time series

    Sep 23, 2026Stefano Damato, Lorenzo Zambon, Giorgio Corani +1Time Series ForecastingForecasting Benchmarks

    SUPSI, Istituto Dalle Molle di Studi sull’Intelligenza Artificiale (IDSIA), Lugano, Switzerland

  11. Time-Series Foundation Models That Understand Data Revisions

    Sep 23, 2026Taimoor AhmadTime Series ForecastingTemporal Data Leakage

    Superior University Lahore, Pakistan

  12. Transfer Learning with Conformalized Quantile Regression for Solar PV Forecasting Under Load-Shedding-Driven Data Scarcity

    Sep 22, 2026Rakib Abdullah, K. M. Tahlil Mahfuz FarukSolar Power ForecastingTransfer Learning

    Department of AI and Data Science Green University of Bangladesh

  13. PROSWIN: Probabilistic Solar Wind Speed Forecasting Using Deep Distributional Regression From Solar Images

    Sep 22, 2026Daniel Collin, Yuri Shprits, Luca Chiarabini +3Time Series ForecastingProbabilistic Time Series Forecasting

    Space Physics and Space Weather, GFZ Helmholtz Centre for Geosciences, Potsdam, Germany · Department of Electrical Engineering and Computer Science, Technical University of Berlin, Berlin, Germany · Institute of Physics and Astronomy, University of Potsdam, Potsdam, Germany +5

  14. Interweaving Marginals into Multivariate Sample Paths: Training-Free Dependence Construction for Probabilistic Time Series Foundation Models

    Sep 22, 2026Jinmyeong Choi, Jinkwan Jang, Seul Lee +1Probabilistic ForecastingTime-Series Foundation Models

    Graduate School of Data Science Seoul National University

  15. Evaluating Accuracy and Probabilistic Reliability of Zero-Shot Time Series Foundation Models

    Sep 22, 2026Panagiotis Michael, Moysis Symeonides, Demetris TrihinasZero-Shot Time Series ForecastingTime Series Transformers

    Department of Computer Science, University of Nicosia, Cyprus · Department of Computer Science, University of Cyprus, Cyprus

  16. t0t_0: A Time-Series Foundation Model for Forecasting with Context

    Sep 21, 2026Lucas Meyer, Claudio Sole, Huikan Xiang +6Multivariate Time Series ForecastingZero-Shot Time Series Forecasting

    The Forecasting Company · Macrocosm

  17. TEMPER: Temporal Encoder-Masked Probabilistic Ensemble Regressor for Time-Series Forecasting

    Sep 20, 2026Giancarlo VercellinoTime Series ForecastingProbabilistic Time Series Forecasting

    Independent researcher

  18. Halo: Improving forecast accuracy through heteroscedastic estimation

    Sep 11, 2026Adam CataldoTime Series ForecastingHeteroscedastic Regression

    AI Quant Researcher

  19. Distillation of Synthetic Data for Time Series Foundation Models

    Sep 9, 2026Niloy Biswas, Noureddine El KarouiSynthetic Data PretrainingTime-Series Foundation Models

    Meta AI

  20. DynG-Diff: A State-Aware Dynamic Guidance Diffusion Framework for Probabilistic Time Series Forecasting

    Sep 2, 2026Zhente Zhang, Zhengwei Ni, Wei FanMultivariate Time Series ForecastingDiffusion Model Guidance

    School of Information and Electronic Engineering (Sussex Artificial Intelligence Institute), Zhejiang Gongshang University, Hangzhou, Zhejiang, China · School of Computer Science, University of Auckland, Auckland, New Zealand

  21. OutageDiT: A Generative Foundation Model for Power Outage Forecasting and Scenario Simulation

    Sep 1, 2026Yunqin Zhu, Feng Qiu, Yao XieConditional Generative ModelingTime-Series Foundation Models

    H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology · Argonne National Laboratory

  22. Poisson-Gamma Dynamical Systems with Time-varying Transition Dynamics

    Sep 1, 2026Jiahao Wang, Yijun Wang, Nan Fang +1Dynamical SystemsProbabilistic Time Series Forecasting

    Department of Electrical and Computer Engineering, University of Arizona, US · School of Computing and Information Technology, Great Bay University, China · Tsinghua University, China +1

  23. DecoVAE: a Lightweight Interpretable Trend-Seasonal VAE Framework for Efficient Probabilistic Time Series Forecasting

    Aug 20, 2026Alexander Marusov, Dmitry Anikin, Alexey ZaytsevVariational AutoencodersTime Series Forecasting

    Applied AI Institute Moscow, Russia

  24. CLaST: Context-aware Contrastive VAE for Probabilistic Time Series Forecasting

    Aug 20, 2026Alexander Marusov, Dmitry Anikin, Petr Sokerin +3Variational AutoencodersMultivariate Time Series Forecasting

    Applied AI Institute Moscow, Russia

  25. Systematic Evaluation of TabPFN-TS and Chronos-2 for Zero-Shot Heat Load Forecasting in District Heating Networks

    Aug 20, 2026Ben Spoek, Karim K. Ben Hicham, Kai Derzsi +3Zero-Shot Time Series ForecastingTime Series Forecasting

    Chair of Energy Efficient Buildings and Indoor Climate, RWTH Aachen University, Mathieustr. 10, 52074 Aachen, Germany · Process Systems Engineering, RWTH Aachen University, Forckenbeckstr. 51, 52074 Aachen, Germany

  26. Long-Horizon Forecasting of Complete Financial Statements with Forma

    Aug 11, 2026Travis L. Johnson, Jiannan Jiang, Soumyabrata Chaudhuri +3Long-Term Time Series ForecastingFinancial Forecasting

    University of Texas at Austin, Austin, TX, USA

  27. Two-stage Odd Residual Flows for Mean-Preserving Probabilistic Time Series Forecasting

    Aug 11, 2026Kiran Madhusudhanan, Christian Klötergens, Lars Schmidt-Thieme +1Long-Term Time Series ForecastingNormalizing Flows

    Institute of Computer Science University of Hildesheim Hildesheim, Germany

  28. Evaluating Generative Time-Series Models on Data with Point Masses

    Aug 10, 2026Jian XuTime Series ForecastingTime Series Generation

    RIKEN iTHEMS, Wako, Japan · RIKEN Center for Advanced Intelligence Project (AIP), Tokyo, Japan

  29. KReF: Training-Free Retrieval for Long-Term Time-Series Forecasting and Predictive Uncertainty

    Aug 7, 2026Yang Zhang, Rui SuLong-Term Time Series ForecastingRetrieval-Augmented Time Series Forecasting

  30. FarSky: Task-Aware Latent-Space Coupling for Generative Intra-Hour Solar Forecasting

    Aug 6, 2026Yann Fabel, Bijan Nouri, Milon Miah +4Time Series ForecastingSolar Power Forecasting

    1DLR, Institute of Solar Research · 2RWTH Aachen University · 3CIEMAT, Energy Department, Renewable Energy Division

  31. CENTILE: A Telemetry Foundation Model Evaluated by the Decisions It Drives

    Aug 3, 2026Zifan Zhang, Zhichao Hou, Tingxiang Ji +1High-Performance ComputingTime Series Forecasting

    Department of Computer Science, North Carolina State University, Raleigh, NC 27695, USA

  32. Crossing-Free Probabilistic K-Line Forecasts Without Retraining

    Jul 29, 2026Runyao Yu, Yuchen Tao, Yujie Chen +2Financial ForecastingTime Series Forecasting

    London Business School London, United Kingdom · RWTH Aachen University Aachen, Germany · The Chinese University of Hong Kong Shenzhen, China +1

  33. Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting

    Jul 25, 2026Morad Laglil, Bertrand Pracca, Emilie Devijver +1Zero-Shot Time Series ForecastingTime-Series Foundation Models

    Savoye, 18 bd des Gorgets, 21000, Dijon, France · Univ. Grenoble Alpes, CNRS, Grenoble INP, LIG, Grenoble, 38000, France

  34. From Seasonality to Semantics: Benchmarking a Hybrid Probabilistic Forecasting System for Roadblocks in Bolivia

    Jul 23, 2026Rodrigo Vargas Sainz, Christian Berón CurtiProbabilistic Time Series Forecasting

    Universidad Privada de Santa Cruz de la Sierra

  35. Transformer-based Diffusion models for Hydrological Time Series Probabilistic Imputation and Forecasting

    Jul 23, 2026Ferdinand Bhavsar, Lionel Benoit, Maxime Savatier +1Multivariate Time Series ForecastingTime Series Imputation

    INRAE · Biostatistics and Spatial Processes (BioSP), INRAE, Avignon 84914, France · ANDRA +1

  36. 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

  37. Forecasting the Number of Harvest-ready Fruits of Sweet Peppers Using Multimodal Time-Series Data

    Jul 22, 2026Enrico Pallotta, Mohamed Farag, Esra Guclu +3Multivariate Time Series ForecastingPlant Phenotyping

    University of Bonn, Bonn, Germany · Lamarr Institute for Machine Learning and Artificial Intelligence, Bonn, Germany · CSIRO, Pullenvale, Australia

  38. Towards Reliable Zero-Shot Crowd Forecasting: Evaluating Time Series Foundation Models for Special Event Pedestrian Forecasting

    Jul 20, 2026Ziteng Li, Yanan Xin, Tina Comes +1Zero-Shot Time Series ForecastingSpatiotemporal Forecasting

    Delft University of Technology (TU Delft), Department of Transport & Planning, Delft, The Netherlands. · Delft University of Technology (TU Delft), Technology, Policy and Management, Delft, The Netherlands. · German Aerospace Center (DLR), Institute for the Protection of Terrestrial Infrastructures, Sankt Augustin, Germany.

  39. Behaviour-Conditioned Neural Processes for Adaptive Residential Short-Term Load Forecasting

    Jul 17, 2026Ramin Soleimani, Andrea Visentin, Dirk PeschNeural ProcessesTime Series Forecasting

    School of Computer Science and Information Technology, University College Cork, Cork, Ireland

  40. 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

  41. Climate-Invariant Conformal Prediction Intervals for Multi-Horizon Solar and Wind Forecasting

    Jul 13, 2026Shreedhar Gangwar, Abhinav Bains, Banalaxmi BrahmaGroup-Conditional Conformal PredictionTime Series Forecasting

    B. R. Ambedkar National Institute of Technology, Jalandhar, India · Department of Computer Science and Engineering, Dr. B.R. Ambedkar National Institute of Technology Jalandhar, India

  42. TSCoNet: A Two-Stage Copula CNN-LSTM for Uncertainty-Aware Spatio-Temporal Forecasting

    Jul 11, 2026Jongwook Kim, Jong-Min KimMultivariate Time Series ForecastingCopula Models

    Statistics Discipline, Division of Science and Mathematics, University of Minnesota-Morris

  43. QuantFlow: A Federated Mamba-Based Post-Transformer Foundation Model for Time-Series Forecasting

    Jul 2, 2026Shah Nawaz Haider, Steve Austin, Arnab Barua +2Selective SSMsTime Series Forecasting

    Department of Computer Science and Engineering, University of Science and Technology Chittagong · Department of Electrical and Electronic Engineering, University of Science and Technology Chittagong · Faculty of Science, Engineering and Technology, University of Science and Technology Chittagong

  44. Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence

    Jul 2, 2026Zhenghua Pan, Ahmed Aziz EzzatZero-Shot Time Series ForecastingElectricity Price Forecasting

    Department of Industrial & Systems Engineering, Rutgers, The State University of New Jersey, USA.

  45. Probabilistic Low-Voltage Peak Load Forecasting with Time Series Foundation Models Evaluated on Application-Oriented Metrics

    Jul 2, 2026Benedikt Kaas, Manuel Treutlein, Hannes Benedikt Gerber +5Time Series ForecastingElectricity Load Forecasting

    Karlsruhe Institute of Technology (KIT), Germany and Netze BW GmbH, Germany · Netze BW GmbH, Germany · Karlsruhe Institute of Technology (KIT), Germany

  46. Beyond Point Estimates for Glaucoma Visual Field Forecasting with Diffusion Models

    Jun 29, 2026Marta Colmenar Herrera, Pablo Márquez Neila, Şerife Seda Kucur Ergünay +2Spatiotemporal ForecastingUncertainty Calibration

    ARTORG Center for Biomedical Engineering Research, UniBe, Switzerland · PeriVision SA, Epalinges, Switzerland · Department of Ophthalmology, Inselspital, Bern, Switzerland

  47. Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

    Jun 29, 2026Sichao He, Yansong ZhangQuantitative FinanceFinancial Forecasting

    Peking University · Academy for Advanced Interdisciplinary Studies · Beijing, China +2

  48. The Simulacrum: Decision-Theoretic Pretraining for Near-Optimal Time-Series Forecasting and Inference

    Jun 26, 2026Pablo Montero-Manso, Marcel ScharthSimulation-Based InferenceZero-Shot Time Series Forecasting

    University of Sydney Business School, Australia

  49. Multipath Adaptive Gated Bottleneck Latent ODE with Raman Data Fusion for Cell Culture Process Forecasting

    Jun 25, 2026Johnny Peng, Thanh Tung Khuat, Ellen Otte +2Irregular Time-Series ModelingTime Series Forecasting

    Complex Adaptive Systems Laboratory, The Data Science Institute, University of Technology Sydney, NSW 2007, Australia · CSL Innovation, Melbourne, VIC 3000, Australia

  50. Model selection with proper scoring rules on data sets of time series: prefer the mean scaled score

    Jun 23, 2026Giorgio Corani, Stefano Damato, Dario Azzimonti +1Model SelectionTime Series Forecasting

    SUPSI, Istituto Dalle Molle di Studi sull’Intelligenza Artificiale (IDSIA), Lugano, Switzerland

  51. Uncertainty-Aware Longitudinal Forecasting of Alzheimer's Disease Progression Using Deep Learning

    Jun 23, 2026Arya Hariharan, Shreyank N Gowda, Anala M RClinical Outcome PredictionAlzheimer's Disease Classification

    Department of Computer Science and Engineering, R.V. College of Engineering, Bengaluru, Karnataka, India · School of Computer Science, University of Nottingham, Nottingham, United Kingdom

  52. Do Time Series Foundation Model Benchmarks Hide Regime-Dependent Failures? Evidence from Traffic Speed Forecasting

    Jun 16, 2026Yingshuo Wang, Xian Sun, Lingdong Kong +4Time Series ForecastingForecasting Benchmarks

    University of California, Berkeley, CA, USA · Duke University, Durham, NC, USA · National University of Singapore, Singapore +3

  53. Filtered Conformal Ellipsoids for Graph-Native Time Series

    Jun 15, 2026Yannick LimmerConfidence Region EstimationConformal Prediction

    DRW · London, United Kingdom

  54. CloudCons: A Comprehensive End-to-End Benchmark for Cloud Resource Consolidation

    Jun 11, 2026Xiaobin Zhang, Lefei Shen, Mouxiang Chen +6Zero-Shot Time Series ForecastingForecasting Benchmarks

    Zhejiang University Hangzhou, China · State Street Technology (Zhejiang) Ltd. Hangzhou, China · Richoo AI Hangzhou, China +2

  55. Navigating the Safety-Fidelity Trade-off: Massive-Variate Time Series Forecasting for Power Systems via Probabilistic Scenarios

    Jun 11, 2026Kaijie Xu, Anqi Wang, Xilin DaiMultivariate Time Series ForecastingForecasting Benchmarks

    ZJU-UIUC Institute Zhejiang University Hangzhou, China

  56. Dirichlet-Guided Group Forecasting for Alleviating Over-smoothing in Time Series Forecasting

    Jun 9, 2026Xingyu Zhang, Jingyao Wang, Xin Yu +4Time Series ForecastingProbabilistic Time Series Forecasting

    University of Chinese Academy of Sciences · Institute of Software, Chinese Academy of Sciences

  57. Investigating Calibration Challenges in Probabilistic Electricity Price Forecasting

    Jun 8, 2026Jan Niklas Lettner, Hadeer El Ashhab, Benjamin SchäferProbability CalibrationElectricity Price Forecasting

    Institute for Automation and Applied Informatics

  58. Report the Floor: A Training-Free Conformal Interval Is a Mandatory Baseline for Probabilistic Time-Series Forecasting

    Jun 8, 2026Valery ManokhinTime Series ForecastingForecasting Benchmarks

    Independent researcher.

  59. Tyan-WP: A Wind Power Foundation Model for Ultra-Short-Term Probabilistic Forecasting

    Jun 7, 2026Jiahui Huang, Ao Luo, Lei Liu +6Zero-Shot Time Series ForecastingTime Series Forecasting

    School of Information Science and Technology, University of Science and Technology of China, Hefei, 230022, China · China Electric Power Research Institute, Beijing, 100192, China

  60. Reconstructing and forecasting disease trajectories of patients with Alzheimer's disease using routine data in resource-constrained settings

    Jun 5, 2026Ratnadeep Das, Atri Chatterjee, Sitikantha RoyAlzheimer's DiseaseClinical Outcome Prediction

    Yardi School of Artificial Intelligence (ScAI), Indian Institute of Technology Delhi, Hauz Khas, Delhi, 110016, India · Department of Neurology, Vardhman Mahavir Medical College and Safdarjung Hospital, Delhi, 110029, India · Department of Applied Mechanics, Indian Institute of Technology Delhi, Hauz Khas, Delhi, 110016, India