Time Series Forecasting

Accurate forecasting of cellular network traffic is essential for network planning, resource allocation, and quality-of-service assurance in modern mobile communication systems. Real-world traffic often exhibits bursty endogenous dynamics and disturbances triggered by external urban events, which makes reliable prediction highly challenging. Most existing spatiotemporal traffic forecasting methods primarily focus on intrinsic traffic patterns or structural relationships within a single modality, and rarely model burst behavior together with exogenous contextual signals. To address this issue, we propose \textbf{MSPF-Net}, a multimodal cellular traffic forecasting framework that integrates external contextual information. Specifically, MSPF-Net consists of a Spatiotemporal-Frequency Traffic Encoder for capturing temporal, spatial, and spectral traffic patterns, a Peak Enhancement Module for extracting burst-aware representations of sudden spikes, a News Context Representation Module for encoding urban news streams into exogenous contextual embeddings, and a Dynamic Fusion Prediction Module for adaptively integrating these heterogeneous signals to generate forecasts. Experiments on the Milano, Trento, and LTE traffic datasets demonstrate that jointly modeling traffic dynamics, burst patterns, and news contextual signals can effectively improve forecasting performance.

Building sensors are embedded in physical topology, spatial hierarchy, and operational context, yet existing forecasters often treat them as isolated time series or rely on fixed covariate sets. We present TopoBrick, a training-free framework for zero-shot building IoT (Internet-of-Things) forecasting. TopoBrick uses building knowledge graphs to construct a compact structural skeleton and employs an agentic topology sampler to select target-specific exogenous variables. The selected variables are organized by deployment-time availability, separating past-known sensor states from future-known calendar, schedule, and meteorological exogenous variables. Across three real-world buildings, TopoBrick outperforms strong zero-shot foundation-model baselines and remains competitive with fully trained building-specific models. Ablations show that topology-aware sampling is more reliable than random, ontology-only, or fixed-hop selection, especially for physically coupled HVAC and weather-driven sensing variables.

Process industries rely on time-series forecasting and soft sensing to estimate quality variables that are hard to measure online. Labeled data are scarce, operating regimes change frequently, and retraining models or rebuilding alignment pipelines for each scenario is costly. Such settings often provide variable tables and process documents that record variable names, units, physical meanings, and process roles. However, standard time-series backbones usually treat inputs as anonymous numerical columns. Existing text-enhanced methods also rarely make the semantic-logical relations between input variables and the prediction target available to the model within each numerical window. To address this problem, this article proposes Task-Semantic Field Factorization (TSF), a large language model (LLM)-guided framework. TSF builds a task-semantic field from task protocols and variable documents before training and uses the LLM only for offline semantic construction. Online training and inference remain with conventional time-series backbones. During training and inference, the current numerical window activates variable semantics, so semantic information participates in each prediction and supports adaptation to different prediction targets and operating shifts. On multiple complex industrial forecasting and soft-sensing tasks, TSF reduces MAE by 6.4% on average in improved settings, with the largest reduction reaching 25.5%. It adds only about 1.8--3.0k parameters, with less than 0.008 ms/step of additional online inference overhead. These results show that TSF turns existing process documents into measurable forecasting gains across backbones and semantic generators while remaining lightweight for deployment.

Industrial prediction and soft sensing depend on credible input measurements. In field deployment, a predictor may receive biased, delayed, stale, or derived measurements that still look plausible. Prediction can then fail before the forecasting backbone becomes the main limitation, because the input window no longer represents the real process. Sensor reconstruction, data reconciliation, and fault-tolerant soft sensing reduce this risk, but they often rely on numerical correlation, alarms, fault labels, or explicit process equations. These assumptions are not always available. A correlated variable can also be an unsafe reference when variables share instruments, derived formulas, soft-sensing chains, or control actions. The key issue is to decide before prediction which external measurements can credibly support the current measurement. To address this issue, this article proposes LLM-Guided Measurement Credibility Correction (MCC). MCC converts measurement meanings in process documents into measurement semantics usable by numerical models. It builds independent process references from semantically qualified external measurements and corrects local measurement conflicts before prediction. The predictor therefore receives a more credible input window. Across multiple complex industrial forecasting and soft-sensing tasks, +MCC achieves average relative MAE reductions of 30.7% on real-test protocols and 80.3% on controlled-corruption protocols. It adds only 0.5--2.0k online parameters, with the slowest +MCC inference time at 0.089 ms/step. These results show that measurement semantics can turn process documents into lightweight pre-inference credibility correction and improve prediction accuracy.

Accurate long-term forecasting in complex systems is frequently compromised by dataset-level distribution shifts, where diverse underlying behavioral modes and evolving system states drive the dynamic multivariate time-series. While existing methods predominantly focus on local temporal shifts, they fail to explicitly model the global structural challenge where datasets are composites of distinct operational regimes. In this paper, we propose NEST, a specialized framework designed to model and recompose these evolving structures through a two-phase dense MoE architecture. NEST first facilitates structural specialization by partitioning the dataset into distinct operational regimes through unsupervised clustering in a principled moment-entropy space. We introduce a regime-oriented router mechanism that generates initial expert weights based on temporal content, subsequently refined through geometric modulation to regime centroids. Crucially, rather than acting as monolithic predictors, individual experts function as specialized kernels that capture regime-specific dynamics by evolving unique variate-attention patterns. Extensive evaluations on diverse benchmarks, including heterogeneous network traffic and physical phenomena, demonstrate that NEST consistently achieves state-of-the-art performance. Our code and datasets are available at https://github.com/Aaralshin/NEST

Deploying a time series foundation model requires GPU infrastructure, engineering overhead, and carries no guarantee of improvement over XGBoost. We provide the first systematic break-even analysis answering when this investment pays off. Across 30 benchmark datasets, we compare zero-shot and LoRA fine-tuned foundation models (Chronos, Moirai, Lag-Llama) against classical baselines (Naive, ETS, ARIMA, XGBoost) at six training set sizes from 2% to 100% of available data. Foundation models outperform classical methods at every evaluated training fraction on 15 of 30 datasets -- GPU deployment is unconditionally justified on these regardless of data volume. On 6 datasets, classical methods surpass zero-shot foundation models with as little as 2% of training data (21-2,768 samples); on the remaining 9, break-even ranges from 24 to 8,361 samples. One robust deployment rule requires no model training: if n_train < 700 and seasonality is non-negligible, use FM zero-shot and skip fine-tuning -- this resolves 10 of 30 deployment decisions immediately. Contrary to common practice, LoRA fine-tuning can actively degrade performance on short series. We operationalise these findings as a two-step decision framework -- compute dataset length and seasonality strength, run a brief 5-10% pilot only if needed -- enabling practitioners to make the FM-versus-classical decision before committing to full infrastructure. Four dataset features motivate mechanistic hypotheses for the remaining cases, though reliable automated prediction at this benchmark scale remains an open problem. Code, benchmark, and decision tools are available at https://github.com/nicolaisi/fm-breakeven.

Time series forecasters that use exogenous covariates are fragile in deployment: when those covariates are noised, temporally misaligned, or missing, strong exogenous-fusion and exogenous-adapted models can degrade far above the endogenous-only floor. We study whether such robustness requires specialized architectures, or whether it can be obtained through a simple training intervention. We propose exogenous dropout, a model-agnostic method that randomly zeros whole exogenous channels during training. Across electricity-price forecasting, reservoir hydrology, and meteorology, exogenous dropout substantially improves robustness under Gaussian noise, temporal misalignment, and fully missing channels, while preserving clean accuracy. Applied to a dual-correlation network, it yields the most robust model in our experiments, outperforming a deliberately strong bounded architectural foil, BoundEx, which combines a learnable gate, a fallback residual to the endogenous backbone, and per-channel exogenous FiLM modulation. Architecture-by-dropout ablations, gate-behavior diagnostics, and a representation-level bound show that explicit architectural boundedness is not necessary for this robustness: an unbounded model trained with exogenous dropout is more robust than the bounded model in every domain. We release a corruption-robustness benchmark and recommend exogenous dropout as a simple, strong baseline for future work on time series forecasting with covariates.

This paper explores the "Granularity Paradox" in time-series forecasting, wherein finer temporal disaggregation (e.g., Monthly to Weekly/Daily) improves in-sample diagnostics and dataset size (N), but degrades out-of-sample accuracy due to recursive error compounding over longer horizons (H). Conversely, coarse aggregation (Annual) eliminates recursive error propagation but reduces data available to estimators. We formalize this trade-off and benchmark 10 models - spanning naïve, statistical, machine learning, and deep learning architectures - across six granularities using a 13-year public procurement dataset. The empirical results reveal a non-monotonic threshold structure: recursive autoregressive and seasonal models degrade substantially under high-frequency forecasting (e.g., Holt-Winters reaches a Test R-squared of -151 and TPFE of 425.85% at the Daily grain), while the LSTM traces a U-shaped error curve, worsening from Monthly (19.66%) through Bi-Weekly (35.94%) before overcoming the error propagation penalty at Daily (TPFE of 4.35%, R-squared of 0.66). Linear Regression remains stable across all granularities (16.3-17.0% TPFE), confirming that the paradox is driven by recursive feedback topology, not model complexity. The results demonstrate that standard pointwise metrics (RMSE, MAE) systematically mask cumulative error propagation, and that evaluating forecasts without goal-dependent cumulative metrics produces misleading assessments of model adequacy. We introduce a consensus-dissensus diagnostic comparing the directional behaviour of pointwise metrics against cumulative TPFE across granularities, enabling the identification of models whose standard diagnostics mask systematic error propagation.

Engineering Digital Twins and Prognostics and Health Management (PHM) systems rely on robust perception modules to extract actionable information from heterogeneous and non-stationary time-series data. However, most existing approaches remain task-specific, data-hungry, and difficult to integrate into scalable monitoring and decision-making pipelines. Moreover, purely data-driven models often lack robustness and transferability across varying operating conditions. To address these challenges, this paper proposes a modular foundation model for time-series perception based on a collection of pretrained representation encoders. The framework leverages self-supervised learning on heterogeneous datasets to learn transferable and task-agnostic representations, which can be reused across multiple PHM tasks. A gating mechanism is introduced to dynamically select relevant encoders for a given target dataset, enabling conditional computation and adaptive model composition. The selected representations are projected into a shared latent space and aggregated using a Transformer-based self-attention module that explicitly models cross-encoder interactions. The resulting architecture supports multiple downstream tasks, including imputation, long-term forecasting, and few-shot learning, through lightweight task-specific heads, while keeping pretrained encoders frozen during adaptation. Extensive ablation studies demonstrate the complementary roles of self-supervised pretraining, encoder selection, representation alignment, and adaptive aggregation. Experimental results on the ETT benchmark show competitive performance across tasks, while a real-world industrial case study on virtual sensing for hydro-generator rotor temperature highlights the practical relevance of the approach.

Uncertainty quantification of hydrological predictions is necessary to inform operational decisions. Recent generative machine-learning methods have advanced probabilistic streamflow prediction, but have remained confined to lumped models that predict a basin outlet directly. At the same time, deterministic LSTM runoff models are increasingly applied at grid or catchment scale and routed through river networks to produce spatially continuous, physically consistent discharge fields. This technical note argues that moving probabilistic prediction from lumped to distributed models introduces a specific new requirement: the joint distribution of upstream runoff generation must be sampled jointly. In lumped inference, the model predicts the outlet distribution directly and can modulate spread from basin attributes. In distributed inference, downstream discharge is obtained by routing many upstream runoff predictions, so independent local sampling averages uncertainty away. Using Japan as a case study, we train two probabilistic basin-scale runoff LSTMs and route their runoff through a Hayami routing scheme. Randomly matching upstream ensemble members produces severely under-dispersed downstream ensembles, whereas a simple quantile matching strategy restores much of the spread of the direct basin-scale reference. The shift from lumped to distributed probabilistic hydrology therefore requires explicit attention to the spatial joint structure of runoff uncertainty.

Time series forecasting remains challenging when the underlying data contain rare but critical extreme events. This issue is particularly important in hydrologic forecasting, where streamflow distributions are often highly skewed and extreme peaks can have substantial impacts on flood monitoring, water resource management, and early warning systems. Although Transformer-based forecasting models have achieved strong performance by modeling long-range temporal dependencies, they typically treat all time points uniformly and may therefore underrepresent rare extreme patterns. In this paper, we propose the Extreme-Adaptive Transformer (Exformer), a forecasting framework designed to explicitly model temporal dependencies involving both normal and extreme events. Exformer introduces an extreme-adaptive attention mechanism composed of three sparse components: Local, Stride, and Extreme. The Local and Stride components capture short-term and periodic temporal dependencies, respectively, while the Extreme component selectively models event-aware dependencies between normal and extreme streamflow patterns. Experiments on four real-world hydrologic streamflow datasets show that Exformer achieves superior 3-day forecasting performance compared with state-of-the-art baselines. Our findings demonstrate that explicitly incorporating extreme-aware attention improves the forecasting capacity of Transformer models on imbalanced time series with rare but consequential events.

Quantum Fast-Weight Programmers (QFWPs) store temporal information in dynamically programmed variational-circuit parameters rather than in nonlinear recurrent hidden states, offering a practical route to quantum sequence modeling. Self-Modulating QFWP improves this framework by using input-dependent gates for both new fast-weight updates and the accumulated fast-weight state, but its unbounded old-state multiplier can diverge in long-sequence regimes. We propose a bounded old-state modulation rule that applies a sign-preserving tanh gate only to the recurrent memory branch while leaving the additive update and new-update modulation unchanged. We evaluate standard QFWP, full Self-Modulating QFWP, Only-New, and Only-Old variants on two CUDA-Q quantum-dynamics forecasting tasks and on Milan SMS telecommunication activity prediction. The quantum-dynamics results show that old-state modulation is the most consistent source of improvement over Standard QFWP, and that bounding the old-state gate removes long-sequence divergence while improving aggregate robustness. On Milan SMS forecasting, the original unbounded Self-Modulating QFWP converges across the tested grid and shows its clearest gains at longer input windows, with behavior close to the Only-Old ablation. These findings identify accumulated-memory modulation as the key mechanism of Self-Modulating QFWP and bounded old-state gating as a targeted stabilization strategy.

Transformer architectures have shown strong potential in time series forecasting, where multi-head self-attention is widely used to capture temporal dependencies across historical timestamps. However, standard self-attention has quadratic time and memory complexity with respect to the look-back length. This cost may limit its use in resource-constrained or high-throughput forecasting systems, where fast and memory-efficient inference is important. Through qualitative and quantitative analyses, we observe that self-attention maps in time series forecasting often contain redundant patterns across different timestamps. This phenomenon can be related to the repeated temporal patterns and relatively stable temporal correlations in many real-world time series. Motivated by this observation, we propose Self-Gating Attention (SGA), a plug-and-play attention mechanism that represents the attention score with a shared learnable matrix and an input-dependent residual component. The shared matrix captures common attention patterns, while the residual component captures input-dependent variations. In this way, SGA avoids the query and key projections used in standard attention score computation, leading to linear time and score-matrix memory complexity with respect to the look-back length. We integrate SGA into several forecasting backbones and compare it with standard self-attention and lightweight attention variants on nine publicly available real-world datasets covering electricity, finance, weather, medical monitoring, human activity, and climate records. The results show that SGA improves inference efficiency on public benchmarks while maintaining competitive forecasting performance against state-of-the-art attention mechanisms. These benchmark results provide deployment-oriented evidence.

Time-series forecasting supports decisions in finance, en-ergy, transportation, public health, and industrial monitoring. Recent foundation models improve transfer across forecast-ing tasks, but many depend on centralized data and Trans-former attention, which restricts their use for long, high-di-mensional, and privacy-sensitive signals. This paper presents QuantFlow, a probabilistic forecasting framework that com-bines inverted sequence embedding, bidirectional Mamba state-space decoders, quantile regression, and federated learning. Each variable is embedded over the complete ob-servation window, processed in forward and reverse direc-tions, and projected to five conditional quantiles. TSMixup expands temporal diversity through Dirichlet-weighted inter-polation while preserving sequence structure. Experiments cover cryptocurrency, traffic, electricity, Electricity Trans-former Temperature, influenza, and weather data. QuantFlow obtains mean squared errors of 0.2834 on ETTm1 and 0.2218 on Weather, and a 20-client non-IID deployment retains use-ful accuracy after three communication rounds without cen-tralizing raw records. The results indicate that selective state-space modelling is a promising basis for scalable, uncer-tainty-aware, and privacy-conscious time-series prediction, while also revealing limitations on irregular epidemiological signals and long-horizon generalization.

Time series foundation models (TSFMs) have shown strong zero-shot forecasting performance, but their generalization in covariate-driven, non-stationary settings is underexplored. Electricity price forecasting (EPF) presents a challenging testbed due to complex temporal dependencies, distributional shifts, and strong reliance on structural and contextual information. We propose a two-dataset-benchmarking framework for EPF to mitigate contamination risk and enable fair evaluation of TSFMs. We examine key aspects of EPF including point and probabilistic forecasting performance, tail behavior, price spikes, and comparisons against domain-specific methods. We find that TSFMs are highly competitive and often outperform general-purpose baselines. Yet, their performance depends critically on covariate support, and they do not consistently surpass domain-specific methods tailored to EPF. Interestingly, simple ensembles of TSFMs and domain-specific methods appear to have significant potential, suggesting that the two approaches capture complementary predictive information.

Low-voltage load forecasting is an important component in current and future energy systems with a high degree of electrification and decentralized generation. However, current forecasting methods require significant manual effort, often lack uncertainty estimation and proper peak prediction, and they are often not adequately evaluated in terms of grid requirements. In the present study, we provide an extensive evaluation of short-term net load forecasts of 200 real-world low-voltage feeders with a focus on the rapidly evolving time series foundation models. Our study compares Chronos-Bolt, Chronos-2 and TabPFN-TS to six baseline models and demonstrates superior performance, in particular for Chronos-2. An ablation study, in which weather covariates are omitted, shows that time series foundation models adapt to increased uncertainty, despite the importance of weather information. A novel application-oriented metric links the model's forecasting capabilities in peak prediction to the trade-off in grid asset planning and operation between cost reduction and minimizing the risk of failure.

We propose a model agnostic methodology to measure lag relevance in machine learning forecasting models applied to univariate time series. Particularly, we are working in the context of time series using the frameworks of Ghost variables and Shapley values, together with additive importance measures, to introduce the auto-relevance and partial auto-relevance functions as the lag importance values. Additionally, we propose a novel method to replace absent features in coalition based methods with a one step forecast from the same model. We evaluate these proposals under different simulations and real data cases. This combined framework perspective is particularly suitable for time series. In addition, to show our discoveries we use a pull of models from the seasonal ARMA family and recurrent neural networks. We found that the calculated relevance measures successfully demonstrate the expected lag structure in almost all cases.

Day-ahead wind power forecasting is essential for cost-effective power-system operation. It is primarily driven by future meteorological conditions while retaining temporal dependencies in power generation. In practice, observed wind-farm power often entangles physically available power with local environmental effects and latent operational states, such as shutdowns and curtailment. Existing physical models provide useful constraints but adapt poorly across wind farms, whereas data-driven models can capture rich correlations but often conflate meteorological effects with state-induced deviations. In this study, we propose UniWind, a wind power forecasting model based on physics-informed state routing. UniWind first employs a Physical Prior Estimator to construct a site-calibrated physical prior by combining site-conditioned monotonic warping with a shared physical power curve. It further applies a physical upper-bound constraint to shape this prior as a soft envelope of available wind power generation. UniWind then proposes a Latent State Encoder to model operating-state embeddings and transforms the physical prior into final power forecasts through a State-aware Power Corrector, which uses knowledge-guided supervised state routing and bounded, state-specific expert correction. Full-shot and cross-farm zero-shot experiments on more than 20 real-world datasets demonstrate the accuracy and robustness of UniWind.

Large language models are increasingly used as open-ended search operators in evolutionary optimization. We introduce Evolutionary Feature Engineering (EFE), a framework for using LLM-based evolution to discover preprocessing transformations for structured data. EFE represents transformations as Python programs with a standardized fit/transform interface, allowing them to be inserted directly into existing machine learning pipelines. During evolution, candidate programs are refined using dataset context, summary statistics, and downstream performance feedback on validation set. We instantiate EFE in two settings. For time-series forecasting, EFE-Time learns invertible, dataset-specific normalizations that improve off-the-shelf time-series foundation models. It reduces forecasting errors (MASE, WQL, MAE) 3% or more when averaged across datasets and improvements are as much as 19% on the COVID-Deaths dataset. Notably, these improvements occur with recent TSFMs such as Chronos-2. For tabular prediction, EFE-Tab evolves compact feature programs that add useful interpretable features and remove redundant ones, improving or matching existing LLM-based feature-engineering methods. We found EFE-Tab to be particularly effective on classical decision trees, where small sets of evolved features yield competitive accuracy while preserving interpretability. Overall, EFE demonstrates that LLM-based evolution can improve both accuracy and interpretability when automatically tackling structured data.

We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates. Real-world forecasting is inherently sequential: observations arrive continuously, variables evolve jointly, and a subset of covariates is known ahead of time. Existing Transformer-based time series foundation models capture cross-variate dependencies but incur quadratic complexity in context length and require full-history recomputation as new observations arrive. TiRex-2 addresses these limitations through a memory-centric recurrent design that operates at constant per-patch cost under streaming. The model combines a bidirectional time mixer with an asymmetric grouped-attention variate mixer, enabling the integration of future-known covariates while preserving strict causality over target variables. To our knowledge, this is the first time series foundation model that achieves this combination of properties. To support scalable multivariate pretraining, we propose a synthetic coupling pipeline that composes diverse multivariate samples on the fly from large univariate corpora. Empirically, TiRex-2 achieves state-of-the-art zero-shot performance on GIFT-Eval and fev-bench, remains stable when streamed to arbitrary context lengths, and maintains constant inference cost per patch. The model uses 38.4M active parameters in univariate mode, with an additional 44.1M parameters activated for multivariate forecasting.

Forecasting models for health-signal digital twins must preserve the oscillatory, frequency, phase, and state-transition dynamics of physiological signals, yet the pointwise metrics used to benchmark them cannot detect when these fundamental properties are lost. We show that this blind spot misranks models: across 11 architectures, models with comparable pointwise error diverge by up to 53° in phase accuracy, equivalent to roughly 123 ms for a 1.2 Hz cardiac rhythm and invisible to standard metrics. To enable development of models that escape such failures, we introduce TimeSynth, a controlled benchmarking framework with two reusable components: a physiologically grounded generator producing signals with analytically known ground-truth dynamics from parametric models fitted to real electroencephalography, electrocardiography and photoplethysmogram signals, along with diagnostics quantifying amplitude, frequency, phase, and state-transition fidelity. Linear and full-sequence attention models systematically lose frequency and phase information despite acceptable amplitude error, whereas architectures with localized temporal structure better preserve dynamical fidelity and adapt to observable state transitions; none, however, reliably preserves stochastic switching. Because the dominant determinant of fidelity is architectural, model choice becomes a principled, use-case-driven decision rather than a search for a single winner. TimeSynth thus supplies the controlled preclinical stress test missing before models are coupled to patient data, with a reusable generator and diagnostics for fidelity-aware development.

Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation. The Variability-Aware Recursive Neural Network (VARNN) is designed to track such variability by maintaining a residual-memory state driven by one-step prediction errors. However, its original formulation is limited to one-step sequence regression and does not directly support multi-step forecasting. In this work, we extend VARNN to long-horizon forecasting and introduce StateFlow, a recurrent forecasting framework that uses VARNN as a dual-state recurrent backbone to capture two complementary signals from the lookback sequence: a hidden-state trajectory representing primary temporal dynamics, including trend, seasonality, level changes, and recurring patterns, and a residual-memory trajectory representing structured local prediction deviations, driven from a nonlinear recurrent transformation of errors between one-step base predictions and observed values. A chunk-based decoder separately summarizes these trajectories and maps them to the future horizon for direct multi-step forecasting. We further employ a two-stage optimization strategy that first trains the VARNN encoder through a one-step base prediction objective to optimize the internal representations over the lookback sequence, and then trains a horizon-specific decoder for direct multi-step forecasting. Experiments on standard LTSF benchmarks show that StateFlow achieves competitive performance against strong linear, recurrent, convolutional, and Transformer-based baselines while preserving linear recurrent encoding and a compact model design.

Accurate energy demand forecasting is essential for the reliable operation and planning of modern sustainable energy systems. Spatial-temporal graph neural networks (STGNNs) have recently achieved strong performance in point forecasting by jointly modeling temporal dynamics and relational dependencies across interconnected energy nodes. However, in real-world energy systems, accurate point forecasts alone are insufficient, as operators also require reliable uncertainty estimates to support risk-aware decision-making, grid stability, and operational planning under uncertainty. Conformal prediction provides a principled and model-agnostic framework for uncertainty quantification under exchangeability assumptions, making it particularly attractive for safety-critical energy applications. However, existing conformal prediction approaches often fail to fully capture the complex spatial-temporal structure of energy systems. To address these limitations, we propose STOIC (Spatial-Temporal uncertainty quantificatiOn via In-Context learning), a conformal-inspired post-hoc residual calibration framework that integrates graph-based forecasting with the in-context learning capabilities of tabular foundation models. STOIC first generates point forecasts using an STGNN and subsequently reformulates spatial-temporal residuals into a tabular representation suitable for in-context learning. Leveraging a tabular foundation model, STOIC estimates feature-conditional residual quantiles without task-specific retraining of the calibration model, effectively capturing both sequential and relational dependencies. STOIC should be viewed as a conformal-inspired residual calibration method and does not by itself provide a finite-sample distribution-free coverage guarantee under arbitrary temporal dependence...

Staff absenteeism imposes substantial operational costs in high-demand work environments such as healthcare, emergency services, meat processing, construction, and courier and delivery services, where proactive workforce planning depends on reliable individual-level absence prediction. Existing regression and classification approaches share a structural limitation; they map features observed at time t to labels at the same time t, reproducing already-realised outcomes rather than predicting future events, and discard the sequential behavioural structure inherent in individual attendance histories. We propose a Time Series Classification (TSC) framework that separates historical attendance sequences from future absence labels, enabling genuinely proactive prediction. Due to the lack of public longitudinal attendance data, we construct a reproducible simulated dataset calibrated to the UCI dataset. We analyse Binary Focal Loss (BFL) and Geometric Mean (G-Mean) loss under severe class imbalance using only the imbalance ratio $ρ$. For BFL, the initial gradient ratio is $ρα/(1-α)$, implying the balanced weight $α= 1/(1+ρ) \approx 0.023$. Experiments show that performance is governed mainly by $α$, with BFL achieving specificity 0.813 and balanced accuracy 0.888, comparable to G-Mean. Unlike BFL, G-Mean adapts automatically without parameter calibration. Among three deep learning architectures evaluated, Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN), and the hybrid LSTM-Fully Convolutional Network (LSTM-FCN), the LSTM-FCN delivers strong precision and specificity. Stable performance is obtained with batch sizes >= 64 and window sizes between 40-80 days, yielding balanced accuracy of approximately 80% on held-out test data.

Accurate 4D trajectory prediction and closed-loop tracking are essential for Unmanned Aerial Vehicle (UAV) swarms to achieve safe and efficient operations in complex low-altitude environments such as urban airspaces, industrial sites, and indoor facilities. However, this task remains challenging due to intrinsic nonlinearity of UAV swarm dynamics and strict real-time constraints of swarm formation control. To address these challenges, we propose a unified framework that couples coarse-to-fine trajectory forecasting with uncertainty-aware Distributed Nonlinear Model Predictive Control (DNMPC). Our approach features two key innovations: 1) a dimension-decoupled trajectory prediction module that reduces computational complexity by forecasting axis-wise motion, and 2) a diffusion-based residual dynamics refinement module that captures temporally correlated dynamic uncertainties. These refined predictions are then integrated into a DNMPC loop to ensure formation stability. We also introduce a synchronized multi-scenario 4D UAV swarm dataset spanning six representative airspace scenarios. The dataset contains over \textbf{7,900} frames of synchronized three-UAV trajectories with frame-level annotations of speed intention and target sector. Extensive experiments demonstrate that our approach outperforms state-of-the-art baselines, reducing trajectory tracking error by up to \textbf{10-15%} and achieving sub-\textbf{0.07,m} average tracking error in complex urban and industrial environments, while maintaining real-time inference speeds of 34 FPS (sub-30 ms latency) suitable for agile flight.

In precipitation forecasting, not only accuracy but also temporal resolution is critical. However, increasing temporal resolution is constrained by observational limitations and the computational cost of dense discrete modeling. To overcome this limitation, we reformulate precipitation forecasting as a continuous-time dynamical system and propose RainODE, a framework that models precipitation evolution in latent space using a Neural ODE. This formulation enables derivative-consistent temporal dynamics and captures the dominant large-scale advective motion of precipitation systems. Nevertheless, a purely deterministic ODE struggles to represent non-advective intensity changes such as localized growth, decay, and sub-grid variability, often leading to over-smoothed predictions. To address this issue, we introduce a stochastic source modeling module based on a Brownian Bridge formulation, which refines residual intensity variations and restores fine-grained structures while preserving advective consistency. By combining deterministic continuous dynamics with stochastic refinement, RainODE enables arbitrary-time inference while maintaining sharp predictions. Experiments on SEVIR and the newly introduced Radar-based Precipitation Integrated Dataset (RAPID) demonstrate consistent improvements across multiple temporal intervals and precipitation regimes. The code is available at https://github.com/SeongYE/RainODE.

Earth system infrastructures relying on satellite-based technologies, such as Global Positioning System (GPS) communications, are affected by ionospheric Total Electron Content (TEC) gradients. Modeling these gradients under physical constraints remains challenging due to their dynamic and transient nature. While existing machine learning (ML) models can predict hourly TEC variations, it remains unclear whether their temporal resolution is sufficient to preserve small-scale TEC irregularities within predicted signals. To address this gap, we introduce an interpretable ML-based model, t-STEP, designed to predict TEC at a 30-second resolution and estimate irregularity signatures from the modeled signals. This high cadence enables the derivation of Rate of TEC changes (ROT) and the ROT Index (ROTI) as diagnostic indicators of ionospheric variability. The model is developed using GPS observations from solar cycle 24 at a station located at 5.49°S, 47.49°W. A multi-metric evaluation framework, including dynamic time warping, is used for robustness assessment, while SHAP (SHapley Additive exPlanations) provides insight into feature contributions. The 30-second TEC predictions achieve 91% accuracy with a mean absolute error (MAE) of 4.38 TECU during high solar activity (2015). Compared with the International Reference Ionosphere (IRI-2020), the hourly model improves accuracy by 35%, reduces absolute errors by 57%, and increases prediction skill by 54%. More importantly, the 30-second model captures TEC irregularity dynamics and morphologies during geomagnetic storms of different intensities, outperforming an attention-based Long Short-Term Memory model under the same experimental conditions. This study demonstrates the potential of a single TEC prediction framework for scalable irregularity monitoring without requiring separate models for individual transient events.

Predicting a patient's physiological trajectory under a planned treatment sequence is a prospective interventional problem, not standard time-series extrapolation. We study this problem in glucose management, where insulin and carbohydrate records are policy-dependent: future drivers are coupled to patient state, behavior, and clinical decision rules, so observational forecasting accuracy alone does not guarantee correct responses to planned interventions. We introduce Interventional Flow Matching (IFM), a continuous-time generative framework for physiologically constrained prospective forecasting. IFM conditions a flow-matching velocity field on patient history and planned future drivers in a bounded latent glucose space. Rather than embedding strict mechanistic glucose--insulin ODE equations or enforcing causality through rollout-based simulations, IFM uses a solver-free regularization: it penalizes the Jacobian of the instantaneous velocity field with respect to smoothed treatment drivers. This imposes signed, dose-bounded local sensitivities directly on the learned dynamics: insulin lowers glucose, carbohydrates raise it, and both responses remain within plausible ranges. On a simulated UVA/Padova type 1 diabetes cohort, IFM achieves the strongest balance between observed-driver RMSE and interventional response metrics. Across experiments, it consistently produces physiologically correct responses to both insulin and carbohydrate drivers while maintaining high directional, and ranking consistency.

Adaptive Financial Transformer (AFT) is proposed for stock return prediction under non-stationary financial markets. The model incorporates a Market Regime Encoder, an Adaptive Gate Network, and an Adaptive Financial Context module to dynamically bias self-attention based on semantic relationships between financial indicators. Unlike conventional Transformer architectures that treat all input features uniformly, the proposed approach groups 95 engineered financial features into 11 semantic categories and adapts attention according to latent market regimes. The study also identifies and corrects sequence alignment and backtesting issues that can inflate reported trading performance, and introduces a financially-aware composite objective that jointly optimizes prediction error, directional accuracy, and non-overlapping Sharpe ratio. Extensive experiments compare the proposed architecture against classical machine learning models, recurrent neural networks, and Transformer baselines using chronological evaluation, five random seeds, ablation studies, hyperparameter optimization, explainability analysis, and multi-stock validation. Results demonstrate competitive predictive performance while reducing model complexity by 15.2% and improving parameter efficiency through feature selection, providing an interpretable Transformer architecture for financial time-series forecasting.

Vegetable prices in Sri Lanka are highly volatile because the market is largely import-isolated, so supply disruptions quickly drive prices up. This study develops a machine learning framework to forecast such volatility by incorporating supply-chain-aware features and explicitly modelling the country's two cultivation seasons, Maha (October-April) and Yala (May-September). An integrated dataset was constructed by combining retail and farmer-gate prices with origin-aligned weather variables, diesel costs, and exchange rates across 12 vegetable varieties and 14 market centres from 2013 to 2019. A gradient-boosted ensemble model (XGBoost and LightGBM) was trained and optimised using Optuna, and unified and season-specific configurations were compared. Results show that season-specific models improve within-season fit, with the Yala-specific model achieving the highest R2 of 0.9420 (95% CI [0.690, 1.000]), while the unified model delivers the best overall predictive accuracy of 90.84% (95% CI [88.34%, 91.52%]) and an R2 of 0.9281 (95% CI [0.760, 1.000]). Notably, the unified model maintains 85.96% accuracy on a completely unseen 2024 hyperinflationary period without retraining, successfully tracking major price surges. These findings suggest that agricultural price movements in import-constrained markets are meaningfully predictable when models capture supply-chain dynamics, offering practical value for early warning and decision making by farmers, traders, and policymakers. Existing studies on Sri Lankan vegetable prices are confined to Autoregressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) applied to single markets, with no supply-chain features, seasonal segmentation, or cross-regime validation.