Probabilistic Time Series Forecasting

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

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TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning
Jun 4, 2026Etienne Le Naour, Tahar Nabil, Adrien PetraliaIrregular Time-Series Modeling Time Series Imputation
1EDF R&D, Palaiseau, France
Expectations vs. Realities: The Cost of MSE-Optimal Forecasting Under Conditional Uncertainty
Jun 3, 2026Riku Green, Zahraa S. Abdallah, Telmo M Silva FilhoLong-Term Time Series Forecasting Time Series Forecasting
The University of Bristol Bristol, UK
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
Jun 2, 2026Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni +3Financial Forecasting Time Series Forecasting
National University of Singapore Singapore · National University of Singapore Asian Institute of Digital Finance Singapore · Nanyang Technological University Singapore
A Systematic Evaluation of Current Architectures in Wind Power Forecasting
Jun 1, 2026Vinicius Bortolini, Gilson Adamczuk Oliveira, Erick Oliveira Rodrigues +1Time Series Forecasting Wind Power Forecasting
Industrial and Systems Engineering Graduate Program (PPGEPS), Federal University of Technology Parand (UTFPR), Pato Branco, Parand $5503-390, Brazil
ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting
Jun 1, 2026Tingting Wang, Yunyi Zhang, Benyou WangFinancial Time Series Uncertainty Calibration
School of Data Science, The Chinese University of Hong Kong, Shenzhen
Hybrid Probabilistic Forecasting of Under-Five Malaria Admissions in Ghana: A Gaussian Process Regression with Holt-Winters Smoothing
May 30, 2026T. Ansah-Narh, Y. Asare Afrane, J. Bremang TandohEpidemic Forecasting Time Series Forecasting
Uncertainty-Aware Transfer Learning for Cross-Building Energy Forecasting: Toward Robust and Scalable District-Level Energy Management
May 28, 2026Shadmehr Zaregarizi, Khashayar YavariUncertainty Quantification Time Series Forecasting
Politecnico di Torino · Turin, Italy
Stabilizing distribution-free probabilistic forecasts
May 27, 2026Jente Van Belle, Honglin Wen, Wouter Verbeke +1Probabilistic Forecasting Probabilistic Time Series Forecasting
Faculty of Economics and Business, KU Leuven, Belgium · Department of Electrical Engineering, Shanghai Jiao Tong University, China · Dyson School of Design Engineering, Imperial College London, United Kingdom +3
Universal Time Series Generation with Neural Controlled Differential Equations
May 27, 2026Torben Berndt, Elyes Farjallah, Leif Seute +3Neural Controlled Differential Equations Time Series Generation
Heidelberg Institute for Theoretical Studies, Heidelberg, Germany · IAR, Karlsruhe Institute of Technology, Karlsruhe, Germany · Max Planck Institute for Polymer Research, Mainz, Germany +4
Distribution-Aware Conformal Prediction: A Framework for generating efficient prediction intervals for time series
May 26, 2026Daniel Schweizer, Peter Kuhn, Jayant Sharma +3Conformal Prediction Uncertainty Calibration
Fraunhofer Institute for Highspeed Dynamics, Ernst-Mach-Institut, EMI Freiburg, Germany
Deep ZakaiJ: Structured Filtering for Jump-Diffusion Time Series Forecasting
May 23, 2026Yan Leng, Thibaut Mastrolia, Hao WangStochastic Differential Equations Latent Dynamics Modeling
University of Texas at Austin · University of California, Berkeley
Valid and Expressive Copulas for Irregular Multivariate Time Series
May 22, 2026Christian Klötergens, Tom Hanika, Lars Schmidt-Thieme +1Irregular Time-Series Modeling Copula Models
Institute of Computer Science University of Hildesheim Hildesheim, Germany
Parametric Prior Mapping Framework for Non-stationary Probabilistic Time Series Forecasting
May 22, 2026Jinglin Li, Jun Tan, QI Fang +1Multivariate Time Series Forecasting Non-Stationary Time Series Forecasting
School of Computer Science and Engineering, Central South University, Changsha, China.
PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows
May 22, 2026Minju Kim, Youngbum HurLong-Term Time Series Forecasting LLM-Based Time Series Forecasting
Department of Industrial Engineering, Inha University, Incheon, Republic of Korea
Is Capability a Liability? More Capable Language Models Make Worse Forecasts When It Matters Most
May 21, 2026Nick Merrill, Jaeho Lee, Ezra KargerLanguage Model Scaling Laws Forecasting Benchmarks
Forecasting Research Institute · UC Berkeley
Reasoning through Verifiable Forecast Actions: Consistency-Grounded RL for Financial LLMs
May 21, 2026Jialin Chen, Aosong Feng, Harshit Verma +7Time Series Reasoning RL for Language Model Reasoning
Yale University · Arizona State University · University of Texas Rio Grande Valley
Probabilistic Multivariate Time Series Forecasting with Diffusion Copulas
May 19, 2026David Huk, Dongshan Wang, Miha BresarMultivariate Time Series Forecasting Copula Models
Department of Statistics The University of Warwick · School of Data Science The Chinese University of Hong Kong, Shenzhen
DeRegiME: Deep Regime Mixtures for Probabilistic Forecasting under Distribution Shift
May 19, 2026Kieran Wood, Stefan Zohren, Stephen J. RobertsDistribution Shift Robustness Time Series Forecasting
Machine Learning Research Group, University of Oxford · Oxford-Man Institute, University of Oxford
SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction
May 18, 2026Gustav Olaf Yunus Laitinen-Fredriksson Lundström-Imanov, Hafize Gonca CömertIrregular Time-Series Modeling Time Series Transformers
Department of Economics, Stockholm University, SE-106 91 Stockholm, Sweden
Improving Spatio-Temporal Residual Error Propagation by Mitigating Over-Squashing
May 18, 2026Seyed Mohamad Moghadas, Esther Rodrigo Bonet, Bruno Cornelis +1Graph Rewiring Over-Squashing
ETRO Department, Vrije Universiteit Brussel, B-1050 Brussels, Belgium · imec Kapeldreef 75, B-3001 Leuven, Belgium
Scale-Equivariant Generative Forecasting: Weight-Tied Dilated Convolutions, Wavelet Scattering Inputs, and Spectral-Consistency Training for Self-Similar Time Series
May 17, 2026Andrea MorandiTime Series Forecasting Equivariant Neural Networks
Cisco Systems, Inc.
Prospective multi-pathogen disease forecasting using autonomous LLM-guided tree search
May 15, 2026Sarah Martinson, Michael P. Brenner, Martyna Plomecka +3Epidemic Forecasting Large Language Model-Guided Optimization
Google Research · School of Engineering and Applied Sciences, Harvard University · Google Deepmind +1
PRB-RUPFormer: A Recursive Unified Probabilistic Transformer for Residual PRB Forecasting
May 14, 2026Saad Masrur, Yuxuan Jiang, Matti Hiltunen +2Multivariate Time Series Forecasting Wireless Communications
AT&T RAN Technology, Bedminster, NJ · Department of Electrical and Computer Engineering, North Carolina State University, Raleigh, NC
DeepLévy: Learning Heavy-Tailed Uncertainty in Highly Volatile Time Series
May 11, 2026Yang Yang, Du Yin, Hao Xue +1Time Series Forecasting Distribution Matching
University of New South Wales Australia NSW Sydney · The Hong Kong University of Science and Technology (Guangzhou)
PixelFlowCast: Latent-Free Precipitation Nowcasting via Pixel Mean Flows
May 11, 2026Yufeng Zhu, Chunlei Shi, Yongchao Feng +1Precipitation Forecasting Efficient Inference
Reasoning-Aware Training for Time Series Forecasting
May 9, 2026Md Atik Ahamed, Mihir Parmar, Palash Goyal +4Time Series Reasoning Time Series Forecasting
1Google · University of Kentucky
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 Inference Time Series Forecasting
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 Modeling Remote Sensing
Thales Services Num´eriques 31670 Lab`ege, France · Centre National d’Etudes Spatiales 31400 Toulouse, France
Training-Free Probabilistic Time-Series Forecasting with Conformal Seasonal Pools
May 5, 2026Valery ManokhinTime Series Forecasting Conformal Prediction
Independent researcher.
Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
May 5, 2026Eshwar Sai Kandimalla, Sravan Chowdary Kankanala, Sumana Bhimineni +2Financial Forecasting Financial Time Series
Department of Computer Science & Engineering, SRM University AP, India

Jun 4, 2026, cs.LGJ/K move · Enter open · S save

TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning

Etienne Le Naour, Tahar Nabil, Adrien Petralia

1EDF R&D, Palaiseau, France

Irregular Time-Series Modeling Time Series Imputation Time Series Forecasting In-Context Learning Time-Series Foundation Models Probabilistic Time Series Forecasting

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Foundation models mark a profound paradigm shift in time series modeling, with task-specific models being superseded by general-purpose zero-shot models. Yet, current approaches primarily focus on forecasting, while real-world time series are often irregularly and partially observed, requiring models that can jointly forecast, impute missing values, and handle degraded sampling conditions. To address these challenges, we introduce TS-ICL, a novel probabilistic In-Context Learning encoder--regressor Transformer that unifies forecasting and imputation. TS-ICL formulates time series tasks as timestamp-aligned regression and naturally incorporates covariates by training on synthetic dependency structures generated from a novel causal data prior. Empirically, TS-ICL achieves a new state-of-the-art in imputation, while remaining competitive with leading forecasting foundation models across both univariate and covariate-aware benchmarks. It shows particularly strong performance in forecasting with partially observed look-back windows.

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