Multivariate Forecasting

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8 papers in the last 28 days · 0.1% of indexed attention

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Time SeriesTime Series Foundation ModelsTime-Series ClassificationLong-Horizon ForecastingMultivariate Time Series ForecastingSynthetic Time SeriesLoad ForecastingLlm-Based Forecasting Methods

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Period ending 2026-09-21

4 new papers

A weekly snapshot of new work published in Multivariate Forecasting.

Period ending 2026-09-14

4 new papers

A weekly snapshot of new work published in Multivariate Forecasting.

Period ending 2026-09-07

1 new paper

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71 papers

Latest in Multivariate Forecasting

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  1. Overlay\_dx - Automating forecasting evaluation

    Sep 21, 2026Long Ngo, Mohammed Amine Chamli, Jonathan Rivalan +1Multivariate ForecastingEvaluation Metrics

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

    Sep 20, 2026Giancarlo VercellinoMultivariate Forecasting

  3. CoRe: Coherence and Relational Alignment for Multivariate Time Series Forecasting

    Sep 17, 2026Xiaoyu Lin, Huiran Duan, Yining Liu +3Multivariate Time Series ForecastingMultivariate Forecasting

  4. Principled Koopman Representations with Kalman Inference for Efficient Time-Series Prediction

    Sep 15, 2026Ruiquan Li, Yuheng BuKoopman OperatorState Space Models

  5. VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

    Sep 14, 2026Aashish Bohra, Vivek VijayMultivariate ForecastingBidirectional Long Short-Term Memory

  6. Explaining Time Series Forecasting with Horizon-Resolved Attribution

    Sep 14, 2026Seunghan Lee, Jun Seo, Jaehoon Lee +9Multivariate ForecastingTime Series

  7. Not All Variables Agree: Reliability-Aware Variable-Wise Gradient Surgery for Multivariate Time-Series Forecasting

    Sep 8, 2026Jinwoo Park, Hyeongwon Kang, Pilsung KangMultivariate Time Series ForecastingMultivariate Forecasting

  8. A Multimodal Label Forecasting Method for Aperiodic Visuo-Motor Time Series

    Sep 7, 2026Borui He, Garrett E KatzHuman Motion PredictionMultivariate Forecasting

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

    Sep 2, 2026Zhente Zhang, Zhengwei Ni, Wei FanMultivariate Time Series ForecastingMultivariate Forecasting

  10. Calibration Bets on the Past: Post-Training Quantization for Financial Time-Series Forecasting

    Aug 12, 2026Junyi Ye, Ivy Gateri WanjikuWeight-Only QuantizationQuantization

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

    Aug 11, 2026Kiran Madhusudhanan, Christian Klötergens, Lars Schmidt-Thieme +1Multivariate ForecastingLong-Horizon Forecasting

  12. Retrieval-Corrected Conformal Prediction for Time Series

    Aug 11, 2026Sangjin Jin, Kangmin Kim, Junhyeong Lee +1Conformal PredictionMultivariate Forecasting

  13. REATS: LLM Reasoning-based Ensemble Learning for Adaptive Time Series Forecasting

    Aug 10, 2026Xu Zhang, Chang Xu, Hui Sun +5Multivariate ForecastingEnsemble

  14. PhysAttNet: Enhancing Predictive Performance in Industrial and Astrophysical Time Series via Physics-Informed Attention

    Aug 7, 2026Amal Saadallah, Julia Tjus, Petra Wiederkeher +1Multivariate ForecastingTime Series

  15. ReasonCast: Towards Explainable Time Series Forecasting with Reasoning

    Aug 3, 2026Seunghan Lee, Jun Seo, Jaehoon Lee +9Multivariate Forecasting

  16. Beyond Magnitude and Shape: A Direction-Aware Loss for Time Series Forecasting

    Aug 3, 2026Seunghan Lee, Jaehoon Lee, Jun Seo +9Multivariate ForecastingLoss Function

  17. Information Bottleneck Learning for Faithful Time Series Forecasting Explanations

    Jul 30, 2026Xu Zheng, Wei Cheng, Zhuomin Chen +3Multivariate ForecastingLoad Forecasting

  18. Nonlinear Bias-Compensated Adaptive Filter and Its Application for Time-Series Prediction

    Jul 22, 2026Yi Peng, Haiquan Zhao, Jinhui HuMultivariate ForecastingNoise-Aware

  19. Asymmetric Peak-Aware Loss for Peak-Critical Time Series Forecasting

    Jul 16, 2026Theivaprakasham Hari, Yanan Xin, Winnie Daamen +2Multivariate ForecastingEarly Failure Prediction

  20. Exogenous Dropout: A Simple, Strong Baseline for Corruption-Robust Time Series Forecasting with Covariates

    Jul 5, 2026Hao Hu, Xue-shan AiMultivariate ForecastingTime Series

  21. Self-Gating Attention for Efficient Time Series Forecasting

    Jul 2, 2026Dezheng Wang, Tong Chen, Wei Yuan +3Multivariate ForecastingTime Series

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

    Jul 2, 2026Shah Nawaz Haider, Steve Austin, Arnab Barua +2Multivariate ForecastingFoundation Model

  23. TiRex-2: Generalizing TiRex to Multivariate Data and Streaming

    Jul 1, 2026Patrick Podest, Marco Pichler, Elias Bürger +7Time Series Foundation ModelsMultivariate Forecasting

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

    Jul 1, 2026Agnieszka Kopeć, Paweł Przybyłowicz, Martyna WiącekMultivariate ForecastingPredictive Uncertainty

  25. Improving Coherence in Hierarchical Time Series Forecasting using Structured Temporal Fusion

    Jun 26, 2026Ruchi PakhleMultivariate ForecastingTime Series

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

    Jun 26, 2026Pablo Montero-Manso, Marcel ScharthMultivariate ForecastingFinite-Sample

  27. Global Explanations for Multivariate Time Series Forecasting Models via K-Order Markov Approximations

    Jun 25, 2026Amadeo TunyiMultivariate ForecastingMultivariate Time Series Forecasting

  28. How Good Can Linear Models Be for Time-Series Forecasting?

    Jun 25, 2026Lang Huang, Jinglue Xu, Luke DarlowMultivariate ForecastingTime Series

  29. Speaking Numbers to LLMs: Multi-Wavelet Number Embeddings for Time Series Forecasting

    Jun 25, 2026Defu Cao, Zijie Lei, Muyan Weng +2Multivariate ForecastingDiscrete Wavelet Transform

  30. 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 SelectionMultivariate Forecasting

  31. RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting

    Jun 23, 2026Cheng He, Zhenyu Guan, Xijie Liang +6Multivariate ForecastingStochastic Volatility

  32. Selective Time Series Forecasting via Metalearning

    Jun 22, 2026Ricardo Inácio, Vitor Cerqueira, Marília Barandas +1Multivariate ForecastingTime Series

  33. TimeVista: Exploring and Exploiting Vision-Language Models as Judges for Time Series Forecasting

    Jun 15, 2026Zhi Chen, Yuxuan Wang, Jialong Wu +5Multivariate ForecastingTime Series

  34. Phys-JEPA: Physics-Informed Latent World Models for Multivariate Time-Series Forecasting

    Jun 15, 2026Weizhi Nie, Weichao Liu, Honglin Guo +1Multivariate ForecastingMultivariate Time Series Forecasting

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

    Jun 8, 2026Valery ManokhinMultivariate ForecastingConformal Prediction

  36. ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall

    Jun 3, 2026Yichi Zhang, Ke Zhu, Zhoufan ZhuConditional-Value-At-RiskLong-Tailed Distribution

  37. Expectations vs. Realities: The Cost of MSE-Optimal Forecasting Under Conditional Uncertainty

    Jun 3, 2026Riku Green, Zahraa S. Abdallah, Telmo M Silva FilhoPredictive UncertaintyMultivariate Forecasting

  38. FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance

    Jun 2, 2026Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni +3Multivariate ForecastingFinance Benchmarks

  39. ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting

    Jun 1, 2026Tingting Wang, Yunyi Zhang, Benyou WangMultivariate ForecastingHeteroskedasticity

  40. FreqLite: A Lightweight Frequency-Decomposed Linear Model with Adaptive Reversible Normalization for Robust Long-Term Time-Series Forecasting

    May 31, 2026Mirza Samad Ahmed Baig, Syeda Anshrah GillaniMultivariate ForecastingNon-Stationarity

  41. Bridging the Gap Between Natural Language and Market Dynamics via High-Dimensional Representation Learning

    May 28, 2026Yujin Jeong, Noelle Jung, Brian Y. C. LeungFinancial Sentiment AnalysisMultivariate Forecasting

  42. Leave a Window Out: Modifying the Jackknife for Predictive Inference in Time Series

    May 28, 2026Hanyang Jiang, Rina Foygel Barber, Ashwin Pananjady +1Conformal PredictionMultivariate Forecasting

  43. Stabilizing distribution-free probabilistic forecasts

    May 27, 2026Jente Van Belle, Honglin Wen, Wouter Verbeke +1Multivariate ForecastingLong-Horizon Forecasting

  44. Unicorn: Scaling High-Dimensional Time Series Forecasting via Universal Correlation Modeling

    May 26, 2026Haochen Yuan, Yichen Song, Yunbo Wang +1Multivariate ForecastingTime Series

  45. Distribution-Aware Conformal Prediction: A Framework for generating efficient prediction intervals for time series

    May 26, 2026Daniel Schweizer, Peter Kuhn, Jayant Sharma +3Conformal PredictionQuantile Regression

  46. PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows

    May 22, 2026Minju Kim, Youngbum HurMultivariate ForecastingTime Series

  47. Reviving Error Correction in Modern Deep Time-Series Forecasting

    May 20, 2026Minh Hoang Nguyen, Dai Do, Huu Hiep Nguyen +3Multivariate ForecastingTime Series

  48. UTOPYA: A Multimodal Deep Learning Framework for Physics-Informed Anomaly Detection and Time-Series Prediction

    May 18, 2026Robson W. S. Pessoa, Julien Amblard, Alessandra Russo +1Anomaly DetectionMultivariate Forecasting

  49. L-Drive: Beyond a Single Mapping-Latent Context Drives Time Series Forecasting

    May 18, 2026Fan Zhang, Shijun Chen, Hua WangLlm-Based Forecasting MethodsMultivariate Forecasting

  50. Towards Principled Test-Time Adaptation for Time Series Forecasting

    May 17, 2026Haochun Wang, Ruichen Xu, Georgios Kementzidis +3Continual Test-Time AdaptationMultivariate Forecasting

  51. FRWKV+: Periodic-Aware Adaptive Gating for Frequency-Space Linear Time Series Forecasting

    May 15, 2026Qingyuan Yang, Dongyue Chen, Da Teng +3Multivariate Time Series ForecastingMultivariate Forecasting

  52. EpiCastBench: Datasets and Benchmarks for Multivariate Epidemic Forecasting

    May 12, 2026Madhurima Panja, Danny D'Agostino, Huitao Li +2Epidemic ForecastingMultivariate Time Series Forecasting

  53. Yield Curve Forecasting using Machine Learning and Econometrics: A Comparative Analysis

    May 11, 2026Aman Singh, Tokunbo Ogunfunmi, Sanjiv DasMultivariate ForecastingMachine Learning

  54. SSDA: Bridging Spectral and Structural Gaps via Dual Adaptation for Vision-Based Time Series Forecasting

    May 10, 2026Mingrui Zhang, Hanchen Yang, Wengen Li +4Multivariate Forecasting3D Encoder

  55. TSNN: A Non-parametric and Interpretable Framework for Traffic Time Series Forecasting

    May 9, 2026Bowen Liu, Haijian Lai, Chan-Tong Lam +4Accurate Traffic ForecastingMultivariate Forecasting

  56. Multivariate Financial Forecasting using the Chronos Time Series Foundation Models

    May 8, 2026Sanjiv R Das, Tarang Goyal, Mohini YadavTime Series Foundation ModelsMultivariate Forecasting

  57. STEPS: A Temporal Smooth Error Propagation Solver on the Manifolds for Test-Time Adaptation in Time Series Forecasting

    May 8, 2026Jiaqi Liu, Yifan Ouyang, Zhifei Song +2Multivariate ForecastingPropagation

  58. What If We Let Forecasting Forget? A Sparse Bottleneck for Cross-Variable Dependencies

    May 8, 2026Fan Zhang, Shiming Fan, Hua WangMultivariate Time Series ForecastingMultivariate Forecasting

  59. Does Synthetic Data Help? Empirical Evidence from Deep Learning Time Series Forecasters

    May 7, 2026Hugo Cazaux, Eyjólfur Ingi Ásgeirsson, Hlynur StefánssonSynthetic Time SeriesSynthetic Data

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

    May 5, 2026Valery ManokhinMultivariate ForecastingConformal Prediction