Probabilistic Time Series Forecasting

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Overview

Probabilistic time series forecasting studies not only what may happen next, but how uncertain that prediction is, often by producing quantiles, intervals, or complete future scenarios. Approaches range from Bayesian and statistical models, quantile regression, and conformal calibration to ensembles, diffusion and flow-based generators, and pretrained time-series foundation models. These methods are evaluated for accuracy, calibration, sharpness, and computational cost across settings such as energy, finance, health, and traffic, with increasing attention to multivariate dependence, irregular observations, and distribution shifts. A central tension is that better point accuracy does not guarantee reliable uncertainty: performance can vary across horizons and regimes, and foundation models do not consistently outperform simpler task-specific methods.

Latest papers

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162 papers23 papers in the last four weeks, down 15% on the four weeks before. 0.1% of all new papers.

  1. Forecasting Oncology Demand Trends with Boosting-Based Bayesian Conjugate Models

    May 6, 2026Ademir Batista dos Santos Neto, Tiago Alessandro Espinola Ferreira, Paulo Renato Alves FirminoBayesian InferenceTime Series Forecasting

  2. Densification and forecasting of Sentinel-2 time series from multimodal SAR and Optical satellite data using deep generative models

    May 5, 2026Véronique Defonte, Dawa Derksen, Alexandre Constantin +1Irregular Time-Series ModelingRemote Sensing

    Thales Services Num´eriques 31670 Lab`ege, France · Centre National d’Etudes Spatiales 31400 Toulouse, France

  3. Training-Free Probabilistic Time-Series Forecasting with Conformal Seasonal Pools

    May 5, 2026Valery ManokhinTime Series ForecastingConformal Prediction

    Independent researcher.

  4. Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval

    May 5, 2026Eshwar Sai Kandimalla, Sravan Chowdary Kankanala, Sumana Bhimineni +2FinanceFinancial Forecasting

    Department of Computer Science & Engineering, SRM University AP, India

  5. Differentiable latent structure discovery for interpretable forecasting in clinical time series

    Apr 30, 2026Ivan Lerner, Jean Feydy, Alexandre Kalimouttou +2Irregular Time-Series ModelingHealthcare

    Universit´e Paris Cit´e and Universit´e Sorbonne Paris Nord, INRIA, Inserm, HEKA, Paris, 75015, France. · Department of Medical Informatics, Assistance Publique Hˆopitaux de Paris (AP-HP), Georges Pompidou European Hospital, Paris, France. · SIERRA, Inria Paris, Paris, 75015, France. +2

  6. Probabilistic Circuits for Irregular Multivariate Time Series Forecasting

    Apr 30, 2026Christian Klötergens, Lars Schmidt-Thieme, Vijaya Krishna YalavarthiIrregular Time-Series ModelingMultivariate Time Series Forecasting

    ISMLL, University of Hildesheim, Germany · VWFS, Data Analytics Research Center

  7. Generative diffusion models for spatiotemporal influenza forecasting

    Apr 27, 2026Joseph Lemaitre, Justin LesslerEpidemic ForecastingSpatiotemporal Forecasting

    Department of Epidemiology, Gillings School of Global Public Health, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599, USA · Department of Epidemiology, Johns Hopkins Bloomberg School of Public Health, Baltimore, MD 21205, USA · Carolina Population Center, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599, USA

  8. Cold-Start Forecasting of New Product Life-Cycles via Conditional Diffusion Models

    Apr 22, 2026Ruihan Zhou, Zishi Zhang, Jinhui Han +2Time Series ForecastingConditional Diffusion Models

    Guanghua School of Management, Peking University, Beijing 100871, China · Department of Industrial Engineering and Decision Analytics, The Hong Kong University of Science and Technology, Hong Kong SAR, China

  9. Trajectory-Aware Reliability Modeling of Democratic Systems

    Apr 22, 2026Dmitry Zaytsev, Valentina Kuskova, Michael CoppedgeProbabilistic Time Series Forecasting

    Lucy Family Institute for Data & Society, University of Notre Dame, USA · Department of Political Science, University of Notre Dame, USA

  10. Spatio-temporal modelling of electric vehicle charging demand

    Apr 21, 2026Kaoutar Bouaachra, Yvenn Amara-Ouali, Yannig Goude +1Electric Vehicle ChargingSpatiotemporal Forecasting

    École Polytechnique de Paris · EDF Lab Paris-Saclay Palaiseau, France · INRIA Paris, DYOGENE/MATHNET Team

  11. IDOBE: Infectious Disease Outbreak forecasting Benchmark Ecosystem

    Apr 20, 2026Aniruddha Adiga, Jingyuan Chou, Anshul Chiranth +7Epidemic ForecastingForecasting Benchmarks

    Biocomplexity Institute, University of Virginia, Charlottesville, Virginia, USA · Department of Public and Ecosystem Health Cornell University College of Veterinary Medicine, Ithaca, New York, USA · Johns Hopkins University, Baltimore, Maryland, USA +2

  12. Barrier-enforced multi-objective optimization for direct point and sharp interval forecasting

    Apr 20, 2026Worachit Amnuaypongsa, Yotsapat Suparanonrat, Pana Wanitchollakit +1Multi-Objective OptimizationProbabilistic Time Series Forecasting

    Department of Electrical Engineering, Faculty of Engineering, Chulalongkorn University, Bangkok, Thailand · Department of Computer Engineering, Faculty of Engineering, Chulalongkorn University, Bangkok, Thailand

  13. Causally-Constrained Probabilistic Forecasting for Time-Series Anomaly Detection

    Apr 20, 2026Pooyan Khosravinia, João Gama, Bruno VelosoAnomaly LocalizationTime-Series Anomaly Detection

  14. Prior-Fitted Functional Flow: In-Context Generative Models for Pharmacokinetics

    Apr 19, 2026César Ojeda, Niklas Hartung, Wilhelm Huisinga +6Probabilistic Time Series ForecastingHealthcare

    University of Potsdam, Germany · Technical University Berlin, Germany · Freie Universität Berlin, Germany +2

  15. Unveiling Stochasticity: Universal Multi-modal Probabilistic Modeling for Traffic Forecasting

    Apr 17, 2026Weijiang Xiong, Robert Fonod, Nikolas GeroliminisTraffic ForecastingProbabilistic Time Series Forecasting

    Urban Transport Systems Laboratory (LUTS), EPFL, Lausanne, 1015, Switzerland

  16. 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 ForecastingTime Series Forecasting

    Karlsruhe Institute of Technology · Karlsruhe, Germany

  17. Probabilistic Prediction of Neural Dynamics via Autoregressive Flow Matching

    Apr 13, 2026Nicole Rogalla, Yuzhen Qin, Mario Senden +2Functional Magnetic Resonance ImagingProbabilistic Time Series Forecasting

    Department of Machine Learning and Neural Computing, Donders Institute for Brain, Cognition and Behaviour, Radboud University, Nijmegen, the Netherlands · Department of Cognitive Neuroscience, Maastricht University, Maastricht, the Netherlands · Maastricht Brain Imaging Center, Maastricht University, Maastricht, the Netherlands

  18. PDE-regularized Dynamics-informed Diffusion with Uncertainty-aware Filtering for Long-Horizon Dynamics

    Apr 10, 2026Min Young Baeg, Yoon-Yeong KimSpatiotemporal ForecastingLong-Term Time Series Forecasting

  19. A Distribution-to-Distribution Neural Probabilistic Forecasting Framework for Dynamical Systems

    Mar 26, 2026Tianlin Yang, Hailiang Du, Louis AslettMixture Density NetworksProbabilistic Time Series Forecasting

    Department of Mathematical Sciences, Durham University, Durham DH1 3LE, United Kingdom · School of Mathematics, East China University of Science and Technology, Shanghai 200237, China · Data Science Institute, The London School of Economics and Political Science, London WC2A 2AE, United Kingdom

  20. Beyond Static Uncertainty: Modeling Temporal Uncertainty Dynamics for Probabilistic Time Series Forecasting

    Mar 25, 2026Yijun Wang, Qiyuan Zhuang, Larysa Marchanka +1Probabilistic Time Series ForecastingUncertainty Quantification

    Department of Computer Science, Southeast University, Nanjing, China · Francisk Skorina Gomel State University, Belarus

  21. Noise Titration: Exact Distributional Benchmarking for Probabilistic Time Series Forecasting

    Mar 23, 2026Qilin WangProbabilistic Time Series ForecastingForecasting Benchmarks

    Independent Researcher

  22. Transformer-Based Predictive Maintenance for Risk-Aware Instrument Calibration

    Mar 19, 2026Adithya Parthasarathy, Aswathnarayan Muthukrishnan Kirubakaran, Akshay Deshpande +5Predictive MaintenanceEvent Time Prediction

  23. Spatio-temporal probabilistic forecast using MMAF-guided learning

    Mar 16, 2026Leonardo Bardi, Imma Valentina Curato, Lorenzo ProiettiBayesian Neural NetworksSpatiotemporal Forecasting

    Department of Mathematics TU Chemnitz Reichenhainer Straße 41

  24. JointFM-0.1: A Foundation Model for Multi-Target Joint Distributional Prediction

    Mar 14, 2026Stefan HackmannTime-Series Foundation ModelsProbabilistic Time Series Forecasting

    DataRobot Research

  25. Deep Generative Transformers for Probabilistic Time Series and Spatiotemporal Forecasting

    Mar 12, 2026Rajdeep Pathak, Rahul Goswami, Madhurima Panja +2Probabilistic Time Series ForecastingMultivariate Time Series Forecasting

    SAFIR, Sorbonne University Abu Dhabi, United Arab Emirates. · SCAI, Sorbonne Universit´e, Paris, France. · Indian Institute of Technology Guwahati, Assam, India.

  26. Bayesian Transformer for Probabilistic Load Forecasting in Smart Grids

    Mar 9, 2026Sajib Debnath, Md. Uzzal MiaElectricity Load ForecastingProbabilistic Time Series Forecasting

    O&M Analytics, AES Clean Energ; The AES Corporation; Louisville, CO 80027, USA · Department of Information and Communication Engineering; Pabna University of Science and Technology; Rajapur, Pabna, Bangladesh

  27. Uncertainty-Gated Generative Modeling

    Mar 8, 2026Xingrui Gu, Haixi ZhangTime Series ForecastingGenerative Modeling

    Electrical Engineering and Computer Science, University of California, Berkeley, Berkeley, CA, USA · School of Electrical and Computer Engineering, Cornell University, Ithaca, NY, USA

  28. Deep Generative Spatiotemporal Engression for Probabilistic Forecasting of Epidemics

    Mar 7, 2026Rajdeep Pathak, Tanujit ChakrabortyEpidemic ForecastingSpatiotemporal Forecasting

    SAFIR, Sorbonne University Abu Dhabi, United Arab Emirates · SCAI, Sorbonne Université, Paris, France

  29. Ensemble Graph Neural Networks for Probabilistic Sea Surface Temperature Forecasting via Input Perturbations

    Mar 6, 2026Alejandro J. González-Santana, Giovanny A. Cuervo-Londoño, Javier SánchezProbabilistic Time Series ForecastingDeep Ensembles

    Centro de Tecnologías de la Imagen Instituto Universitario de Cibernética, Empresas y Sociedad (IUCES) University of Las Palmas de Gran Canaria, Spain · Oceanografía Física y Geofísica Aplicada Instituto Universitario en Acuicultura Sostenible y Ecosistemas Marinos (ECOAQUA) University of Las Palmas de Gran Canaria, Spain

  30. Two-Stage Photovoltaic Forecasting: Separating Weather Prediction from Plant-Characteristics

    Mar 4, 2026Philipp Danner, Hermann de MeerSolar Power ForecastingSolar Irradiance Forecasting

    University of Passau, Innstraße 41, Passau, Germany