Time Series Forecasting

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Latest papers 661

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

Sep 30, 2026cs.LG

Towards Robust Time Series Learning via Capacity-Centric Modulation

Sample-level reliability heterogeneity is common in deep time series learning. Standard training pipelines apply a uniform regularization setting to all samples, which can under-regularize corrupted samples and over-restrict clean samples. Common robustness approaches filter observations in data space or impose priors on latent representations. We propose Capacity-Centric Modulation (CCM) as a complementary, sample-adaptive regularization principle. Under this principle, we introduce SACM (Sample-Adaptive Capacity Modulation), a task-agnostic framework that exploits spectral sparsity to assign sample-wise dropout probabilities along internal activation paths. SACM integrates into existing backbones without architectural redesign and preserves the deterministic inference pipeline. Across 301 real-world dataset-backbone pairs covering 9 forecasting, 32 classification, and 4 anomaly-detection datasets, SACM reduces forecasting MSE by 6.7% on average and improves classification accuracy and point-adjusted F1 by 3.04% and 17.05%, respectively, relative to unmodified backbones, with zero test-time overhead.

Siru Zhong, Senzhang Wang, James T. Kwok +1

Data Science & Analytics Thrust, The Hong Kong University of Science and Technology (GZ), Guangzhou, China · School of Computer Science & Engineering, Central South University, Changsha, China · Dept. of Computer Science & Engineering, The Hong Kong University of Science and Technology, Hong Kong

Time Series Classification Neural Network Robustness Time Series Forecasting Time Series Representation Learning

Sep 29, 2026cs.CR

LogiC-Diff: Embedding Security Properties Into AI-Enabled Cyber-Physical Systems

AI-enabled Cyber-Physical Systems (CPS) are highly vulnerable to adversarial and anomalous inputs, where small perturbations can induce cascading errors and unsafe control actions. Existing approaches, such as rule-based filtering, training-time regularization, or diffusion-based reconstruction, either operate outside the model or lack mechanisms to incorporate formal security specifications into the prediction process. In this paper, we take the first step toward embedding security properties directly into AI-enabled CPS, enabling predictive models to enforce system-level constraints during inference rather than relying on external defenses. We introduce a logic-conditioned bi-stage diffusion framework that integrates Signal Temporal Logic (STL) specifications into forecasting. STL serves as a first-class conditioning signal that guides both an input repair stage and an output refinement stage, allowing the model to jointly mitigate adversarial perturbations and enforce desired temporal behaviors to satisfy security-critical properties. We evaluate our approach on two real-world multivariate CPS forecasting datasets under a diverse set of physical sensor and cyber attacks. Across sensor faults, gradient-based attacks, adaptive attacks, and varying attack strengths, our method consistently improves robustness and specification compliance, degrades more gracefully as attack strength increases, and generalizes better to unseen attacks. Ablation studies on specification coverage and quality further show that embedding logical security properties yields gains unattainable by reconstruction-based methods alone, highlighting a new direction for integrating formal methods with generative models in secure CPS.

Ziyan An, John Stankovic, Meiyi Ma

Department of Computer Science Vanderbilt University Nashville, TN · Department of Computer Science University of Virginia Charlottesville, VA

Cyber-Physical Systems Time Series Forecasting Adversarial Robustness

Sep 29, 2026stat.ML

Latent Inference-Time Guidance of Time Series Foundation Models

Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on in-context learning to make their predictions, which makes the quality of their performance highly sensitive to the user-selected lookback, covariates, horizon and training data distributions. In practise, the quality of the forecasts are variable but complementary, which highlights the need for a principled ensembling approach, rather than selecting the best context. This paper introduces Latent Inference-Time Guidance for TSFMs, which adaptively combines a pool of TSFM forecasts through a time-dependent latent space with independent components. The framework comes equipped with identifiability and reconstruction guarantees, whilst maintaining the off-the-shelf aspect of foundation models. We provide experiments on datasets at various frequencies and from multiple domains: these show that the approach is competitive with traditional ensembling approaches.

Chloé Hashimoto-Cullen, Amaury Durand, Laurent Bozzi +3

LPSM, Sorbonne Université · EDF R&D · UCL

Time Series Forecasting Inference-Time Guidance Time-Series Foundation Models Ensemble Learning

Sep 29, 2026cs.LG

An Efficient Machine Learning Approach for Degradation Forecasting in AEM Water Electrolysis

This study provides a data-driven analysis of a novel dataset of single-cell Anion Exchange Membrane water electrolyzers (AEMWE), operated under constant current load across multiple heterogeneous experimental campaigns. We train and evaluate a range of machine learning models with different complexity, including linear baselines, LSTMs and CNNs, to perform medium-term forecasting of the cell voltage degradation curve. The models are assessed within a rigorous training and evaluation framework specifically designed for heterogeneous industrial data.

Marco Veneriano, Ani Gjergji, Sebastiano Bellani +3

MaLGa Center Universit`a degli Studi di Genova Genoa, Italy · Antares Electrolysis S.r.l. Genoa, Italy

Time Series Forecasting Predictive Maintenance

Sep 29, 2026cs.LG

Volatility-Clustering Adaptation for Financial Time Series

Time-series foundation models are increasingly adapted to new domains through fine-tuning on target data, under the implicit assumption that more target data yields better forecasts. We show that this assumption can fail in financial forecasting, where individual price changes are difficult to predict, but large moves tend to cluster, creating alternating calm and turbulent periods. Using financial foundation models trained on price bars of open, high, low, close, and volume, we argue that adapting to financial domains requires training signals beyond next-token prediction. We introduce Volatility-Clustering Adaptation (VCA), which augments next-token cross-entropy with a differentiable penalty on the autocorrelation of squared returns, the standard statistical signature of volatility clustering. This additional objective provides a multi-step training signal by matching the resulting dependence structure of autoregressive rollouts to those of the realized future. Across three asset sets and two evaluation conventions, VCA improves adaptation over the pre-trained model, with the strongest gains under the primary evaluation (\textsc{fore}), driven primarily by reduced variance error. Overall, our results suggest that effective financial adaptation requires objectives that capture domain-specific temporal structure beyond token-level prediction.

Manh Nguyen, Minh Hoang Nguyen, Huu Hiep Nguyen +2

Applied Artificial Intelligence Initiative, Deakin University, Australia

Time Series Forecasting Financial Time Series Time-Series Foundation Models

Sep 29, 2026cs.LG

GARDiff: Graph-Aligned Residual Diffusion for Probabilistic Multivariate Time-Series Forecasting

Diffusion models have recently shown strong potential for probabilistic multivariate time-series forecasting by modeling complex conditional distributions. Recent decoupled diffusion frameworks further separate forecasting into deterministic prediction and stochastic residual generation, making it natural to derive dependency graphs from deterministic representations and use them to guide residual diffusion. However, we show that this direct structural transfer is unreliable. Although deterministic-derived graphs encode useful global dependency priors, they exhibit substantial edge-level misalignment with residual dependency structures, introducing inaccurate or redundant conditions during residual generation. This reveals a previously overlooked deterministic-to-residual structural alignment problem in decoupled diffusion forecasting. To address this problem, we propose GARDiff, a Graph-Aligned Residual Diffusion framework for probabilistic multivariate time-series forecasting. Instead of treating deterministic-derived graphs as fixed diffusion conditions, GARDiff progressively adapts them to residual generation. Specifically, GARDiff estimates residual uncertainty to distinguish high- and low-uncertainty regions, enabling uncertainty-aware structural refinement, and further performs timestep-aware edge sparsification during reverse diffusion to evolve graph conditions from broad dependency aggregation to localized residual refinement. Extensive experiments on six real-world benchmarks demonstrate that GARDiff consistently improves probabilistic forecasting performance and uncertainty calibration over strong baselines.

Rui Han, Min Yang, Xu Zhang +3

Shandong University, Jinan, China · Macquarie University, Sydney, Australia · China University of Petroleum (East China), Qingdao, China +1

Multivariate Time Series Forecasting Graph Structure Learning Time Series Forecasting Probabilistic Time Series Forecasting Diffusion Models

Sep 29, 2026cs.LG

Loss-Guided Pretraining Data Selection for Time-Series Foundation Models

Time series foundation models (TSFMs) are pretrained on heterogeneous collections containing billions of observations, yet their training windows are typically sampled without estimating whether they provide useful learning signal. We introduce a static data-selection framework that scores each window with a reference forecaster and retains an intermediate interval within every source dataset. Specifically, we connect forecasting loss to optimization difficulty by showing that normalized squared loss controls the per-sample gradient norm under a local Jacobian condition. We then define a reference loss score and apply dataset-stratified selection to preserve the diversity of samples. Across various TSFM architectures, our method outperforms random selection by an absolute margin and even improves both relative MASE and CRPS over full-data pretraining by retaining fewer candidate pretraining windows. Further analyses show strong cross-scale and cross-architecture score correlations, indicating that a small reference model can often select data for larger targets, provided that the reference and target share compatible difficulty orderings.

Yike Li, Shaoxu Song, Jianmin Wang

Tsinghua University

Time Series Forecasting Training Data Selection Time-Series Foundation Models

Sep 29, 2026cs.LG

JudgeCast: Time Series Forecasting with Experience-Informed Covariate Judgements

Covariate effects vary across contexts and shift over time, requiring forecasters to assess how to use them for each forecasting context. As forecasting proceeds, observations for earlier forecasts become available, providing feedback on past covariate use for subsequent forecasts. However, when multiple covariates act together, the forecast error reveals the numerical discrepancy from the observation but not how the covariates should have been used. We introduce JudgeCast, an experience-based framework for time series forecasting with covariates. Following the judgmental adjustment practice, a frozen TSFM provides the base forecast, while a frozen LLM uses the current context and relevant experience to adjust it. Within the adjustment, assessing covariate effects and determining the numerical adjustment serve distinct roles, so JudgeCast first forms explicit covariate-wise judgments and then determines the adjustment. After observation, JudgeCast uses the observed residual of the base forecast to reconstruct alternative judgments and evaluates the original and alternatives through their resulting adjustments. The best-performing decision is selected and retained as validated experience for subsequent forecasts. Across diverse real-world datasets, JudgeCast outperforms strong baselines. Ablations show that explicit covariate-wise judgment can improve forecast-time adjustment, while residual-guided experience construction yields more reliable forecasting gains than retaining raw decisions as experience.

Donguk Kwon, Wooseok Jeong, Dongha Lee

Yonsei University · Konkuk University

Time Series Forecasting LLM-Based Time Series Forecasting

Sep 29, 2026cs.LG

State Transport Routing for Short-horizon Adaptation in Multi-horizon Photovoltaic Forecasting

Recent power measurements provide valuable information for photovoltaic(PV) power forecasting, but directly extrapolating short-term trends can introduce substantial errors over longer forecast horizons. To address this challenge, we propose state transport routing (STR), a lightweight adapter that refines the predictions of a frozen forecasting model. STR combines the original forecast with two complementary trajectories derived from the latest measured power level and its recent trend. A horizon-conditioned router adjusts their contributions over the first 120 min, while leaving subsequent predictions unchanged. Experiments on four public PV datasets show that STR consistently outperforms a parameter-matched residual adapter. On PVDAQ, the same approach improves five neural forecasting backbones, reducing all-horizon normalized mean absolute error by 0.0201-0.2364 percentage points, with paired 95% confidence intervals excluding zero. No reliable improvement is observed for LightGBM. These findings demonstrate the potential of structured state adaptation to improve short-term forecasting across different neural architectures without retraining the underlying models or altering their longer-horizon predictions.

Xu Yuqing, Zhou Liguo, Sun Ze +2

Huaibei Normal University, China

Time Series Forecasting Solar Power Forecasting

Sep 28, 2026cs.LG

GNA: Granular Neighbor Assembly for Retrieval-Augmented Multivariate Time-Series Forecasting

Deep forecasters predict from a fixed-length lookback window, and lengthening it gives diminishing returns at a growing cost. Retrieval augmentation instead shows the model how similar past situations continued. Retrieving a whole past window gives every variate the continuation of the same past moment. In multivariate series, however, the best past match differs from variate to variate. We present GNA (Granular Neighbor Assembly), a retrieval layer for forecasting backbones that assembles neighbors at two granularities: whole past windows, which keep the variates coherent, and per-variate neighbors, in which each variate takes its future from its own best-matching past. A learned gate decides, per forecast step and variate, how much to trust these futures against a persistence forecast, next to the backbone's own forecast. Candidates come from an embedding trained to predict each window's future, and retrieval is strictly causal: a past window is used only once its future has been observed. With the same lookback for every model and the same retrieval constants for all datasets, GNA improves two Transformer backbones in 85 of 96 dataset-horizon settings, gives the lowest MSE on 8 of 12 standard benchmarks and beats its backbone in every seed on 10 of them. Both granularities are needed, and neighbors of mismatched queries are worse than none. Retrieval helps most where the lookback says least: the gate shifts trust to retrieved futures further ahead. Where it fails, on hourly non-stationary series at long horizons, the loss is consistent with a drifting level of the retrieved futures.

Vincent Uhse

CERN

Multivariate Time Series Forecasting Time Series Forecasting Retrieval-Augmented Time Series Forecasting Time Series Transformers

Sep 28, 2026cs.LG

Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions

In quantitative finance, standard regression losses are misaligned with the economics of return prediction. As the conditional mean of financial log-returns is close to zero, symmetric losses such as the mean squared and mean absolute errors make the constant zero forecast a near-optimal solution, penalizing models with genuine but noisy directional skill. This applies both during training, where predictions shrink toward zero, and during evaluation, where trivial forecasters can lead loss-based rankings. Under a Gaussian linear prediction model, we show that all symmetric monotonic losses share a universal breakeven directional accuracy against the zero predictor, which rises sharply and becomes unobtainable as the prediction noise approaches the standard deviation of the returns. We introduce the CZAR (Composite Zero-Agnostic Return) loss function, a piecewise quadratic loss built around five key requirements: convexity in the prediction, asymmetry with true return direction that vanishes at zero, near-linear penalization of undershoots and wrong-direction predictions, divergence for large errors, and an adaptive loss floor for evaluation. CZAR is provably convex in the prediction at fixed true value, has closed-form gradient and Hessian suitable for custom objectives in gradient-boosted libraries, and its four hyperparameters reduce to a single choice through correlated defaults. In idealized tests, the minimum directional accuracy required for a CZAR-evaluated forecaster to outperform the zero predictor under mean log loss remains near the 50% chance level, whereas the corresponding threshold for symmetric losses rises sharply with prediction noise. This advantage persists under heavy-tailed return distributions. In a LightGBM experiment on intraday BTC log-returns, CZAR-trained models reduce the `zero-returns bias' and improve directional accuracy on large-magnitude returns.

Joel Pfeffer, J. M. Diederik Kruijssen, Florian Stecker +1

Allora Foundation · LJMU · Liverpool John Moores University

Financial Forecasting Time Series Forecasting Financial Time Series Cost-Sensitive Learning

Sep 28, 2026cs.LG

SpikeLite: Lightweight Spiking Neural Networks for Time-Series Forecasting

Spiking neural networks (SNNs) offer an energy-efficient paradigm for time-series forecasting through spike-driven computation. However, recent SNN forecasters often pursue higher accuracy through increasingly complex attention mechanisms, or specialized neuronal dynamics, weakening the lightweight motivation of SNNs. We introduce SpikeLite, a spiking forecasting framework built around two modules: a Frequency-Selective Spiking Encoder (FSSE) for frequency-sensitive temporal encoding and a Sparse Spiking Channel Attention (SSCA) module for selective cross-channel interaction. FSSE exploits the low-pass filtering behavior of LIF dynamics to reorganize each input sequence into frequency-sensitive components while collectively preserving the input at the decomposition stage. SSCA then learns a binary mask from encoded channel representations and uses it to selectively exchange information within spike-driven self-attention, retaining informative cross-channel interactions while suppressing redundant ones. When explicit channel interaction is unnecessary, SpikeLite uses the lighter FSSE-only channel-independent path. Experiments under the SeqSNN and SpikF protocols cover four standard multivariate and eight long-term forecasting benchmarks. SpikeLite achieves the best aggregate performance under both protocols, with an average

R^2

of 0.790 and RSE of 0.440, and lowest average MSE/MAE of 0.343/0.345 in long-term forecasting. Moreover, evaluation on the ECL dataset shows that SpikeLite achieves the lowest reported energy consumption, further demonstrating its potential for energy-efficient time-series forecasting.

Bang Hu, Changze Lv, Mingjie Li +3

School of Computer Science, Fudan University, Shanghai, China

Multivariate Time Series Forecasting Efficient Neural Network Inference Time Series Forecasting Spiking Neural Networks Sparse Attention

Sep 28, 2026cs.LG

XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matching

Future exogenous variables provide valuable information for forecasting endogenous time series. Existing covariate-aware methods primarily learn the direct influence of exogenous variables on endogenous variables. However, these effects can be complex and change with the pattern of the exogenous variables, making them difficult to capture. Beyond this perspective, we observe that a given exogenous pattern often co-occurs with only a small set of endogenous response patterns. These associations motivate a strategy that matches future and historical exogenous patterns and uses the corresponding endogenous patterns to enhance forecasting. However, in real-world forecasting scenarios with multiple exogenous variables, each exogenous variable provides a distinct dimension for matching, creating a dilemma for this strategy between precise matching and sufficient historical support. To bridge this gap, we propose XMatch (EXogenous MATCHing), a covariate-aware forecasting model that realizes the aforementioned strategy through a tree-structured matching process that adaptively adjusts the number of exogenous variables used as matching conditions. Specifically, we first introduce the ProtoTree Creator, which organizes historical correspondences between exogenous and endogenous patterns into a ProtoTree, whose deeper levels incorporate additional exogenous variables for matching. For forecasting, we then design the ProtoTree Matcher, which uses future exogenous variables to query the ProtoTree and adaptively determines how many exogenous variables to use for matching based on exogenous pattern similarity and historical support. Finally, the matched endogenous patterns are used as explicit historical evidence to enhance forecasting. Extensive experiments on 12 real-world datasets demonstrate that XMatch outperforms state-of-the-art baselines.

Ziyang Zhang, Hanyin Cheng, Xiangfei Qiu +3

East China Normal University

Multivariate Time Series Forecasting Time Series Forecasting

Sep 28, 2026cs.LG

Context-dependent time-series prediction via HyperReservoirs

Time series prediction is a common application of reservoir computing. When the training and testing time series data contains multiple dynamical regimes, because an underlying parameter is changing, or the data in fact consists of multiple distinct systems, simple application of the reservoir computing principle produces high prediction errors. Here, we propose a HyperReservoir as an extended model of reservoir computing especially designed for such cases. The HyperReservoir combines a main reservoir with a smaller context reservoir, where the latter modulates the output weights of the former. This structure resembles the hypernetworks from deep neural network literature. However, in contrast, HyperReservoirs retain the simple training via linear regression of standard reservoir computing. We compare the proposed architecture with a conventional ESN, in which context acts at the input, and a full-matrix Conceptor, in which context modulates the reservoir state space. We evaluate all three models on time-series prediction tasks based on Lorenz and Rössler systems, including for varying bifurcation parameters and time sampling scales. We find that the HyperReservoir achieves the lowest mean test error in all three tasks, and particularly outperforms conceptors on data that is sampled from the same attractor but at different time scales.

Kohei Tsuchiyama, Takatomo Mihana, Ryoichi Horisaki +1

Department of Information Physics and Computing, Graduate School of Information Science and Technology, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan

Time Series Forecasting Reservoir Computing Multiscale Time-Series Modeling Chaotic Time-Series Prediction

Sep 28, 2026cs.LG

Instance-Adaptive Prompts as Context for Time-Series Foundation Models

Longer histories can improve time-series foundation models (TSFMs), but require substantially higher inference cost. We therefore ask whether contextual information can be provided more efficiently through a compact set of learned token embeddings. We introduce PaCTS, which generates a small set of instance-adaptive latent prompts in the form of continuous embedding tokens conditioned on the visible context. These prompts serve as compact context surrogates for frozen TSFMs. PaCTS constructs them from instance-specific global statistics and further refines them with segment-level temporal information, capturing both global characteristics and local temporal variations. The prompt module is jointly trained and deployed across heterogeneous time series with the frozen backbone. Extensive experiments demonstrate the effectiveness of prompts as context, consistently improving forecasting across context lengths and model architectures. With a shorter input context, PaCTS can outperform the same frozen backbone using double context while requiring substantially less inference computation. Compared with weight-space adaptation methods, PaCTS achieves stronger improvements and better out-of-distribution generalization.

Zehao Xiao, Shifeng Xie, Lei Zan +5

Huawei Noah’s Ark Lab, Paris, France · LIPADE, Universit´e Paris Cit´e, Paris, France · Huawei Noah’s Ark Lab, Shenzhen, China

Time Series Forecasting Prompt Tuning Time-Series Foundation Models Context Compression

Sep 28, 2026cs.LG

Predicting Delayed Train Trajectories on the Dutch Railway Network: Explainable AI Evaluation of Topological, Operational and Weather Features with Tree Based Ensemble Methods

The reliable prediction of passenger train delays is a critical component of railway management. While contemporary research frequently attempts to maximize absolute accuracy by deploying opaque deep learning architectures, the underlying data mechanics driving longitudinal predictive decay remain underexplored. Consequently, this study provides an explainable temporal robustness analysis of network-wide railway delay prediction. Focusing on the Dutch railway network, this research utilizes interpretable tree-based ensembles to integrate granular topological, environmental, and operational features. The overarching finding establishes that while feature-rich tree-based models improve simultaneous (within-month) prediction, predictive performance systematically degrades when evaluated across non-simultaneous (future) months. Furthermore, multi-horizon SHAP and dispersion analyses explicitly link this degradation to environmental feature volatility and instability within the statistical target definition. Ultimately, this study demonstrates that richer feature sets alone are insufficient to resolve long-term forecasting constraints, underscoring the necessity to transition toward dynamic, season-aware architectures anchored by absolute operational boundaries.

Jia Long Bao, Ali Mohammed Mansoor Alsahag, Seyed Sahand Mohammadi Ziabari

Explainable Time Series Forecasting Time Series Forecasting Non-Stationary Time Series Forecasting

Sep 28, 2026cs.LG

Correction-space Cross-variate Interaction for Test-time Adaptation in Time Series Forecasting

Test-time adaptation (TTA) is a promising paradigm for handling distribution shift in time-series forecasting (TSF), where models adapt at inference time, often leveraging delayed observed data to refine predictions. In the multivariate setting, distribution shifts often exhibit cross-variate dependencies, yet existing TSF-TTA methods adapt each variate independently and ignore this cross-variate structure. Exploiting such structure motivates cross-variate interaction, but coupling variates through backbone predictions introduces direct pathways for mixing uncorrected errors across variates, a concern under the delayed supervision of TSF-TTA. We identify the \emph{interaction space} as a key design choice, and show that acting on adapter corrections that refine backbone outputs, the \emph{correction space}, rather than on the predictions themselves, avoids directly propagating backbone errors across variates. We build on this to propose \textsc{CoRe} (\textsc{Co}rrection-space Interaction \textsc{Re}finement), realizing correction-space interaction through (i) Shared-anchor Correction Refinement (SCR), which combines each variate's correction with a shared anchor through a parameter-efficient bottleneck, and (ii) input-conditioned spectral gating, which adaptively modulates the refinement from the current input window. Across seven backbones, six datasets, and four prediction horizons, \textsc{CoRe} reduces MSE by 25.82% on average over backbones and 10.57% over the state-of-the-art TSF-TTA method, with stronger gains at medium-to-long horizons and modest computational overhead. Data and code are available at: https://github.com/yyddou/CoReTTA

Yuanyuan Deng, Mykola Pechenizkiy, Songgaojun Deng

Eindhoven University of Technology Eindhoven, The Netherlands

Multivariate Time Series Forecasting Feature Interaction Modeling Test-Time Adaptation Time Series Forecasting

Sep 27, 2026cs.LG

LTV-CTDNet: Compositional Turning Decomposition for Short-Term Turning-Movement Forecasting

Short-term turning-movement forecasts can support signal control and corridor operations, but unconstrained neural networks may produce physically impossible negative counts or outputs that are not explicitly tied to an approach-demand total. This study introduces the Linear Temporal-Variable Compositional Turning Decomposition Network (LTV-CTDNet), a forecasting framework designed to combine competitive accuracy with structurally admissible outputs. LTV-CTDNet was evaluated using seven months of 15-minute LiDAR observations from eight monitored corridor locations in Nashville, Tennessee. Its lightweight encoder combines recent turning-movement history, weekly time-slot embeddings, and location embeddings. The Compositional Turning Decomposition framework separately predicts nonnegative approach totals and within-approach turning proportions, then reconstructs movement forecasts from these components. Among the evaluated predefined configurations, LTV-CTDNet achieved a movement-level MAE of 1.8189 and RMSE of 3.8072. Its accuracy gains over the strongest sequence models were modest, but it produced no negative forecasts, while unconstrained learned models generated negative values in approximately 10.6% to 29.2% of raw forecast cells. The framework enforces nonnegative outputs and exact agreement between each model-predicted approach total and the sum of its component movements by construction, providing directly interpretable forecasts without clipping or coherence correction.

Md Atiqur Rahman Mallick, Kamrul Hasan, Robert T. White

Graduate Student, Department of Electrical and Computer Engineering Tennessee State University, Nashville, TN, 37209 · Assistant Professor, Department of Electrical and Computer Engineering Tennessee State University, Nashville, TN, 37209 · TSMO Manager Nashville Department of Transportation & Multimodal Infrastructure Nashville, TN 37210

Time Series Forecasting Traffic Flow Estimation Spatiotemporal Forecasting Traffic Forecasting

Sep 27, 2026cs.LG

RICE-Alpha: Reliability-Informed Correction with Event Graphs for LLM-Agent Stock Forecasting

Equity-relevant news evolves through temporally dependent corporate events, making historical information useful only when event continuity, information availability, and transition reliability are modeled. Existing LLM-based financial agents incorporate historical evidence, yet they provide limited support for preserving issuer-specific chronology under point-in-time constraints and for identifying when historical transitions contribute information beyond the current forecast. We present RICE-Alpha (Reliability-Informed Correction with Event Graphs), a point-in-time stock-scoring framework that separates a history-aware multi-view Base Alpha from a reliability-calibrated residual correction derived from historical event continuation. A Multi-Tier Memory Layer grounds news interpretation in temporally eligible issuer-specific history, while a Typed Event Agent constructs event states whose successor relations are formed within issuers and pooled across firms only after valid local pairing. Matured transitions are calibrated by their empirical reliability, and the resulting graph signal is residualized against the Base Alpha and technical view to obtain the RICE Delta. On daily Nasdaq-100 and Hang Seng Index panels from 2024 to 2026, RICE-Alpha achieves the strongest results among the evaluated LLM-based agents and momentum across four predictive and four portfolio-level metrics. Its ICIR more than doubles that of the strongest baseline, while net Sharpe ratios reach 1.656 and 1.725 in the U.S. and Hong Kong, respectively. U.S. ablations further show significant reductions in IC and RankIC after Holm adjustment when major components are removed. These results indicate that historical event continuation adds incremental information when it is temporally grounded, reliability-calibrated, and introduced as a residual correction to a multi-view forecast.

Tong Liu, Lanmiao Liu, Xiang Hu

Zircon Security · Utrecht University · The Max Planck Institute for Psycholinguistics +1

Financial Forecasting Time Series Forecasting LLM-Based Time Series Forecasting Temporal KGs Memory-Augmented Language Model Agents

Sep 27, 2026cs.LG

From HL to H+L-1 Parameters: A Hankel-Toeplitz Forecaster for Long-Term Time Series Forecasting

Linear forecasters have shown competitive accuracy against Transformer-based models in long-term time series forecasting. We study how classical stationary prediction theory can guide parameter sharing for more compact linear forecasters. For centered second-order stationary processes with nonsingular history covariance, the minimum-MSE finite-window linear predictor factors into a Hankel cross-covariance matrix and an inverse Toeplitz covariance matrix. Shared lags and scale cancellation specify this predictor using

H+L-1

autocorrelations for lookback

L

and horizon

H

. Building on the innovations representation, our Hankel-Toeplitz Forecaster (HTF) learns one impulse response that defines both an inverse filter and a forecast map. We characterize the finite-history correction and, under summability assumptions, bound the excess risk of truncating the true filters. HTF uses

H+L-1

trainable coefficients while allowing a full-rank forecasting matrix. Across seven benchmarks at

L=336

, its horizon-averaged MSE is within 1.2% of Dense Linear on each dataset with 75-229 times fewer trainable parameters.

Chaoqi Zhang, Yu Wang, Haixu Tang

Indiana University Bloomington, IN, USA

Long-Term Time Series Forecasting Time Series Forecasting

Sep 27, 2026cs.LG

Diffusion-Based Rollouts as a Stabilization Mechanism for Long-Horizon Environmental Forecasting

Extending forecast lead times while maintaining predictive skill remains a major challenge in environmental forecasting. We investigate diffusion-based rollouts as a stabilization mechanism for recursive forecasting using low-dimensional water-level time series and high-dimensional precipitation fields. Across both modalities, diffusion suppresses recursive error growth, with the largest stabilization occurring where deterministic rollouts are most unstable. However, stabilization does not guarantee forecast fidelity. In the water-level experiments, forecasts progressively lose event-level fidelity as the rollout loses access to external predictive information, and trajectory-level comparisons show that diffusion can remain numerically stable while contracting toward central values and exhibiting reduced variability. In the precipitation experiments, which retain conditioning from numerical weather prediction throughout the rollout, diffusion better preserves spatial organization and event-detection skill. Together, these contrasting experiments indicate that diffusion can control recursive error amplification, while its practical benefit also depends on the predictive information available to constrain future evolution.

Marina Vicens-Miquel, Amy McGovern, Aaron J. Hill +2

University of Oklahoma, School of Meteorology, Norman, Oklahoma · University of Oklahoma, School of Computer Science, Norman, Oklahoma · NSF AI Institute for Research on Trustworthy AI in Weather, Climate, and Coastal Oceanography, Norman, Oklahoma +2

Precipitation Forecasting Long-Term Time Series Forecasting Time Series Forecasting Spatiotemporal Forecasting

Sep 27, 2026stat.ME

ViBR-WM: Visual Bayesian Regression for World Modeling

Modeling temporal dependence and uncertainty is central to forecasting with world models. The Visual Bayesian Regression World Model combines visual features, physical histories and known covariates through interpretable regression, within a modular architecture supporting trend, seasonal and cycle dynamics. Visual compression reduces representation dimension, while Bayesian variable selection reduces active regression dimension. Posterior prediction combines forecasts across predictor subsets using their posterior probabilities as weights and accounts for parameter uncertainty and future disturbances. The model forecasts joint visual--physical states recursively and physical targets directly. Across four forecasting tasks spanning object motion, vegetation greenness and solar power, ViBR-WM achieves lower mean overall physical-target error than Temporal Straightening, ConvLSTM, PredRNN and SimVP on every task. Repeated fitting and resampling support these overall gains.

Jifan Li, Ning Ning

Department of Statistics, Texas A&M University College Station, TX 77843

World Model Learning Time Series Forecasting Probabilistic Time Series Forecasting

Sep 27, 2026cs.LG

Correct then Forecast: Observer State-Space Models for Time Series Forecasting

Time series forecasting requires extrapolating the dynamics of an observed process beyond the last available measurement. Yet recurrent forecasting models typically treat observations as inputs that directly control their latent dynamics. It leads to a regime change when these observations become unavailable at prediction time. Following a state-estimation perspective, we introduce Observer State-Space Models (OSSMs), a class of recurrent models that interprets the observed input time series as measurements of an underlying autonomous dynamical system. OSSMs explicitly separate latent-state propagation from measurement assimilation: a single transition governs the dynamics across both context and forecasting intervals, while available observations correct the estimated state through an observer. This formulation naturally exposes classical control-theoretic properties, including observability and convergence of the state estimation error. We further show that conventional and recent SSMs can be recovered as particular instances of our OSSM framework, thereby providing a unified interpretation of their recurrent dynamics and revealing modeling inconsistencies. We perform experiments across several benchmarks showing that OSSM achieves substantial improvements while maintaining the same parameter count and training setup as the corresponding SSM baseline. These results support a simple principle for recurrent forecasting: observations should correct the estimated latent state, rather than control the dynamics used to propagate it.

Alexis-Raja Brachet, Guillaume Clavier--Frémond, Abdelhakim Ziani +2

MICS, CentraleSup´elec, Universit´e Paris-Saclay, France · CentraleSup´elec, IETR UMR CNRS 6164, France · Universit`a di Torino, Torino, Italy.

Latent Dynamics Modeling Time Series Forecasting State Space Models

Sep 27, 2026cs.LG

RAEGL: Risk-Aware Evidence-Gated Learning for Selective Contextual Routing under Temporal Shift

Contextual specialization can improve forecasting accuracy, but a correction selected on one historical interval may become unreliable under temporal distribution shift. To address this issue, we propose RAEGL, a Risk-Aware Evidence-Gated Learning framework for selective contextual forecasting. RAEGL retains a validated global predictor by default and activates a contextual residual only when pre-deployment evidence supports its use. The framework separates candidate selection from gate calibration and jointly evaluates randomization significance, practically meaningful gain, and temporal stability. Experiments on real-world audits and controlled panels show how RAEGL can prevent harmful contextual deployment while making conservative opportunity costs explicit. In a reconstructed Our World in Data audit, exact fallback avoids RMSE degradations of 0.0960 and 0.0239 caused by two validation-selected corrections. In a sealed World Development Indicators evaluation, a region-based correction passes the randomization test but is withheld because its gain is only 0.000092, its country-clustered 95% confidence interval crosses zero, and only 0.02% of bootstrap replicates reach the practical threshold. In controlled panels, the stability- and support-aware extension activates in 97.2% of strong, stable-context runs while rejecting all high-drift settings. These results support RAEGL as an auditable, evidence-based mechanism for managing contextual deployment risk and as a conservative alternative to validation-driven contextual selection.

Yifan Guo

Stony Brook University

Distribution Shift Selective Prediction Time Series Forecasting Temporal Distribution Shift

Sep 27, 2026cs.CL

CAME: Company-Aware Evidence-Memory Experts for Interpretable Quarter-Ahead Revenue Forecasting

Quarter-ahead revenue forecasting requires company-scale numerical accuracy, strict temporal validity, and company-specific interpretation of narrative disclosures. LLMs can distill textual evidence but can produce scale-misaligned forecasts, whereas history-based anchors are stable but miss forecast-time signals such as product transitions, supply constraints, and management guidance. We introduce CAME (Company-Aware Evidence-Memory Experts), a residual-forecasting framework that refines a no-leakage statistical anchor when current semantic evidence and prior error patterns justify an adjustment. On a development-inclusive rolling backtest of 336 company-quarters from 12 large public technology and platform firms, CAME achieves the lowest aggregate point-estimate error among the reported methods, with statistically supported macro-sMAPE gains over the matched Statistical Anchor, and outperforms History + Guidance on all six aggregate metrics. CAME also links adjustments to source-linked evidence cards and guarded memory traces, supporting forecast inspection, provenance, and failure localization.

Ya-Wen Wu, Meng-Fen Chiang, Kuang-Da Wang +1

National Yang Ming Chiao Tung University, Hsinchu, Taiwan

Financial Forecasting Time Series Forecasting Explainable Time Series Forecasting

Sep 27, 2026physics.ao-ph

BridgeCast: Bridging Ocean Wave Forecasts to Reanalysis via Flow Matching with Exogenous Variables

Ocean wave forecasting is essential for maritime safety, offshore operations, and coastal resilience, yet remains challenging due to systematic biases in physics-based models. Physical models, while widely used, rely on approximations and parameterizations that limit their accuracy under complex ocean-atmosphere conditions. To enhance ocean wave forecasting, we propose BridgeCast, within a physics-AI hybrid framework for bias correction. BridgeCast is a probabilistic model based on conditional flow matching (CFM) that learns to transform physical model forecasts into reanalysis-like fields. It treats physical forecasts as corrupted observations and employs a continuous-time generative process to bridge their distribution toward that of reanalysis data. BridgeCast is parameterized by a Transformer-based architecture that enables spatiotemporal modeling, incorporation of exogenous atmospheric variables, and flexible inference via both ordinary and stochastic differential equation formulations. Extensive experiments on real-world datasets demonstrate that BridgeCast consistently outperforms state-of-the-art baselines across regions and forecast lead times.

Siyu Gan, Dongsheng Luo, Kunxiaojia Yuan +2

Johns Hopkins University · Singapore Management University · University of Houston +1

Spatiotemporal Forecasting Time Series Forecasting Probabilistic Forecasting

Sep 26, 2026cs.CV

Distributed Hydrological Modeling in the Feature Space

Accurate forecasting of river discharge and floods is very challenging. River dynamics are affected by storage, meteorological forcing, and flow propagation at different spatial and temporal scales. Forecasting thus requires a framework that considers the upstream-to-downstream flow through river networks across grid cells and catchments. This modeling is known in hydrology as distributed modeling and routing. Existing deep learning approaches either ignore this topology, operate on lumped catchments, or route predicted physical quantities through a separate graph or physical routing model. We instead introduce feature-space routing: a topology-aware state-space operator embedded directly in the forecasting dynamics. At every forecast step, the operator gathers latent states from upstream grid cells and causally updates the downstream state according to the known river network. This preserves the physical connectivity of the river system while allowing the propagated state itself to be learned end-to-end and allows the model to predict river discharge considering both local dynamics and neighboring upstream contributions. To address uncertainty and provide probabilistic forecasts, we minimize the fair continuous ranked probability score (fCRPS) as a training objective. Our experiments on the European Flood Awareness System (EFAS) and observational data for river discharge forecasting demonstrate that encoding the physical structure of river networks explicitly in the feature space substantially improves the forecasting skill, particularly in an ungauged setting. Our approach achieves state-of-the-art results on both reanalysis and observational data and is able to forecast maps of river discharge at 1 arcminute and 6-hourly resolution up to 10 days lead time.

Mohamad Hakam Shams Eddin, Maria Luisa Taccari, Yikui Zhang +3

Max Planck Institute for Biogeochemistry, Germany · European Centre for Medium-Range Weather Forecasts (ECMWF), United Kingdom · Institute of Bio- and Geosciences Agrosphere (IBG-3), Research Centre Jülich, Germany +2

Flood Forecasting Time Series Forecasting

Sep 26, 2026cs.LG

Predicting the Financial Impact of Supply Chain Risk for Major AI-Related Semiconductor Firms: A Heterogeneous Graph Patch Transformer Approach

Modern semiconductor production relies on a globally distributed, multi-tier supply chain in which financial stress at one firm spreads with a delay and eventually affects the revenue, inventory, and profitability of the companies that design AI chips. Most firms see only their direct partners, and prior predictive research has mainly targeted market-based risk measures, so few tools forecast how supply chain stress will appear in reported financials. In this study, we propose a heterogeneous graph patch transformer that forecasts these quarterly changes one and two quarters ahead. Learning from a 15,186-company network over 60 quarters, the proposed model fuses quarterly fundamentals with macro-trade, event, and disaster signals through learned gates, carries risk across supplier, customer, ownership, and headquarters relations through typed, direction-specific propagation, and encodes the propagated histories with patch-based tokenization. In preliminary experiments on 116 focal semiconductor firms, the proposed model achieves the lowest error on every target at both horizons, and its profitability advantage widens at the two-quarter horizon. These forecasts can help supply chain managers and investors act before disruptions appear in reported financials.

Jianna Hur, Sagar Samtani

Data Science and Artificial Intelligence Lab (DSAIL), Kelley School of Business Indiana University, Bloomington, IN, USA

Financial Forecasting Supply Chain Management Time Series Forecasting Graph Transformer

Sep 26, 2026cs.LG

SIFT: Enhancing Time Series Foundation Models via Semantic Invariance and Structural Fidelity Fine-Tuning

Time Series Foundation Models (TSFMs) have achieved remarkable zero-shot performance through extensive pre-training on massive time series datasets. Nevertheless, due to the low-dimensional properties and diverse structural patterns of time series data, performing naive fine-tuning on TSFMs often leads to overfitting and falling into the mean-prediction trap. To address these challenges, we propose SIFT, a robust adaptation method that enhances time series foundation models by preserving Semantic Invariance and structural Fidelity throughout the fine-Tuning process. We employ semantic-invariant adversarial augmentation, which utilizes semantic spectrum decomposition to partition the semantic space and then generates perturbations within the non-core semantic subspace to bolster the model's robustness against these perturbations, mitigating overfitting. We implement a component-based structural fidelity enhancement, which facilitates component-wise mixup and imposes a reconstruction objective to improve the model's ability to preserve structural fidelity, alleviating the mean-prediction trap. Extensive experiments on representative TSFMs covering 10 real-world datasets demonstrate that SIFT can significantly enhance the performance of TSFMs.

Yi Tang, Tengxue Zhang, Yang Shu +3

East China Normal University, Shanghai, China · Chang’an University, Xi’an, China

Time-Series Foundation Models Time Series Forecasting Time Series Data Augmentation

Sep 26, 2026cs.LG

STRIDE: State-Transition Representation via Increment Dynamics and Evolution

We introduce STRIDE (State-Transition Representation via Increment Dynamics and Evolution), which defines states through derivative fingerprints and learns local functions for state transitions (qpairs), recasting continuous forecasting as transition prediction. Trailing convolution windows estimate local joint-transition frequencies, whose lagged differences form a high-dimensional increment trajectory. Proper orthogonal decomposition (POD) gives coordinate paths, jointly forecast by sparse dynamics with memory. Recombining their forecasts and applying history-anchored inversion recovers future transition distributions; sampled state paths select local functions to generate continuous forecasts. Three-seed experiments compare STRIDE against fourteen baselines across nine benchmark families. Five independent Markov and hidden-state baselines cover all 230 evaluated tasks, with 220 complete whole-horizon pairs. Against these comparators, system-weighted late-Energy win fractions range from 73.6% to 78.5% on 190 multi-step pairs; against DLinear, the fraction is 77.3% on 72 paired multi-step tasks. Matched controls examine the intermediate representation. On 64 independently initialized Aizawa trajectories, late-Energy reductions against four matched controls range from approximately 24% to 56%, with all four prespecified contrasts passing Holm correction. These results connect transition-statistic prediction to continuous probabilistic forecasting, with substantial long-horizon gains in the matched Aizawa study.

Yuchen Xiong, Siming Huang, Jianfeng Sun

Time Series Forecasting Probabilistic Time Series Forecasting Latent Dynamics Modeling State Representation Learning Chaotic Time-Series Prediction