Time Series Forecasting

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Latest papers 667

139 papers in the last four weeks, up 101% on the four weeks before. 0.9% of all new papers.

Jul 22, 2026

Time Series Network Utilization KPI Forecasting Using Advanced AI/ML Models

The rapid proliferation of data-intensive applications, cloud infrastructure, and IoT ecosystems has made proactive resource provisioning critical for maintaining optimal network performance. However, network administrators face a constant battle against capacity constraints, where traditional reactive approaches fail to accurately anticipate traffic fluctuations. This inability to foresee demand leads to costly over-provisioning, unexpected downtime, and degraded quality of service directly impacting operational budgets and business continuity. To achieve efficient capacity planning, accurate forecasting of bandwidth utilization is essential. This study addresses the challenge by evaluating a diverse spectrum of models including seasonal decomposition, Prophet, Random Forest, XGBoost, Support Vector Regression, and advanced deep learning architectures like bidirectional and Convolutional LSTMs - using a common interface dataset benchmarked across MAPE, NRMSE, and R-square metrics. Ultimately, this research delivers actionable insights into the trade-offs between model accuracy and computational efficiency, empowering engineers, operators, and business owners to select the optimal forecasting model for their specific infrastructure needs.

Niraj Gadhe, Kirti Bhardwaj, Moulik Jain +2

Independent Researcher

Time Series Forecasting Forecasting Benchmarks Recurrent Neural Networks Traffic Forecasting

Jul 22, 2026

Expert-Guided Forecast Editing for Time-Series Foundation Models

Time-series foundation models can forecast across heterogeneous domains without task-specific training, but their forecasts are fixed once produced and cannot directly incorporate task-specific expert feedback. We study expert-guided forecast editing: a frozen foundation model generates candidate future trajectories, and an expensive expert evaluator scores them to guide forecast revision. Under a tight query budget, two natural strategies sit at opposite ends: best-of-

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purely exploits the foundation model's predictive distribution, while optimization approaches mostly explore the forecast horizon as an unstructured high-dimensional vector. Each extreme is individually sub-optimal. We introduce \textbf{DEFT}, an expert-guided forecast editing framework that balances the two by first exploiting the foundation model's predictive samples in a decomposed trend--seasonal space, then exploring around them via component-wise refinement. DEFT queries the expert only on complete trajectories, then reuses scores for the trend and seasonal components that appeared in the queried recombinations. This lets each expert query provide structured component-level feedback while keeping the foundation model frozen. We compare DEFT against direct search approaches, including best-of-

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, cross-entropy methods, and Bayesian optimization, under matched expert-query budgets. Across two forecasting benchmarks consisting of 78 datasets, three time-series foundation models, four feedback types, and seven query budgets, DEFT consistently improves the effectiveness of expert guidance. A molecular-dynamics case study further suggests that the same principle extends to more physically grounded feedback, supporting the hypothesis that sparse test-time guidance should be spent balancing prior exploitation with structured exploration.

Hung Le, Minh Hoang Nguyen, Manh Nguyen +2

Deakin Applied Artifical Intelligence Initiative Deakin University, Australia

Black-Box Optimization Time Series Forecasting Time-Series Foundation Models Inference-Time Guidance

Jul 21, 2026

A Deep Learning Framework for Predicting Solar EUV Irradiance During Significant Flares

We present FlareEUV, a multimodal deep learning framework for predicting daily extreme ultraviolet (EUV) irradiance at 6.5 nm over three consecutive days during significant solar flares, using multi-instrument observations from NASA's Solar Dynamics Observatory (SDO). We consider 33 significant flares in the period between 2011 and 2014 in Solar Cycle 24. The SDO observations include 13 co-aligned full-disk images, comprising eight AIA EUV/UV and five HMI magnetic/continuum products. FlareEUV learns the relationship between magnetic structure and coronal emission from the raw imaging data using a lightweight attention-based architecture. Our experimental results demonstrate the good performance of FlareEUV in short-term EUV irradiance forecasting during the significant flares and its superiority over baseline methods.

Sathvik Soman, Jason T. L. Wang, Haimin Wang +1

New Jersey Institute of Technology, Newark, NJ, USA · Sam Houston State University, Huntsville, TX, USA

Time Series Forecasting

Jul 21, 2026

Subject-Conditioned Glucose Forecasting in Type-1 Diabetes

Accurate forecasting of blood glucose concentration is key in the management of Type 1 Diabetes, facilitating early detection of adverse glycemic events and supporting timely therapeutic interventions. Despite recent advances in glucose prediction, most existing approaches rely on population-level representations or implicit personalization strategies that fail to deliver effective subject-specific forecasts. In this work, we propose Subject-Conditioned Glucose Prediction (SCGP), a novel multimodal deep learning architecture conceived for personalized blood glucose prediction. SCGP conditions glucose predictions based on observed glucose data and a compact subject-specific representation learned from contextual information. By explicitly separating subject characterization from glucose dynamics modeling and avoiding early fusion of heterogeneous inputs, the proposed framework effectively captures inter-subject variability while preserving robust and reliable temporal modeling. Experiments on two state-of-the-art benchmark datasets demonstrate that SCGP consistently improves forecasting performance, enabling reliable detection of adverse glycemic events across multiple prediction horizons, highlighting the benefits of explicit subject conditioning for personalized diabetes management.

Giorgia Rigamonti, Mirko Paolo Barbato, Davide Marelli +1

Department of Informatics, Systems and Communication University of Milano-Bicocca Milan, Italy

Type 1 Diabetes Time Series Forecasting Blood Glucose Forecasting

Jul 20, 2026

Censoring-Aware In-Context Learning for Generalized Supplier Lead Time Estimation in Supply Chain Planning

Supplier lead time forecasting is a central input to material requirements planning, inventory optimization, and supply chain risk management. However, many industrial lead time datasets are naturally right-censored: at the time forecasts are required, some orders have not yet arrived. Standard regression and classification approaches discard this information, while conventional survival models require task-specific modeling. We propose LeadTime-ICL (LT-ICL), a censoring-aware in-context learning model for probabilistic lead time forecasting. LT-ICL combines a transformer backbone with a conditional normalizing-flow head, producing a full predictive distribution over lead times. The model is pretrained on synthetic right-censored lead time tasks, enabling in-context adaptation to new industrial datasets without task-specific parameter updates. We provide theoretical support for this formulation by showing that excess CRPS is bounded by prior misspecification and amortized approximation errors, providing clear direction for improving forecasting performance. We evaluate LT-ICL on 24 proprietary supply-chain datasets spanning seven industries. LT-ICL achieves the lowest point-forecasting error on 15 of the 24 datasets, and the lowest probabilistic forecasting error on 14 datasets, yielding the best average rank across both. These results support right-censored probabilistic forecasting as a practical formulation for supplier lead time prediction and demonstrate that pretrained in-context models can provide accurate, low-adaptation-cost forecasting for industrial planning systems.

Christopher Wang, Sebastien Ouellet, Behrouz Haji Soleimani +1

Department of Electrical and Computer Engineering, Queen’s University, Kingston, ON K7L 3N6, Canada · Kinaxis Inc., Ottawa, ON K2K 3J1, Canada

Survival Analysis Time Series Forecasting Probabilistic Forecasting In-Context Learning Supply Chain Management

Jul 20, 2026

Lightweight Wrappers for Adapting Time Series Foundation Models to Regional Drought Forecasting

Large \emph{Time Series Foundation Models} (TSFMs) demonstrate strong zero-shot forecasting capabilities across diverse domains. However, their application to regional climate forecasting faces practical challenges: model weights are often proprietary, local training records are limited, and computational budgets are constrained, making traditional fine-tuning approaches infeasible. To address these constraints, we introduce a lightweight, black-box adaptation framework (requiring no access to backbone parameters and no backbone fine-tuning) that enhances frozen TSFMs at inference time through two plug-and-play wrappers: \textbf{SMR\textsuperscript{2}} (Stationarity aware multi-resolution Residual), which decomposes the input into multi-resolution temporal views, learns stride specific residual corrections that capture regional dynamics, then adaptively ensembles them into a single forecast, and \textbf{MBB} (Moving Block Bootstrap), which preserves temporal dependencies through block resampling and ensembles over temporally coherent residual perturbations to stabilize the point forecast. Both wrappers instantiate the same bagging style principle: they build diverse views of the input or its residuals, forecast each with the same frozen backbone, and aggregate, so all adaptation comes from inference time ensembling rather than any weight update. Evaluated on one month ahead Standardized Precipitation Evapotranspiration Index (SPEI) prediction across multiple sites in South Australia, our framework consistently improves forecasting performance across several backbone models, demonstrating up to 26% mean squared error (MSE) reduction over the corresponding frozen backbone while enabling practical deployment in resource constrained regional forecasting systems.

Wentao Gao, Jiuyong Li, Lin Liu +4

Adelaide University · Adelaide, Australia · CSIRO Technology +1

Test-Time Adaptation Time Series Forecasting Time-Series Foundation Models Multiscale Time-Series Modeling

Jul 20, 2026

Residual-Guided Multi-Resolution Refinement of Foundation Models: A Case Study in Drought Forecasting

Regional climate prediction presents unique challenges for time series foundation models, which typically process temporal patterns through single-pass inference. Expert climatologists, in contrast, employ multi-scale temporal analysis and iterative refinement based on systematic error diagnosis. We present RGMR (Residual-Guided Multi-Resolution Refinement), an inference-time framework that adapts pre-trained foundation models to perform structured coarse-to-fine refinement for climate forecasting without updating backbone parameters. Applied to drought forecasting using the Standardized Precipitation Evapotranspiration Index (SPEI), RGMR is architecture-agnostic across the three TSFM backbones evaluated per site (TimesFM, TimeGPT, TabPFN) and consistently lowers test-set MSE on three South Australian sites and three additional regions outside South Australia. Applied to TimesFM, the wrapper reduces one-month-ahead SPEI MSE by up to 18.9% across the three South Australian sites (mean reduction

\approx

18.7%). Overall, RGMR provides a practical route for deploying frozen TSFMs in regional climate forecasting workflows.

Wentao Gao, Jiuyong Li, Lin Liu +4

Adelaide University, Adelaide, SA, Australia · CSIRO Technology, Canberra, Australia · CSIRO Environment, Canberra, Australia

Time Series Forecasting Climate Modeling Time-Series Foundation Models Multiscale Time-Series Modeling

Jul 19, 2026

Fourier Geometric Wind Power Forecasting with Numerical Weather Prediction

Accurate short-term wind power forecasting is essential for grid stability and operational planning, yet remains challenging due to the complex interactions between atmospheric conditions and turbine dynamics. However, existing methods fail to effectively incorporate weather forecasting with wind turbine data (i.e., SCADA), leading to suboptimal solutions. To address this, we introduce a multimodal framework that integrates historical point-based SCADA data with grid-based Numerical Weather Prediction (NWP) forecasts, which is challenging due to heterogeneous input and the complex physical wind-turbine interactions. Our approach first explicitly decomposes inputs into scalar and vector features to better capture both site-specific and geometric dependencies and then incorporates a geometric encoder to extract rotation-invariant features from wind vectors. We further leverages a Fourier Neural Operator (FNO) architecture, which performs global convolutions in the frequency domain to efficiently model long-range spatiotemporal relationships. Extensive experiments on three real-world wind farms, with weather forecasting data, demonstrate that our model consistently outperforms state-of-the-art baselines, highlighting the effectiveness of its physically-informed design. The core implementation of our method is publicly available at: https://github.com/shawn-sypiao/GWPF.

Shiyuan Piao, Fan Zehui, Yang Liu +4

The Hong Kong University of Science and Technology · The Chinese University of Hong Kong · Tsinghua University Goldwind Science and Technology Co.,Ltd

Multivariate Time Series Forecasting Time Series Forecasting Spatiotemporal Forecasting Wind Power Forecasting

Jul 18, 2026

BG4Sea: Biogeochemical Seasonal Forecastability via Progressive Information Scaling

Marine biogeochemical forecasting is increasingly important for managing marine ecosystems and the carbon cycle, yet global, seasonal forecast products lag far behind physical oceanography, held back by the complexity of the processes involved and by data scarcity. We introduce BG4Sea, which to our knowledge is the first global, data-driven system to produce multivariate seasonal forecasts of the marine biogeochemical state. BG4Sea is a modular architecture with a column autoencoder that compresses the vertical column into a low-dimensional latent space, a latent forecaster propagates this representation forward in time, a surface-forcing conditioner that injects physical boundary information via Feature-wise Linear Modulation (FiLM), and a horizontal-coupling module that incorporates neighboring-column context through cross-attention. The model is trained and evaluated on the global ocean reanalysis BIORYS4 (NEMO/PISCES), and produces six-month forecasts at 1/4 degree, monthly resolution for dissolved chemistry, biology, and carbon-pool variables, outperforming persistence and climatology across most variables and lead times. We position BG4Sea as an interpretable baseline for future, more expressive approaches, and discuss predictability attribution to each component, alongside the model's structural limitations.

Gabriela Martinez Balbontin, Anastase Charantonis, Dominique Bereziat +1

Mercator Océan International LIP6, Sorbonne Université, Paris, France · INRIA (ARCHES) Paris, France

Multivariate Time Series Forecasting Time Series Forecasting Spatiotemporal Forecasting

Jul 17, 2026

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

Residential short-term load forecasting (STLF) is challenging because household demand is heterogeneous, temporally variable, and shaped by diverse behavioural routines. This work investigates whether inferred behavioural structure can be embedded within the forecasting mechanism of a Neural Process-based probabilistic model, rather than used only as an external grouping signal, for context-conditioned residential STLF. We propose a behaviour-conditioned Attentive Neural Process framework that treats each load profile as a forecasting task. Behavioural structure is represented by a discrete latent variable inferred from the available context and used for behaviour-conditioned decoder conditioning, while a continuous latent variable captures shared functional uncertainty across heterogeneous profiles. To enable conditioning without ground-truth behavioural labels, clustering-derived information provides weak supervision during training, whereas test-time conditioning relies only on context-inferred class distributions. Experiments on the Smart Grid, Smart City (SGSC) dataset use user-disjoint train/validation/test splits, variable context lengths, and multi-step forecast horizons, with comparisons against a label-agnostic ANP baseline and fixed-window deterministic STLF baselines. The proposed variants improve MAE and CRPS over ANP across horizons and context settings, with the largest gains under limited context. The best-performing variant achieves average reductions of 7.9% in MAE and 6.9% in CRPS relative to ANP. Compared with fixed-window baselines, this variant achieves lower RMSE across all evaluated horizons while maintaining competitive MAE, suggesting fewer large prediction deviations under heterogeneous consumption patterns. These results support single-model, uncertainty-aware forecasting across heterogeneous households, contexts, and horizons.

Ramin Soleimani, Andrea Visentin, Dirk Pesch

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

Neural Processes Time Series Forecasting Electricity Load Forecasting Probabilistic Time Series Forecasting

Jul 17, 2026

A Quantum-Classical Hybrid Framework for Multivariate Time-Series Forecasting Complexity-Fidelity Trade-offs and Limitations

This paper presents a unified quantum-classical hybrid framework for multi-horizon time-series forecasting, introducing two model variants Quantum Reservoir Forecaster (QRC-F) and Variational Quantum Forecaster (VQF-F). The proposed framework investigates the complexity-fidelity trade-off of quantum forecasting under near-term NISQ hardware constraints. Continuous time-series signals are transformed into binary representations through uniform quantization and encoded into quantum states using angle encoding with parameterized RY rotation gates. Cross-channel entanglement layers capture dependencies among multiple variables. QRC-F utilizes a fixed random unitary quantum reservoir for stable, gradient-free temporal feature extraction, whereas VQF-F employs a trainable variational quantum circuit optimized through the parameter-shift rule to learn temporal and inter-variable patterns from Pauli expectation values. Both models replace computationally expensive quadratic self-attention with efficient linear transformations, reducing parameter complexity. A shared MIMO-based multi-horizon prediction head simultaneously generates forecasts across multiple horizons, avoiding error accumulation in recursive forecasting. Experimental evaluations on benchmark datasets, including ETTh1, ETTh2, ETTm1, ETTm2, Weather, electricity, and exchange-rate, demonstrate that VQF-F achieves superior training stability and parameter efficiency, while QRC-F provides enhanced robustness and circuit fidelity under quantum noise. The results establish a practical quantum-native forecasting framework with strong potential for deployment on near-term NISQ devices.

Sanjay Chakraborty, Fredrik Heintz

Department of Computer Science & Engineering, Techno International New Town, Kolkata, India

Multivariate Time Series Forecasting Time Series Forecasting Hybrid Quantum-Classical ML Reservoir Computing Variational Quantum Circuits Quantum Reservoir Computing

Jul 17, 2026

A Predict-then-Correct Loop Based on Few-Shot Continuous Contextual Bandit for Demand Forecasting

Retail demand forecasting remains difficult when demand shifts faster than static forecasting models can be retrained, especially in early demand cycles where newly observed labels are sparse. To address this, this study aims to improve adaptive retail forecasting by proposing a predict-then-correct (PtC) framework that retains a first-stage machine learning (ML) forecast and applies a few-shot continuous contextual bandit correction policy with similar-SKUs augmentation and top-p masked updating. Across Walmart retail data and an exclusive beverage dataset, PtC delivers statistically significant reductions in MAPE, MAE, and RMSE across stable & high volume, stable & low volume, and erratic & intermittent demand patterns, improves average RMSE by 9.52% over the ML-only baseline in the ablation study, and yields lower inventory costs than base-stock, proximal policy optimization, and soft actor-critic policies under the tested lead-time settings. These findings show that online forecast correction can bridge offline demand learning and real-time retail decision-making by adapting to sparse feedback without fully retraining the base forecasting model.

Zhiwei Lei, Benedict Jun Ma, Ilya Jackson

Thrust of Intelligent Transportation, Hong Kong University of Science and Technology (Guangzhou), China · Center for Transportation and Logistics, Massachusetts Institute of Technology, USA

Time Series Forecasting Contextual Bandits

Jul 17, 2026

A Benchmark for Electrical Load Forecasting Across Grid Levels: Time-Series Transformers Outperform Established Methods

Accurate load forecasting at multiple grid levels is essential for future smart grids, ranging from aggregated control area forecasts for balancing supply and demand to forecasts of individual end-consumer loads for demand-side management and energy management systems. We present a comprehensive benchmark for load forecasting across grid levels, comprising three datasets that represent a transmission system operator control area, low-voltage grid feeders, and individual end consumers. We evaluate ten methods for short-term load forecasting and find that Transformer-based approaches consistently outperform established methods, reducing forecast error by 6.6-10.7 %. To analyze the impact of architectural design, we introduce YAformer, a flexible Transformer architecture that integrates modifications from prior work and is optimized via hyperparameter optimization. However, the standard Transformer achieves superior performance, suggesting that these architectural modifications are not required for accurate load forecasting. We further evaluate the Transformer-based time-series foundation model Chronos-2, which demonstrates competitive zero-shot performance on two datasets but fails to accurately capture special events in the TSO data. Detailed analyses reveal model-specific strengths and weaknesses, and ablation studies highlight the importance of long input contexts, covariates and continuous retraining - aspects that are often overlooked in the time-series forecasting literature.

Matthias Hertel, Sebastian Pütz, Jonathan Kolar +3

Karlsruhe Institute of Technology, Germany · Helmholtz AI, Germany

Time Series Forecasting Forecasting Benchmarks Electricity Load Forecasting Time Series Transformers Time-Series Foundation Models Power Systems

Jul 16, 2026

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

In many operational time-series forecasting applications, such as crowd demand forecasting, the risk related to under-prediction is substantially higher than that of over-prediction. Accurate prediction of rare demand spikes plays a critical role in downstream tasks. Yet most time-series forecasters are trained with symmetric objectives (e.g., MSE, MAE) and evaluated primarily on aggregate error, which can mask failures in extreme-values and peak-timing predictions. We introduce Asymmetric Peak-Aware Loss (APAL), a simple, model-agnostic objective that (i) penalizes under-predictions more heavily and (ii) increases the training weight of peak regions within each forecast window. We further propose a peak-critical evaluation protocol that complements MAE/MSE with channel-wise tail error (Top-10% and Top-1%) and peak metrics (precision, recall, F1 under timing tolerance, and peak timing error). We evaluate APAL on long-horizon multivariate forecasting across five state-of-the-art backbones, with a focus on pedestrian demand forecasting using (i) a production-ready subset of the City of Melbourne pedestrian hourly count dataset and (ii) a beach visitor count dataset. The generality of the loss function for time-series forecasting is tested on additional benchmarks. Across peak-critical datasets and settings, APAL improves tail accuracy and peak-prediction quality while exposing a controllable trade-off with aggregate error, making it a practical solution when peak-prediction failures are the dominant operational concern.

Theivaprakasham Hari, Yanan Xin, Winnie Daamen +2

Department of Transport and Planning, Faculty of Civil Engineering and Geosciences Delft University of Technology, Delft, The Netherlands · Mobility Innovation Centre Delft University of Technology, Delft, The Netherlands

Multivariate Time Series Forecasting Long-Term Time Series Forecasting Cost-Sensitive Learning Time Series Forecasting

Jul 15, 2026

VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling

Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs. We introduce Vector-Input Autoregressive Inference for Ordinal-Return Modeling (VAIOM), a decoder-only Transformer for probabilistic next-return modeling on one-hour foreign-exchange bars. VAIOM separates input representation from output likelihood: continuous multivariate financial-event vectors preserve numerical structure at the input, while a categorical distribution over the next volatility-normalized return bucket supports cross-entropy training and likelihood evaluation. The selected 0.9M Hybrid Continuous Input model combines continuous event features with categorical asset metadata, a Mixture-of-Market-States return head, Gap, volatility-regime, and Ordinal auxiliary objectives, and full-sequence supervision. Models and preprocessing are fit using pre-2024 Train data; models are selected on 2024H2 Validation and evaluated without refitting on two 2025 Test periods. Across three independent training seeds, every model outperforms fixed single-bar LightGBM baseline in both Test halves. For the canonical checkpoint, paired gains over LightGBM are 0.029 and 0.043 bits per event. Validation experiments show that continuous input improves over discrete-token input under the same categorical return objective, full-sequence supervision improves over last-position training, and auxiliary representation shaping together with a mixture-structured return head improves return likelihood in controlled comparisons. A supporting capacity study finds that the smallest evaluated complete architecture rung achieves the strongest Validation likelihood on the present corpus.

Yiming Ma, Xinyu Chen

Decoder-Only Language Models Time Series Forecasting Financial Time Series Time Series Transformers Finance Autoregressive Modeling

Jul 14, 2026

Accuracy-Preserving Stability Regularization for Large-Scale Retail Demand Forecasting

Retail demand forecasts are reused across replenishment, capacity, labor, and transportation planning cycles. Point-error objectives do not constrain abrupt movement between adjacent forecasts, while post-hoc smoothing acts only after model fitting. We ask whether a training-time penalty on consecutive within-series movement can improve horizontal forecast-path stability without materially changing point accuracy. The penalty is evaluated in a temporal-structured pipeline combining recent-demand embeddings with calendar, price, hierarchy, item, and store features. On selected M5 demand series at 1000, 3000, and 4000-series scales, the stability-aware hybrid model improves Forecast Stability Score over XGBoost by 6.91%, 6.66%, and 7.68%, respectively, while RMSE changes remain within 0.72% across three random seeds. Post-hoc exponential smoothing attains lower raw movement but incurs a larger RMSE cost; training-time regularization preserves more point accuracy and performs favorably under normalized stability. These findings extend forecast evaluation from point-error minimization toward an accuracy-stability trade-off perspective for operational retail forecasting.

Jize Li, Jiani He, Dishu Yang +3

Boston University, Boston, MA, USA · Massachusetts Institute of Technology, Cambridge, MA, USA · Northeastern University, San Jose, CA, USA +3

Time Series Forecasting

Jul 14, 2026

The Spectrum Is Not Enough: When Context Helps Time-Series Forecasting

A growing family of indices scores how predictable a series is from its spectrum. Practitioners increasingly read these scores as answering a different question: whether \emph{adding context}, a longer lookback, a retrieval plug-in, or a pretrained model, will help. These are not the same question. The value of context is a property of the operating point, not of the series. Any index built from the power spectrum is invariant under phase randomization, whereas the beyond-second-order value that retrieval and foundation models supply is not, because a phase-randomized series is asymptotically Gaussian. We state this as an impossibility result and isolate it with surrogate pairs that fix the spectrum and the marginal by construction. We then give a label-free, configuration-level diagnostic, the coverage deficit, whose principal term measures beyond-spectrum structure as the gain of analog over linear prediction. On seven benchmarks the prediction holds: window-keyed retrieval's value collapses across surrogate pairs (ECL median

+33\%\!\to\!-35\%

,

p{<}10^{-40}

) while every spectral index stays frozen; a foundation model's value splits into a surviving second-order part and a small beyond-linear margin that collapses; a longer linear window's value survives. Leave-one-dataset-out, the structure term predicts the sign of beyond-spectrum value where the spectral indices trail it, and the reverse holds for the second-order mechanism. We introduce no new forecaster; the contribution is the distinction, a controlled comparison, and a diagnostic for the deployment decision. Code: https://github.com/KurbanIntelligenceLab/SINE

Mert Onur Cakiroglu, Mehmet Dalkilic, Hasan Kurban

Luddy School of Informatics, Computing, and Engineering, Indiana University Bloomington, Bloomington, IN, USA · College of Science and Engineering, Hamad Bin Khalifa University, Doha, Qatar

Time Series Forecasting Retrieval-Augmented Time Series Forecasting Time-Series Foundation Models

Jul 14, 2026

Robustness of Deep Learning Models for PV Power Forecasting under NWP Forecast Errors: A Spatiotemporal and Physically Interpretable Analysis

Engineering use of AI forecasting models requires not only high nominal accuracy but also predictable behavior under uncertain inputs. In photovoltaic (PV) forecasting, this requirement is especially challenging because numerical weather prediction (NWP) errors are temporally correlated, state dependent, and physically coupled across variables. Existing evaluations, however, often rely on perfect forecast assumptions or simplistic perturbations that do not reflect these characteristics. This study presents a physically constrained robustness evaluation framework based on simulation, using virtual PV power as a controlled response variable to isolate the propagation of input uncertainty from confounders at the plant level. Six representative machine learning and deep sequence models, including PatchTST, GRU, N-HITS, and LightGBM, are evaluated under dynamic NWP perturbations with heteroscedasticity modulated by clear-sky conditions and Erbs reconstruction that preserves radiation consistency. The results show that sequence models provide stronger noise filtering and temporal resilience than a strong tabular baseline under medium to high disturbance regimes. SHapley Additive exPlanations (SHAP) and Integrated Gradients (IG) further support a feature reallocation tendency at the case level, in which predictive reliance shifts from corrupted future forecasts toward more stable historical observations and deterministic physical priors. A Pareto analysis of accuracy under clean conditions, robustness, and computational latency then translates these findings into engineering implications for robustness assessment and model selection under forecast uncertainty.

Dandan Chen, Yan Zhao, Xuepeng Chen

State Key Laboratory of Severe Weather Meteorological Science and Technology, Chinese Academy of Meteorological Sciences, No. 46 Zhongguancun South Street, Beijing, 100081, China · Key Laboratory of High Impact Weather (special), China Meteorological Administration, Changsha, 410073, China

Time Series Forecasting Solar Power Forecasting Spatiotemporal Forecasting

Jul 14, 2026

Learning-based Probabilistic Load Forecasting with Post-hoc and In-model Uncertainty

Smart-building load forecasters are often trained offline on dense, multivariate, high-frequency data, but deployment may provide only hourly, feature-limited inputs. Missing features must then be reconstructed, and their errors can propagate through the model. If this input uncertainty is not reflected, prediction intervals may become miscalibrated, affecting demand-response scheduling. Our work examines where uncertainty should be placed once inference inputs are reconstructed. We develop a unified one-day-ahead probabilistic forecasting framework that aligns temporal resolution, reconstructs the unavailable inputs, and derives causal features, and we compare a modular post-hoc residual-quantile scheme with an integrated in-model quantile-learning scheme. The comparison uses three mid-scale Deep Learning (DL) backbones: recurrent, hybrid recurrent, and attention-based Temporal Fusion Transformer (TFT) models, under identical inputs, forecasting horizon, preprocessing rules, and training budgets. Results show that uncertainty placement is backbone-dependent. Integrated quantile learning is most reliable with the TFT, yielding 2.2-3.6% MAPE and 28-83W RMSE on the labeled test window, while producing intervals about 5x narrower than the modular intervals at the closest-to-nominal coverage level. Diebold-Mariano tests support the TFT ranking and the mixed behavior of the recurrent backbones. A reconstruction-sensitivity test shows that reconstructed inputs increase the Quantile Score (QS) by 106% while interval width remains nearly unchanged, indicating that the model does not automatically absorb reconstruction-induced uncertainty. Robustness checks against non-DL baselines and seasonal hold-out weeks support this ranking. Our results expose the limits of post-hoc residual quantiles when inference depends on reconstructed inputs.

Sarah Al-Shareeda, Gulcihan Ozdemir, Heung Seok Jeon

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

Quantile Regression Time Series Forecasting Probabilistic Forecasting Electricity Load Forecasting Uncertainty Calibration Probabilistic Time Series Forecasting

Jul 14, 2026

When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting

Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets. An early LoRA adapter in this project appeared to reach roughly 80% directional accuracy; we show this is not evidence of skill. Over a long horizon in a rising market, a trivial "always-up" rule attains comparably high accuracy without using the input at all. To separate genuine skill from this base-rate artifact, we build a reproducible, frozen-data benchmark with expanding walk-forward folds, a stratified held-out-ticker split, honest baselines (zero-shot TimesFM, always-up, random-walk, persistence, AR(1)), and paired significance tests (McNemar, Diebold-Mariano) under Benjamini-Hochberg FDR control. We apply the identical method to two universes -- a tech-heavy NASDAQ-100 and a broad S&P 500 -- reporting excess accuracy over the always-up base rate. Three findings replicate. First, when the historical ~80% condition is recreated, the high number is a base rate of ~0.70 that the fine-tuned model scores below. Second, pooled LoRA shows no directional skill over the base rate at any horizon on either universe (negative at the six-month horizon). Third, per-sector specialization is significantly worse than a single pooled adapter (Diebold-Mariano p<0.001 on held-out stocks at h=128). Fine-tuning's only measurable benefit is a statistically significant reduction in point-forecast error relative to zero-shot TimesFM, which nonetheless does not beat naive baselines and confers no tradeable directional edge. The contribution is methodological: a defensible, fully seeded protocol that prevents the base-rate trap, together with the replicated negative result it produces.

Taizhen Cheung

Financial Forecasting Time Series Forecasting Forecasting Benchmarks Low-Rank Adaptation Financial Time Series Finance

Jul 13, 2026

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

Reliable uncertainty quantification is essential for integrating solar and wind generation into modern power systems, where operators must weigh risk rather than act on point forecasts alone. Existing probabilistic methods, however, often either lack finite-sample validity or require per-site recalibration, so a single model rarely transfers across the diverse climates of a dispersed generation fleet. This paper proposes a heteroscedastic, asymmetric, group-conditional split-conformal framework built on a bootstrap-diverse XGBoost ensemble, producing prediction intervals that adapt in width to local difficulty while retaining distribution-free coverage guarantees. A single fixed specification, with no per-site or per-horizon tuning, is evaluated across four climatologically distinct sites spanning both hemispheres, at horizons of 1 to 12 hours, for both solar irradiance and wind speed. The framework holds near-nominal coverage on both targets and reduces the Interval Score by up to 35% relative to competitive baselines, with the calibration and sharpness of its intervals shown to be properties of the method rather than of site-specific tuning.

Shreedhar Gangwar, Abhinav Bains, Banalaxmi Brahma

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

Group-Conditional Conformal Prediction Time Series Forecasting Conformal Prediction Solar Power Forecasting Wind Power Forecasting Probabilistic Time Series Forecasting+1

Jul 13, 2026

Inter-Stop Energy Prediction and Causal Driver Quantification for Dual-Source Trolleybuses via a Time-Aware Tabular Deep Learning Architecture

Dual-source trolleybuses alternate between overhead catenary supply and on-board battery operation, creating energy-use patterns driven by route attributes, high-frequency trajectories, and hourly weather. Existing models struggle to represent these heterogeneous inputs and rarely explain the causal drivers of consumption. This paper proposes a time-aware tabular deep learning framework for inter-stop energy management. Periodic time encoding is integrated into a parameter-efficient batch-ensemble backbone to jointly learn static and sequential features, while Bayesian optimization with tree-structured density estimation tunes hyperparameters. To move beyond prediction, a three-layer causal explanation pipeline combines feature attribution for marginal effects, a linear non-Gaussian acyclic model for causal direction discovery, and a meta-learner for net average treatment effects. Experiments on the Zurich trolleybus dataset enriched with meteorological records achieve a MAPE of 6.52% and R of 0.982, outperforming ten statistical, tree-ensemble, and deep learning baselines. Ablation results show that periodic time encoding contributes most to the accuracy gain. Causal analysis identifies regenerative braking ratio and average speed as the strongest energy-saving factors, while coasting distance is the main driver of excess consumption. The findings offer actionable thresholds for vehicle technology, driving behavior, capacity allocation, and catenary network planning.

Wentao Zeng, Zijian Huang, Yiming Bie +2

School of Management, Foshan University, Foshan, China a School of Management, Foshan University, Foshan, China · School of Mechanical and Electrical Engineering and Automation, Foshan University, Foshan, China · School of Management, Foshan University, Foshan 528000, China +7

Time Series Forecasting Tabular ML

Jul 10, 2026

Optimizing ARDL Models for Retail Sales Forecasting and Fair Pricing

Pricing food products to balance profitability with consumer welfare is a central challenge for retailers. Dynamic pricing is widely used to maximize revenue, yet most pricing models optimize business objectives while overlooking consumer fairness. This paper studies the risk of consumer exploitation under dynamic food pricing in Canada and proposes a methodology that embeds fairness constraints directly into retail sales forecasting. We model total retail trade sales with a log--log Autoregressive Distributed Lag (ARDL) specification, in which the coefficient on a product price is a sales elasticity, and pose the pricing problem as maximizing forecast sales subject to price bounds anchored to the Consumer Price Index (CPI). We solve this problem with both Linear Programming (LP) and Simulated Annealing (SA), under single-product and multi-product configurations. A key finding is that the fitted nominal elasticities are positive. As a result, an unconstrained sales-maximizer would push every price to its upper bound, and the CPI ceiling is the safeguard that prevents this. Simulated Annealing instead settles on conservative, interior prices that lower consumer cost while still meeting the sales target. We benchmark forecast accuracy against naive, seasonal-naive, ARIMA, and SARIMA baselines, and a CPI-deflated re-specification shows that the positive nominal elasticities are largely an inflation-driven artifact. The result is a transparent, fairness-aware pricing framework.

Sujay Uday Rittikar

Department of Applied Computer Science The University of Winnipeg Winnipeg, MB, Canada

Time Series Forecasting Algorithmic Fairness Dynamic Pricing

Jul 10, 2026

When Classical Baselines Are Tuned as Carefully as the Quantum Model, Does Quantum Reservoir Computing Still Win?

Can a small quantum computer forecast a changing signal better than an ordinary classical method? Many studies say yes, but the classical methods they compare against are often left in a basic, untuned state while the quantum model is carefully optimised. We ask what happens when the classical competitor is given exactly the same care: the same size and the same amount of tuning effort. We study two popular reasons a quantum reservoir is thought to help, using exact simulations of small quantum systems (up to eleven qubits) on prediction tasks. In both cases the quantum advantage disappears once the comparison is fair. In the first, extra quantum measurements add nothing that a simple classical formula of the same size does not already provide. In the second, a feedback loop genuinely helps the quantum model, turning a useless setup into a working predictor, yet a well-tuned classical network still predicts slightly more accurately, and the gap is statistically reliable. Our point is not that quantum reservoirs can never win, but that two of their commonly cited advantages do not hold up against fair classical competitors at this scale. We provide these matched comparisons as a simple, reusable checklist for honest benchmarking. All results are fully reproducible from fixed random seeds.

Tushar Pandey

Texas A&M University

Time Series Forecasting Forecasting Benchmarks Quantum Machine Learning Reservoir Computing Quantum Reservoir Computing

Jul 10, 2026

GatedLinear: Adaptive Routing of Complementary Linear Bases for Time Series Forecasting

Time series forecasting requires models to capture diverse, often mutually exclusive, temporal dynamics, from smooth trend continuation to nonstationary drift and strict phase-aligned recurrence. While recent deep learning models have improved accuracy, they typically force these diverse patterns through a single computational backbone governed by fixed algorithmic inductive biases (e.g., self-attention or spectral filtering). This single-mechanism approach often struggles with the profound heterogeneity of real-world series, where different variables and forecast horizons necessitate fundamentally different predictive treatments. To address this, we propose GatedLinear: a lightweight framework that frames forecasting as the adaptive routing of complementary linear bases. GatedLinear leverages a pool of three specialized mechanisms: a global trend-seasonal basis for smooth projection, a difference-based incremental basis for nonstationary drift, and a phase-aligned recurrence basis for explicit cyclic reuse. To dynamically orchestrate these distinct behaviors, we introduce a Tri-Factorized Fusion Gate that disentangles routing decisions into channel-specific preferences, horizon-aware offsets, and phase-indexed biases derived from known future time marks. This design allows the model to perform highly granular, point-wise soft routing across different predictive regimes without stacking computationally heavy neural modules. Experiments on standard benchmarks show that our method achieves state-of-the-art or highly competitive accuracy against recent complex foundational models, while offering explicitly interpretable routing patterns and operating with a substantially smaller parameter footprint.

Qitai Tan, Ruiwen Gu, Yilin Su +3

Shenzhen Key Laboratory of Ubiquitous Data Enabling · Shenzhen International Graduate School, Tsinghua University

Mixture of Experts Time Series Forecasting Non-Stationary Time Series Forecasting

Jul 10, 2026

On-Device Adaptive Battery Power Prediction for Electric Vehicles

Adaptive power management in Electric Vehicles (EVs) requires accurate power prediction. Although deep learning models have emerged as highly effective for time-series forecasting in this domain, their performance is prone to degradation when exposed to data with distributions different from the training data. We introduce a novel approach that enables on-device learning in resource-constrained EV systems to continuously adapt pretrained battery prediction models to new, unseen data. We leverage existing pretrained models by transforming them into adaptable versions that retain critical hyperparameter knowledge from their initial training. We comprehensively investigate both online and offline model adaptation strategies. Our results demonstrate significant improvements in forecasting performance across various models and time horizons, achieving mean absolute error reductions of up to 7.49% and 14.88% with online and offline adaptation techniques, respectively. This study highlights the substantial benefit of on-device adaptation, resulting in enhanced battery power predictions than unadapted model deployments in real-world EV scenarios.

Avik Bhatnagar, Anton Paule, Tobias Schuermann +2

FZI Research Center for Information Technology, University of Tübingen Germany

On-Device Training Continual Test-Time Adaptation Time Series Forecasting Edge ML

Jul 9, 2026

Frequency-Domain Multi-Modality Transportation Modeling

Multi-modality transportation refers to urban systems composed of multiple transportation modes, such as traffic flow and public transit, whose dynamics are coupled by shared temporal patterns. Accurate multi-modality transportation forecasting remains challenging because (1) different modalities exhibit distinct spectral characteristics and (2) interact unevenly across frequencies, whereas most existing methods operate primarily in the time domain or rely on coarse feature fusion. To address these limitations, we propose a lightweight yet effective Frequency-Domain Multi-Modality modeling (FreMo) that explicitly exploits the frequency domain to enable adaptive and selective cross-modality synergy. FreMo disentangles modality-wise spectral refinement from cross-modality synergy and supports plug-and-play integration with general time series backbones. Specifically, FreMo introduces a Modality-Wise Frequency Filter (MFF) to adaptively refine spectral components within each modality, emphasizing informative frequencies while suppressing noise. FreMo further incorporates a Frequency-Guided Synergy Integrator (FSI) that selectively aggregates information across modalities based on their relative contribution at each frequency, facilitating effective cross-modality knowledge sharing while mitigating negative transfer. Extensive experiments on real-world datasets show that FreMo consistently outperforms state-of-the-art baselines, with superior performance and generalization across diverse forecasting scenarios. The code is available at https://github.com/beginner-sketch/FreMo.

Jiewen Deng, Hangchen Liu, Junchen Li +2

Southern University of Science and Technology · The University of Tokyo

Multivariate Time Series Forecasting Intelligent Transportation Systems Time Series Forecasting Multimodal Fusion

Jul 9, 2026

RhyMix: A Lightweight Adaptive Multi-Rhythm Network for Long-Term Time Series Forecasting

Real-world time series exhibit complex dynamics characterized by multiple simultaneous temporal patterns: short-term fluctuations, periodic seasonal cycles, long-term trends, and irregular abrupt changes. However, many existing forecasting architectures rely on single-path temporal modeling--transformers capture long-range dependencies but smooth local variations, convolutions capture local patterns but have limited receptive fields, and linear models are efficient but cannot capture nonlinear dynamics. To address this, we introduce RhyMix (RHYthm MIXture), a hybrid neural architecture designed around a parallel dual-path modeling paradigm with adaptive gating mechanisms. RhyMix integrates two complementary encoding branches: (i) a Cyclic Path that incorporates explicit seasonal inductive bias through learnable cyclic embeddings, capturing predictable rhythmic patterns; and (ii) a lightweight Multi-Scale Temporal Convolutional Network with Channel Attention Path that employs multi-scale depthwise dilated convolutions to capture temporal dependencies across different receptive fields. A key innovation is the use of adaptive gating at multiple levels: a path gate dynamically combines four specialized forecasting heads (Direct, Trend-Seasonal Decomposition, Local Convolution, and Periodic Fusion) per sample and channel, while a hybrid gate adaptively balances the Cyclic and MSTCN-CA Paths based on input characteristics. This design ensures the model adapts to specific temporal patterns while maintaining linear complexity in sequence length, channels, and prediction horizon. Across extensive benchmarks on 12 real-world datasets for long-term forecasting, RhyMix achieves state-of-the-art performance on 10 of 12 datasets. The model remains lightweight (~40K params) with linear complexity and low-latency inference (<5ms),suitable for resource-constrained edge devices and real-time deployment.

Sumit Satishrao Shevtekar, Chandresh Kumar Maurya

Long-Term Time Series Forecasting Time Series Forecasting Temporal Convolutional Networks Multiscale Time-Series Modeling

Jul 9, 2026

PARA-PV: Physics-Aware Retrieval-Augmented PV Prediction Based on Frozen Foundation Model and Distribution Shift Correction

Accurate photovoltaic (PV) power forecasting is essential for reliable grid dispatch and renewable energy integration, yet it remains challenging because PV generation is jointly shaped by weather variability, day-night transitions, regime-dependent dynamics, and strict physical constraints. We propose PARA-PV, a Physics-Aware Retrieval-Augmented framework that embeds physical knowledge throughout the forecasting process. The framework first encodes multivariate PV observations into patch-level representations and, through a physics-aware retrieval-augmented learner, retrieves historical patches and analog trajectories that are consistent with the current window in temporal shape, power level, PV operating state, and intra-day period; this yields a physically grounded base forecast. To supplement local memory with broader temporal knowledge, the base forecast is then calibrated against a frozen Chronos time-series foundation-model prior through a lightweight residual adapter, so that general temporal regularities are adapted to PV-specific dynamics without overriding the physically grounded prediction. Because residual conditional distribution shifts persist when weather and diurnal regimes change, a physics-aware distribution shift correction module subsequently adjusts the preliminary forecast using power, weather, timestamp, and day/night conditions, applying gated mean-shift and scale corrections selectively. Finally, a physics-constrained loss function partitions the samples into peak, ramping, night-time, and regular regimes and adaptively reweights their error contributions, preventing the dominant regular regime from suppressing learning of operationally critical states. Our code is available at https://github.com/weican1103/PARA-PV.

Hang Fan, Weican Liu, Ying Lu +3

School of Economics and Management, North China Electric Power University, 102206, Beijing, China · School of Electrical and Electronic Engineering, Nanyang Technological University, 639798, 50 Nanyang Avenue, Singapore · Department of Electrical Engineering, Tsinghua University, 100084, Beijing, China

Time Series Forecasting Non-Stationary Time Series Forecasting Solar Power Forecasting Physics-Informed ML Retrieval-Augmented Time Series Forecasting

Jul 8, 2026

Agent Delivery Engineering Predictive Reliability Framework

Long-horizon LLM multi-agent systems face reliability risks invisible to infrastructure monitoring. We propose the ADE Predictive Reliability Framework (ADE-PRF), enabling proactive health trajectory prediction from passive degradation detection. ADE-PRF aggregates 20 heterogeneous signals across five layers into a Trust Margin (TM) metric (39.2-point dynamic range). Triple-method parallel prediction enables 8-hour forecasts: the Exponential method achieves MAE=1.228, Direction Accuracy=76.8%, with 99.65% within +/-10-point tolerance. Production validation spans 380,227 predictions and 280,579 validations across six agent profiles over 15 continuous days, plus seven sandbox-controlled experiments. Key findings include detection of "false prosperity" -- degradation concealed by normal surface metrics -- and immediate TM coupling with ground-truth states upon ADE plugin integration, with 16/20 factors relying on ADE-collected data. Exponential consistently outperforms Kalman. ADE-PRF provides among the earliest reliability quantification with forward-looking warnings for production LLM agents.

Dexing Liu

Shanghai Qijing Digital Technology Co., Ltd · Shanghai Qijing Digital Technology Co., Ltd.

AI Agent Reliability Multi-Agent LLM Systems Time Series Forecasting AI Agent Monitoring LLM Agent Reliability