Time Series Forecasting

Reliable photovoltaic (PV) forecasts can support low-carbon energy systems, but deployed sites may have only short and incomplete records. Physical and hybrid methods can be sensitive to weather inputs, calibration, and timestamp-alignment, while individual machine learning models may capture different parts of the forecasting problem. We study hourly day-ahead PV forecasting at a United Kingdom charging station using one year of inverter measurements, with 9.25% of hours missing. The pipeline checks timestamp-alignment, derives solar and clearness features, adds short-term weather context, and combines five complementary models using non-negative least squares stacking, with the combination fitted only on validation observations. We compare against smart persistence, a weather-scaled baseline that carries the previous day's PV behaviour forward using target-day irradiance. With retrospective weather, the combined model reduces daylight normalised root mean square error (RMSE) by 31.2% under random day-fold evaluation and by 2.9% under rolling-origin evaluation, although the latter improvement is not robust across days. It also improves by 3.0% over the single model selected from validation performance. Replacing retrospective weather with a public product sampled at a constant 24-hour lead increases daylight RMSE by 13.1% and 4.2% under the two protocols, while retaining positive skill over smart persistence.

Most time series (TS) models are specialized for a single task, either understanding (i.e., returning text answers about a TS) or generation (i.e., returning a numeric forecast). Only recently have unified models begun to handle the two within a single architecture. Even these models, however, produce the two outputs as task-separated paths and cannot predict a series and explain why that prediction arises within a single coherent response. In this paper, we argue for a task-fused model that jointly produces 1) prediction (generation) and 2) selfexplanation (understanding), thereby integrating 1) numerical TS forecasting and 2) interpretable text reasoning within a single response. To enable the systematic study of this capability, we present both a benchmark and a recipe that jointly address the two tasks. The benchmark, ReasonTS-Bench, identifies five fundamental patterns underlying TS and enables the joint evaluation of both tasks. ReasonCast, our recipe for finetuning any LLM to perform both tasks jointly, yields a model that generates a reasoning chain and a forecast together in a single autoregressive pass. Extensive experiments show that ReasonCast outperforms both LLMs and TS models on prediction accuracy while producing verifiable, causal reasoning. Code is available at: https://github.com/seunghan96/reasoncast.

Predicting drought risk is essential for anticipating impacts on water resources, agriculture, ecosystems, and climate adaptation planning. Yet drought forecasts remain uncertain because variability can substantially alter regional precipitation and evaporative demand. Treating this variability as unstructured noise ignores the fact that internal variability has spatial, seasonal, and temporal structure and thus contains information that can be used to improve drought forecasting. We propose a deep-learning-based forecasting framework for European drought prediction and extend it with an uncertainty-aware drought bound that explicitly incorporates internal forecast variability from a large climate model ensemble. This bound represents a physically plausible lower-tail trajectory of future drought conditions and marks how severe drought could plausibly become under an unfavourable realisation of internal variability, giving adaptation planning a conservative, risk-averse reference. We compare the proposed bound with a lower bound derived from reanalysis data only and show that our proposed ensemble-informed bound is better calibrated across most regions and seasons. This is specifically true during anomalously dry conditions, when historical reanalysis alone underestimates lower-tail drought risk. Our results show that internal variability should be treated as a forecast quantity in its own right. More broadly, large ensembles provide a practical way to transfer physically plausible climate variability into machine-learning drought forecasts, yielding risk-aware bounds that are more informative for drought assessment under shifting climate conditions.

The direction of change --- whether a series will move up or down --- is often as important as its exact value in decisiondriven applications such as risk management and financial forecasting. However, most forecasting losses optimize either point magnitude or shape and frequency structure, and none explicitly targets the direction of change. In this paper, we find that MSE-trained forecasters fail on the direction of small moves. To address this, we propose CosDir, a simple yet effective direction-aware loss that aligns the difference vectors of the prediction and the target via cosine similarity. Being scale-invariant, CosDir keeps a directional gradient on small moves, re-injecting learning signal exactly where MSE neglects it. CosDir is a lightweight, plug-in term that attaches to any backbone without architectural modification. Since the best ratio for mixing the directional and magnitude terms differs across datasets, we further propose CosDir-UW, an extension that makes this ratio adaptive by learning it during training, matching a per-dataset tuned weight with no hyperparameter. We conduct over 100K experiments, demonstrating that our method consistently and significantly improves directional accuracy while preserving magnitude accuracy, and that it outperforms various loss functions. Code is available at: https://github.com/seunghan96/cosdir.

Modern computing and networking infrastructure emits telemetry continuously, yet operators convert it into decisions with a separate predictor per task, entity, and horizon. One generative model, pretrained once over an operator's own event streams, could replace this fleet, an approach that already scales to high-cardinality streams in recommendation systems. However, point-forecast error on operational telemetry saturates near simple last-value baselines, so lower error alone need not improve the decisions it feeds. To close this gap, we present \sys, a generative foundation model for network and systems telemetry, evaluated by replaying the decisions its calibrated conditional quantiles drive. \sys treats heterogeneous telemetry as event-driven, irregularly timed entity streams and serves flexible forecast horizons in a single pass, requiring no future timestamps. To our knowledge, \sys is the first pretrained telemetry model to improve both HPC scheduling and network provisioning decisions under replay, its runtime estimator transferring zero-shot across months and its pretrained weights across domains from hours of target data. Extensive experiments on HPC job logs and network traffic confirm that \sys lowers the mean bounded slowdown of backfilling by up to approximately $77\%$ over deployed user estimates and roughly halves the deployed rule's violation rate. Our code is available at https://github.com/ZzZTripleZzZ/all-in-one.

Hardware error logs in high-performance computing (HPC) systems provide early signals of abnormal behavior, yet there remain challenges in effectively forecasting these errors using modern predictive methods. This work investigates the boundaries of applying time series forecasting to HPC hardware error dynamics. We use seven years of production logs from the Theta supercomputer to evaluate the predictive efficacy of classical statistical and deep learning models. Our results show that forecasting effectiveness depends strongly on the temporal structure of the error series: regularly occurring and structurally stable errors can be modeled accurately, particularly by LSTM and Transformer architectures with temporal features, while sparse and burst-dominated errors remain difficult to predict. Rather than proposing a deployment-ready failure prediction framework, this study provides empirical guidance on when forecasting is effective and highlights potential directions for improving forecasting accuracy in HPC hardware error analysis.

Volatility forecasts are commonly evaluated with aggregate accuracy metrics such as RMSE and MAE, but these metrics can hide conditional failures that matter for risk management. This paper proposes a model-agnostic audit framework for evaluating whether volatility forecasts remain reliable across latent market regimes. We learn time-series representations of market-state windows, cluster them into regimes using only training information, assign regimes out of sample, and compare aggregate forecast behavior with regime-conditional bias, tail-underprediction, and underprediction-sensitive economic losses. Applied to daily volatility forecasting across cryptocurrency and ETF assets, the audit shows that models with competitive aggregate accuracy can still exhibit substantial regime-specific bias and severe tail underprediction. The results suggest that volatility forecasting should be evaluated not only by average error, but also by where and how forecasts become unreliable. Our framework shifts forecast evaluation from asking which model is most accurate on average to identifying the market regimes in which apparently accurate forecasts fail conditionally. Reproducibility: https://github.com/arthurchagas1/Latent-Regime-Bias-Auditing-for-Volatility-Forecasting

Time-series foundation models (TSFMs) such as Chronos have demonstrated strong forecasting capabilities across domains, yet adapting them to institutionally fragmented settings, where data cannot be centralized due to regulatory, competitive, or sovereignty constraints, remains unexplored. We introduce FedChronos, a framework for federated parameter-efficient fine-tuning of an already pre-trained TSFM, a setting that existing federated time-series work has not addressed, since prior methods either pre-train from scratch or align prototypes rather than adapt a fixed backbone. Our approach applies Low-Rank Adaptation (LoRA) to the Chronos-T5 backbone and trains across distributed clients using FedAvg and FedProx, transmitting only lightweight adapter weights (384~KB per round, an 86$\times$ reduction over full-model exchange). We evaluate FedChronos on daily commodity prices from 15 Indian agricultural markets across 9 states, a naturally non-IID federated setting, and find that naïve LoRA fine-tuning overfits substantially on small per-client datasets, dropping below zero-shot performance. We further observe that differential privacy (DP) noise can act as implicit regularization and counteract this overfitting: in our experiments the strongest configuration ($\varepsilon = 5$) reduces mean absolute percentage error (MAPE) by 31% over zero-shot and 26% over the best traditional baseline, while bounding each round's information leakage via per-round $(\varepsilon, δ)$-differential privacy. Because the model is compact and the updates are small, the approach also suits edge AI deployments where both the network link and the client device are constrained. Overall, our findings suggest that privacy and accuracy can be complementary rather than competing objectives in federated TSFM fine-tuning.

Traffic congestion prediction is essential for congestion mitigation, but the COVID-19 pandemic and related control measures altered travel behavior and increased prediction complexity. This study predicts congestion in Alameda County, California, during pre-lockdown, lockdown, and post-lockdown periods. Weather, seasonality, and COVID-19 variables are incorporated, and Recursive Feature Elimination with Cross-Validation is used to select important features and reduce overfitting. Support vector regression, multiple linear regression, recurrent neural networks, and long short-term memory networks are trained and optimized. Because LSTM is more sensitive to hyperparameter settings, an adaptive parameter selection approach is used, while SVR and RNN are manually tuned. Performance is evaluated using Normalized Root Mean Square Error. Bidirectional LSTM consistently performs best across all periods because it captures temporal dependence in both directions. Integrated Gradients is used to interpret Bi-LSTM predictions, and SHapley Additive exPlanations is applied to SVR. New COVID-19 cases have a mainly negative effect on congestion during lockdown and post-lockdown, likely due to greater risk awareness, voluntary travel reduction, and compliance with mobility restrictions. In the post-pandemic period, higher hospitalization reduces travel and congestion, while higher fuel prices do not prevent a shift toward private vehicles and therefore increase congestion.

Leaf Area Index (LAI) is a fundamental biophysical variable governing land-atmosphere interactions; however, LAI forecasting at high spatial resolution remains an unsolved challenge. While recent machine learning approaches have demonstrated LAI estimation at point or regional scales, none provides a gridded, meteorology-driven prognostic forecast suitable for subseasonal land surface and climate modeling applications. Here we present a sequence-to-sequence Convolutional LSTM (ConvLSTM) framework that generates daily 1-km LAI forecasts up to 30 days ahead, driven by historical LAI sequences and daily meteorological forcing including temperature and precipitation. Trained and evaluated over the South-Central United States -- a region of strong climate gradients and diverse vegetation -- the model achieves a domain-averaged RMSE of 0.36 at a 30-day lead time, more than a third lower than the persistence baseline. Forecast skill remains robust across seasons, geographic distributions, and plant functional types, including forests, grasslands, shrublands, and croplands. To our knowledge, this is the first demonstration of skillful LAI forecasting at a 30-day horizon at 1-km resolution.

As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves. Although existing interpretable-by-design forecasters reveal their internal structures, they offer no guarantee that these structures faithfully reflect the underlying evidence driving the predictions. In contrast, while faithfulness-oriented methods explicitly verify model behavior, they are almost exclusively designed for post-hoc classification tasks. To bridge this gap, we propose IB-Forecast, an inherently interpretable multivariate time-series forecasting framework. It decomposes forecasting into a learned periodic component and a residual component computed with explainable masks over input tokens. With a budget-constrained information bottleneck, end-to-end optimization enables users to directly control explanation sparsity. With a rigorous faithfulness evaluation protocol, extensive experiments demonstrate that IB-Forecast matches the forecasting error of leading black-box models while providing faithful explanations at no additional inference cost. Furthermore, under a matched sparsity budget, these native explanations consistently surpass gradient-based, occlusion-based, and optimization-based baselines across all evaluated datasets. Ultimately, whereas the native explanations of existing interpretable forecasters exhibit poor faithfulness, IB-Forecast guarantees high explanation fidelity, requiring only 14-20% of the observations to deliver low-error predictions.

Emergency Departments (EDs) are critical access points in healthcare systems, yet they face persistent pressure from unpredictable patient demand, seasonal surges, and non-urgent visits. Effective ED planning requires forecasts at multiple decision-making levels: hospitals need local demand estimates for staffing and bed management, regions require forecasts to coordinate healthcare units, and national authorities need system-wide projections for capacity planning. However, most existing approaches forecast ED demand independently at a single level, ignoring the hierarchy linking hospitals, regions, and national systems. This can produce incoherent predictions, where hospital-level forecasts do not aggregate consistently to regional or national demand. We propose HierSTT, a hierarchical Transformer-based framework for coherent multi-level ED forecasting. HierSTT jointly predicts hospital, regional, and national level demand in a single end-to-end model. A Temporal Fusion Transformer captures national dynamics, while spatio-temporal Transformer encoder-decoder modules model regional and hospital demand conditioned on higher-level forecasts. A coherence-aware loss penalizes cross-level inconsistencies during training. We further introduce a nationwide Portuguese ED dataset covering 81 hospitals across 5 regional health administrations, with heterogeneous covariates at each level. Experiments show that HierSTT reduces average WAPE by 32% relative to the best non-hierarchical deep learning baseline and outperforms all classical hierarchical reconciliation methods, while producing near-coherent predictions across levels. Additional resources associated with this work are available at https://github.com/FilipaLino/HierSTT.

Accurate multi-week dengue forecasting supports timely vector-control interventions, outbreak preparedness, and healthcare resource allocation. However, newly established surveillance systems often lack the historical data needed to train reliable neural forecasting models. Although pretrained time-series models offer promising zero-shot forecasts, their cross-domain training may not capture local epidemiological dynamics. We propose TREA-Net, a Transferable Residual Epidemiological Adaptation Network for dengue forecasting under limited data. TREA-Net augments neural forecasting backbones with projections from an Environmental Time-Series Susceptible-Infected-Recovered model and learns a lightweight gated residual correction transferable from data-rich to data-scarce regions. Its node-invariant design accommodates surveillance systems with different numbers of locations, while target adaptation requires learning only two global parameters. We transfer knowledge from long-running dengue surveillance in Colombia and Nicaragua to 8-week-ahead forecasting in Mexico and Malaysia using only 78 or 104 weeks of target data. Across five neural backbones and ten transfer settings, TREA-Net improves the corresponding backbone in 9 out of 10 settings, with statistically significant gains. When integrated with TiRex, a foundation model for forecasting, it achieves the lowest mean absolute error across all target datasets. Conformal prediction further maintains empirical coverage while reducing 8-week prediction-interval width by 29.6% in Mexico. These results demonstrate TREA-Net's potential as a lightweight and portable early-warning framework for health agencies with limited surveillance data.

Probabilistic K-line forecasting describes uncertainty in four complementary prices, namely open--high--low--close (OHLC). However, it introduces two consistency problems: quantile crossing and K-line crossing. Quantile crossing occurs when a higher-quantile forecast falls below a lower-quantile forecast, while K-line crossing occurs when the forecast low exceeds the open or close, or the forecast high falls below the open or close. Existing solutions generally address only one problem through output reordering, specialized architectures, or penalized training objectives. We propose K-line--Quantile Sequential Projection (KQSP), a parameter-free and training-free reconciliation method applicable to forecasts produced by any model. Compared with other crossing solutions, KQSP preserves predictive accuracy while producing substantially smaller corrections to the original forecasts. To mitigate model bias, we evaluate KQSP using various models, including pretrained foundation models. KQSP reduces both quantile and K-line crossing rates to zero for all test data undertaken. These results show that probabilistic K-line consistency can be enforced independently of forecast generation and without retraining.

We propose an index for predicting the U.S.\ Federal Open Market Committee (FOMC) decision to hike/hold/cut the current federal funds target rate based on how a collection of personas responds to current market conditions. To construct the index, we collected a new dataset consisting of nearly $25{,}000$ retrievable chunks from publicly available data. We partition the data into per-member corpora and use each as the retrieval database of a generative system we refer to throughout as a ``persona''. We first evaluate the personas across two complementary components of likeness: identifiability and detectability. Each persona's behavior is highly attributable (average member-conditional recall is $8\times$ chance) and generated content is nearly indistinguishable from held-out real content ($\hatτ_{\mathrm{det}} = 0.23$ against a $0.15$ floor). We then present evidence that query-conditioned representations of the personas capture members' monetary-policy stance relative to a known hawk--dove reputational ordering (Kendall's $τ= 0.63$, $p < 0.001$), substantially outperforming retrieval-only representations. These representations vary with time and current market conditions and form the basis of our proposed persona-based rate action index. For the $2022$--$2025$ period the index tracks the rate cycle (Kendall's $τ= 0.68$, $p < 10^{-6}$) and can be used to construct a simple classifier that predicts per-meeting outcomes at non-trivial accuracy ($0.69$ versus a $0.47$ base rate). Importantly, the index outperforms informative baselines and leads the federal funds target rate by roughly three quarters. As far as we are aware, our results are the first to demonstrate the ability to capture time-varying group behavior via a collection of digital personas.

Many time-series forecasts depend not only on prior observations but also on actions specified during the forecast period. In intensive care units (ICUs), future vital signs and laboratory values are influenced by treatments such as vasopressors. However, models that predict the full future sequence all at once make little use of these treatments, whereas autoregressive models can accumulate errors. We introduce DRIFT, a hybrid framework in which a direct model produces the primary forecast and a recursive, action-conditioned model contributes constrained corrections. We evaluate DRIFT on 6,046 admissions from MIMIC-IV and 8,345 admissions from eICU-CRD. Averaged across the 8-, 24-, and 48-hour forecast endpoints, DRIFT reduces mean absolute error for mean arterial pressure (MAP) by 0.673% relative to an action-conditioned Temporal Fusion Transformer (TFT-action) on MIMIC-IV and achieves the lowest corresponding error among the compared models on eICU-CRD. Although the overall accuracy improvement is modest, a MIMIC-IV audit restricted to windows in which the supplied treatment sequence was altered showed that DRIFT achieved lower observed-target MAP error than TFT-action at 8 and 24 hours. Treatment-sequence alteration increased DRIFT's MAP error by 0.21-0.26 mmHg more than it increased TFT-action's error, with prediction changes occurring primarily after the supplied paths diverged. In a separate robustness experiment, the MAP advantage persisted under three shared checkpoint-selection rules emphasizing overall endpoint error, MAP error, or both equally.

Machine learning demand forecasts optimize statistical accuracy yet leave excess operational volatility that inflates safety stock and amplifies the Bullwhip effect. We introduce \textbf{Contextual Deconvolution} (CD), a two-stage estimator that reframes demand sensing as a convex decomposition: a kernel-modulated banded operator separates transient promotion-driven shocks from a smooth structural baseline, and hierarchical partial pooling enables catalog-scale deployment without per-SKU training. The operator is data-derived, not imposed---it reduces to the identity wherever the promotional response is impulsive (most of M5, all of Favorita) and contributes only where genuine multi-day carryover exists, so the gains rest on the structural decomposition itself. Evaluating strictly out-of-sample on 30,490 M5 SKUs and 2,845 Favorita items, with calendar-aware baselines given CD's identical future calendar, we anchor the contribution on a full inventory-cost accounting: CD lowers safety stock, holding cost, and order variance but under-provisions event spikes, reducing total cost only when holding costs exceed $\sim$20% of stockout costs (95% CI $[17\%,25\%]$); otherwise it is an operational-stability and inventory-capital layer, not an expected-cost minimizer. Its accuracy contribution is reliability rather than central tendency: across eleven baselines, CD attains the lowest cross-sectional dispersion of per-SKU error and mis-forecasts by more than 200% on 0.8% of SKUs versus 9.9--20.6% for every baseline, ranking first on both in all four M5 draws. Because the Variance Ratio and std-based safety stock are minimized by any sufficiently smooth forecast, we treat them as diagnostics, not objectives. A supporting analysis shows the learned demand operators are non-normal, yet CD's compact parametric kernel matches their operational performance interpretably.

Text-conditioned time-series forecasting predicts a series from both its numerical history and natural-language context, allowing forecasts to account for events and constraints that the past alone cannot reveal. This requires both reliable numerical forecasting and the ability to interpret contextual information. Time-series foundation models (TSFMs) provide strong numerical forecasts, while large language models (LLMs) can reason over text, but combining their strengths remains challenging because asking an LLM to generate or revise forecast values directly can distort the temporal structure captured by the TSFM. We instead formulate forecasting as a planning problem over TSFM-generated trajectories. The frozen TSFM acts as a simulator that proposes numerical continuations, while the LLM acts as a policy and value function that guides candidate selection and evaluates completed trajectories against the context. We instantiate this as \rc{} (\textbf{L}LM \textbf{A}s \textbf{F}orecasting \textbf{P}lanner), a training-free framework that bridges the modality gap without retraining either model, using Monte Carlo tree search (MCTS) over the forecast horizon with a \emph{Ranker} LLM as policy and a \emph{Judge} LLM as value function. Experiments on Context-is-Key and Time-MMD across two TSFM backbones (Chronos and TimesFM) and four LLMs show that \rc{} delivers consistent improvements across model choices, supporting sequential search as an effective training-free approach to text-conditioned forecasting.

In this study, we developed and evaluated four conditional energy-based forecasting architectures: a classical Gaussian-Bernoulli CRBM, a hybrid quantum-classical QCRBM, a full-register QQRBM, and a lag-feature QFeatureQRBM with complete derivations of their conditional distributions, Contrastive-Divergence gradients, and hybrid training, bridging the energy-based formulation and the implementation-level quantum computation. Unlike prior comparisons, our evaluation enforces symmetric hyperparameter optimisation: classical and quantum-specific hyperparameters receive an equally thorough grid search across thirteen structured experiments. We test on two data classes, a Gaussian-process dataset (GP) generated with real financial data and the input-driven NARMA-10 nonlinear benchmark. Across both regimes we find no systematic evidence of a quantum advantage at the available sample size: no quantum architecture improves on the best classical baseline. The fully quantum QQRBM and QFeatureQRBM are significantly worse, whereas the hybrid QCRBM is statistically indistinguishable from the strongest classical CRBM on both datasets. A power analysis bounds this null result: at n = 12 only medium-to-large effects are detectable, so small advantages cannot be excluded. An iso-parameter (matched-budget) comparison reaches the same conclusion: the classical CRBM is lowest at three of the four budgets and no CRBM-vs-QCRBM difference is significant at any budget.

Sky-image irradiance studies often compare forecasting systems in which the image encoder, temporal model, fusion block, target definition, and training recipe all change together. We use a narrower protocol: the multimodal forecasting pipeline is fixed, and only the visual backbone is varied. The shared setup keeps preprocessing, clear-sky-index normalization, weather-history encoding, fusion, regression head, loss, optimizer schedule, seed, and chronological split policy unchanged. We compare ConvNeXt, Swin Transformer, VMamba, Spatial Mamba, and MambaVision backbones for 10min-ahead forecasting on Folsom and a strict matched NREL split. Forecast skill is measured against clear-sky-index smart persistence, and temporal-only rows are reported as weather-history diagnostics rather than as the main ranking criterion. On the Folsom strict split, all evaluated visual-backbone runs improve over smart persistence. In the evaluated single-seed strict runs, VMamba Small and Swin Base reach matched Folsom RMSE values of 65.39 W/m^2 and 65.50 W/m^2; the temporal-only diagnostic reaches 69.51 W/m^2. On the 313-sample NREL strict split, smart persistence remains strongest at 17.48 W/m^2, while the lowest visual RMSE is obtained by Swin Tiny at 23.76 W/m^2. These results provide a reproducible encoder comparison under one fixed multimodal operating point rather than establishing architecture-level dominance, statistically resolved ranking, or fully optimized forecasting performance. Code available here: https://github.com/Oshadha345/irradiance_benchmark

In this paper, we study the extension of Neural Jump ODEs to infinite-dimensional function spaces. In particular, the underlying process $X$ now takes values in $L^2(Ξ, \mathbb{R}^{d_X})$ instead of $\mathbb{R}^{d_X}$ and the Operator NJ-ODE approximates the optimal predictor of this process by producing a representative of the conditional expectation. The NJ-ODE model is a framework for online learning the optimal prediction of continuous-time stochastic processes, given discrete, possibly irregular and incomplete past observations. In a series of works, this model has been extended to deal with generic path-dependent processes, with observation noise and dependent observations, with long-term predictions, and with input-output systems. However, throughout all of these works, the underlying processes were restricted to be finite-dimensional. In particular, function-valued problems, like yield curve or volatility surface predictions, could only be handled through discretization, which inherently leads to a loss of information. In this work, we build on ideas from Neural Operator methods that allow us to extend the NJ-ODE framework to an infinite-dimensional output process. To prove convergence of the NJ-ODE to the optimal prediction process, we develop a new approximation strategy that also generalizes previous works in the finite-dimensional setting by considerably weakening the assumptions.

Volatility forecasting is dominated by persistence and measurement noise, leaving limited residual structure for nonlinear models to exploit. We introduce Susceptible Architectures (SUSA), a reservoir-design principle for volatility forecasting, and its two concrete implementations, based on complex-valued open-chain and periodic reservoirs and regime-conditioned experts to interpret reservoir features across calm, onset, recovery, and persistent-stress states. We also implement open-system $q$-qubit counterparts in Qiskit while retaining a common AR-Ridge anchor and a bounded residual correction trained under QLIKE. We evaluate models on 16 U.S. equity and exchange-traded-fund series using three disjoint chronological training, validation, and test folds, a 12-observation input window, and a five-observation forecast horizon. The proposed models perform competitively with GARCH, achieving statistically significant QLIKE improvements for specific assets (IWM, XLP). Also models' forecasts complement HARQ-style predictions: a stacked ensemble improves mean QLIKE by 0.0116 over its strongest constituent and wins in 75% of test scenarios.

Forecasting multiple time-series with high-dimensional covariates presents a core challenge: unifying common temporal patterns while retaining meaningful series-specific information. We introduce Hopformer (Homogeneity-Pursuit Transformer), a two-stage framework that addresses this challenge. In the first stage, we perform a Sparsity Pattern Aggregation (SPA) scheme extracting a common low-variance trend that incorporates the covariates. This acts as a homogenization layer. In the second stage, a LoRA-fine-tuned Transformer models the remaining complex dependencies in the residual. Our method is theoretically grounded. We prove that SPA achieves a near-optimal bias-variance trade-off via an oracle inequality. We also provide generalization bounds for the second stage under dependent time series data. Hopformer sets a new state of the art, improving MASE by an average of 6.56% across synthetic and real-world forecasting benchmarks.

AI weather models are in the process of revolutionising weather forecasting. While these models have been shown to achieve superior performance to physics-based NWP in forecasting tropical cyclone (TC) tracks, they tend to dramatically underestimate intensity. Here we present AIFS-TC, a simple correction to the AIFS-Single model that is competitive with the operational state-of-the-art for forecasting maximum wind speed and minimum central pressure at lead times of 12 h to seven days. This performance also holds for rapid intensification events. Notably, the entire system was autonomously designed and built by a large language model (Claude Fable 5) in a few hours, directed through a small number of natural-language prompts by a single domain scientist. That the operational frontier can be reached with an open-source AI forecast model (AIFS-Single) and relatively simple, cheap post-processing is significant for TC science, and points to agentic coding as a route to rapid exploration and progress in life-saving early-warning systems in other domains.

Reliable electric vehicle (EV) charging infrastructure is a cornerstone of sustainable, low-carbon cities, yet urban climate stress such as extreme heat, heavy precipitation, and humidity increasingly raises equipment fault risk and undermines the resilience of urban energy and mobility services. Shifting operation from reactive repair to preventive maintenance depends on accurate, forward-looking fault-risk prediction, a task complicated by the heterogeneous time scales of physical, behavioral, contextual, and historical signals and by forecasting over a multi-week horizon. We develop FGDSE, a feature-governed dynamic stacking ensemble that forms an interpretable decision-support system for climate-resilient charging-asset management. It partitions heterogeneous signals into four feature families, assigns each to a domain expert whose inductive bias matches the data, and adds two deep temporal experts for short-term pulses and long-term degradation; a horizon-wise gating mechanism then learns adaptive weights to forecast daily fault risk over 1 to 30 days. SHAP attribution and an X-learner extend the probabilistic output into causal decision support with post-level treatment effects. On 25 months of data from 13 stations, FGDSE surpasses twelve baselines beyond the ten-day horizon, sustains about 85% macro-recall at 30 days with an AUC decay of only 3.2 points, and reveals a shift of dominance from fault history toward climate stress. It identifies extreme heat as the sole exposure whose causal effect amplifies over time, flagging roughly 30% of posts as heat-sensitive and yielding quantitative thresholds for climate-adaptive maintenance that strengthens urban mobility resilience and sustains low-carbon travel.

Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns. Many existing approaches rely on attention-based mechanisms that incur quadratic complexity and scale poorly with increasing numbers of variates. Recent attention-free aggregation models address this issue through linear-complexity core-based interactions, but they do not explicitly leverage the global periodic structure present in the data. To overcome this limitation, we propose CARNet, a Cycle-Conditioned Core Aggregation and Redistribution framework that integrates global recurrent cycle information into efficient core based interaction modeling via Multihead Core Aggregation. Extensive experiments on multiple real-world multivariate forecasting benchmarks demonstrate that CARNet consistently outperforms strong transformer and non-attention baselines across diverse prediction horizons while preserving linear-complexity modeling of cross-variate dependencies.

The modeling of hydrometeorological time series with limited observations is a key challenge in the monitoring of hydro-systems and water resources, as well as for flood or drought risk assessment. Due to the high variability of the underlying processes and the sparsity of available measurements, traditional statistical approaches often struggle to accurately represent their dynamics. In this context, recent advances in deep learning offer a promising direction for improving the representation and generation of complex temporal processes sampled at several observation sites. This study investigates the application of transformer-based diffusion models to the simulation and reconstruction of hydrological time series. The proposed framework is applied to the joint modeling of water quantity and quality at six sites spread across three adjacent headwater catchments located in North-East France on a limestone plateau covered by forests and field crops. The model is calibrated and validated using available observational data, which has been quality controlled and corrected for sensor drift and malfunction through collaborative efforts by LNE metrology expertise and Andra monthly quality control over more than 15 years. Its performance is compared with several established baseline approaches commonly used for time series modeling. Quantitative evaluation metrics are employed to assess the ability of the proposed method to reproduce key temporal characteristics of the observed signals in two settings: the imputation of incomplete time series and the forecasting of upcoming hydrological conditions. Results support the effectiveness of the transformer-based approach and highlight its capacity to capture and simulate the complex patterns present in hydrological data. In particular, the results indicate that diffusion models can efficiently sample realistic time series distributions under observation settings with variable missing data for both forecasting and imputation.

Preprocessing blood glucose time-series data is a critical yet often overlooked step in developing data-driven methods for diabetes management, particularly for type 1 diabetes. The lack of standardized preprocessing workflows and evaluation protocols hinders reproducibility and complicates fair comparison across studies. These challenges are further exacerbated by data-sharing restrictions, as privacy and licensing constraints often prevent the redistribution of preprocessed medical datasets. To address these limitations, we present GlucoTune, a comprehensive and extensible framework for reproducible experimentation with blood glucose time-series data. The framework standardizes the entire experimental workflow, from preprocessing to model evaluation, enabling reproducible experiments directly from the original datasets. Reproducible preprocessing is achieved through configurable pipelines defined in portable YAML configuration files, ensuring consistent data handling without distributing sensitive preprocessed data. Beyond preprocessing, GlucoTune provides a unified interface for implementing, training, and evaluating blood glucose prediction models. The framework integrates public datasets through standardized wrappers and provides a curated collection of state-of-the-art blood glucose prediction and general time-series forecasting methods, while remaining readily extensible to additional datasets, preprocessing strategies, and forecasting models. To promote transparent and consistent evaluation, GlucoTune includes a benchmarking leaderboard that reports results across datasets, preprocessing configurations, and forecasting methods, enabling systematic comparison of experimental settings. We demonstrate the effectiveness of GlucoTune through comprehensive experiments and assess its usability in a user study.

Accurate modeling of environmental systems is fundamental to scientific understanding and decision-making, yet remains challenging because observations are limited and physical dynamics vary across systems. Retrieval-augmented approaches offer a natural path to transfer knowledge across systems, but standard embedding-based retrieval does not guarantee consistency of underlying physical processes, since scenarios with similar embeddings may arise from different underlying mechanisms. We propose Physics-Informed Environmental Retrieval (PIER), a model-agnostic framework that augments embedding-based retrieval with a physics-aware stream that scores candidates by flux-response consistency with the target, using local verifiers trained on physics-derived flux features. A weight adjustment mechanism then learns per-scenario weights that adaptively balance the two retrieval streams based on diagnostic features summarizing physics-stream reliability. Experiments on 356 lakes across the Midwestern United States spanning 41 years show that PIER consistently outperforms baselines for water temperature and dissolved oxygen prediction, and serves as a general augmentation strategy across diverse backbones.

Short-term Heart Rate Variability (HRV) forecasting could provide clinicians with actionable lead time for detecting autonomic dysfunction and adverse cardiac events. Consumer wearable devices generate fragmented, artifact-rich HRV signals that challenge conventional forecasting approaches. In this study, we evaluated the forecasting ability of three Time Series Foundation Models (TSFMs), TimesFM, Chronos, and MOIRAI, against traditional baselines (Mean, Exponential Smoothing, and Exponentially Weighted Moving Average) on real-world wearable data collected from 49 healthy individuals. To address data fragmentation, we introduce a variability-preserving imputation method that augments linear interpolation with locally adaptive stochastic noise, retaining physiological dynamics essential for accurate forecasting. The results show that TSFMs outperformed all baselines without fine-tuning, achieving average Mean Absolute Scaled Error (MASE) between 0.81 and 0.87 across TSFMs and both context lengths (32 and 64 time steps), with Chronos and TimesFM as the top models, though MOIRAI showed limited gains over baselines. With up to a 2-hour forecast horizon, the results establish a baseline for TSFMs' performance on a real-world dataset, highlighting domain-specific fine-tuning as a promising direction for clinical deployment.