Time Series Forecasting

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Latest papers 667

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

Sep 14, 2026cs.LG

How Good Are Time-Series Foundation Models for Pedestrian Crowd Count Forecasting? A Cross-Dataset Comparative Study

Pedestrian-count forecasting supports pedestrian-oriented Intelligent Transportation Systems (ITS), including crowd monitoring, pedestrian-traffic staffing and routing, and proactive risk mitigation during surges. Recent time-series foundation models (FMs) report strong zero-shot accuracy on heterogeneous forecasting benchmarks, but it remains unclear whether these gains transfer reliably to pedestrian sensing deployments. We benchmark seven univariate forecasting approaches spanning four paradigms: Seasonal Naive, gradient-boosted trees (LightGBM, CatBoost), deep learning models (N-HiTS, PatchTST), and two pretrained FMs (TimesFM, Chronos-2). Experiments cover two complementary regimes: (i) a five-day special event dataset SAIL2025 at 3-minute resolution with limited in-domain history; and (ii) Melbourne pedestrian sensors as a multi-year hourly dataset (2010--2017) with strong seasonality. We compare the MAE and RMSE results per sensor across datasets and multiple forecast horizons. Results show three consistent findings. First, with limited historical data, Seasonal Naive remains a strong baseline for long-horizon forecasting on high-volume sensors, while trained models can degrade when the next day differs substantially from prior days. Second, boosted trees can be competitive on lower-volume sensors but exhibit higher sensitivity on high-volume sensors under event-driven shift. Third, FMs excel in the seasonal and data-rich regime under long-context configuration. The findings highlight the importance of choosing pedestrian forecasting models based on both the underlying data conditions and the forecasting horizon.

Theivaprakasham Hari, Ziteng Li, Yanan Xin +2

Department of Transport & Planning, Faculty of Civil Engineering and Geosciences, Delft University of Technology, 2628 CN Delft, The Netherlands

Crowd Counting Time Series Forecasting Forecasting Benchmarks Time-Series Foundation Models

Sep 14, 2026cs.AI

Parameter-Efficient Adaptation of Pretrained Language Models for Time-Series Forecasting

We study the adaptation of pretrained language models to univariate time-series forecasting through a parameter-efficient transfer learning framework, with the goal of understanding which design choices drive effective cross-modal transfer. While language models operate on discrete textual tokens, time series consist of continuous numerical observations with temporal dependencies. To bridge this modality gap, we project fixed-length time-series patches directly into the embedding space of a pretrained GPT-2 backbone, bypassing textual tokenization and treating the Transformer as a generic sequence encoder. Through controlled ablation studies on seven benchmark datasets spanning energy, weather, traffic, and finance, we analyze the effects of (i)~representation strategy (continuous embeddings versus textual serialisation), (ii)~adaptation regime (frozen backbone versus partial or full fine-tuning), (iii)~architectural components such as adapters, pooling strategies, and prediction heads, and (iv)~input context length. Continuous patch-based embeddings consistently outperform textual prompting and randomly initialised backbones. The adapted pipeline attains MASE within the range of specialised forecasting architectures while updating less than 1% of total model parameters. Results further indicate that freezing the pretrained backbone and training lightweight projection and adapter modules provides a favourable accuracy--efficiency trade-off with stable behaviour across varying context lengths.

Tamanna Kumavat, Georg Brunner, Kyriakos Flouris

University of Zurich, Switzerland · Computer Vision Laboratory, ETH Zurich, Switzerland · MRC Biostatistics Unit, University of Cambridge, United Kingdom

Time Series Forecasting LLM-Based Time Series Forecasting Parameter-Efficient Fine-Tuning

Sep 14, 2026cs.LG

Beyond Numerical Time Series: A Unified Benchmark for Multimodal Forecasting with Heterogeneous Context

Most time series forecasting benchmarks remain numerical-centric and provide limited support for evaluating contextual information that shapes real-world temporal dynamics. Existing multimodal benchmarks also suffer from limited data and context coverage, fragmented evaluation settings, and overreliance on aggregate evaluation. In this paper, we propose \textbf{MUSE-Bench}, a unified benchmark for multimodal time series forecasting with heterogeneous context. It comprises fourteen datasets across eight domains and six types of context: metadata, events, holidays, news, images, and numerical covariates. We evaluate diverse forecasting paradigms, including statistical, data-specific, foundation, multimodal, and general-purpose LLM forecasting methods under shared non-overlapping forecast windows, common target observations, and consistent point and probabilistic metrics. Extensive experiments yield three main findings. First, numerical time series foundation models dominate the overall ranking, while Aurora, the evaluated multimodal foundation model, trails the leading numerical TSFMs but outperforms all evaluated data-specific models. Second, ablations show that external context improves the four evaluated context-aware models, whereas incorrect or temporally misaligned context degrades performance. Third, general-purpose LLMs perform poorly as direct forecasters, and LLM-guided refinement does not yield consistent improvements. MUSE-Bench enables systematic evaluation of how forecasting models utilize context and provides a foundation for future multimodal forecasting research.

Peng Chen, Zhihao Zhuang, Hongzhou Chen +6

Ant International · Hangzhou, China

Multivariate Time Series Forecasting Time Series Forecasting Forecasting Benchmarks Multimodal Model Evaluation Time-Series Foundation Models

Sep 13, 2026cs.LG

WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion

Hybrid Deep Learning for equity index forecasting is limited by three problems: propagation of OHLCV noise into derived technical indicators (TIs), channel-indiscriminate multi-scale decomposition that conflates heterogeneous frequency signatures, and static multi-branch fusion that cannot adapt to market regime shifts. WaVeFuse addresses these limitations through a unified dual-branch architecture. Symlet-4 wavelet denoising (level 2, MAD soft threshold) suppresses microstructure noise in OHLCV. Seven low-lag TIs computed from denoised prices are encoded by a causal channel-wise continuous wavelet transform (Morlet, 32 scales) into a per-timestep scale-space matrix. A CNN-BiLSTM branch captures temporal dynamics, while a dual-layer Transformer (heads=4, dk in {16, 32}) models inter-scale spectral dependencies, and their representations are integrated by a 2-token softmax gate Vertical Attention Fusion (VAF) that dynamically reweights branches as market regimes shift. Evaluated under walk-forward validation (WFV) on KOSPI, DAX, NYSE Composite, and Russell 2000 (2010-2023), WaVeFuse achieves R2 = 0.81-0.96 and directional accuracy 70.5-78.3%. It outperforms seven state-of-the-art models by 8.9-20.2% MAE across twelve dataset-period configurations. Diebold-Mariano statistics (4.62-10.38, p<0.001) confirm superiority over a well-tuned XGBoost benchmark across four indices. Ablation verifies component-wise contributions. Under realistic backtesting with 10 basis point transaction costs, WaVeFuse's directional strategy achieves a mean Sharpe ratio of 3.69 across four markets and limits maximum drawdown to 7.5% during the COVID-19 crash. With 152k parameters (0.68MB) and sub-1.3ms GPU inference, WaVeFuse delivers a computationally efficient, regime-robust framework suitable for research and decision-support deployment.

Aashish Bohra, Vivek Vijay

Department of Computer Science and Engineering, Indian Institute of Technology Jodhpur, Jodhpur, Rajasthan, India

Time Series Forecasting Financial Time Series Hybrid CNN-Transformer Architectures

Sep 13, 2026cs.LG

Are Gradient Boosting Models Suitable for Intermittent Demand Forecasting?

Demand forecasting is critical in modern industry, offering opportunities to reduce costs and gain competitive advantage through improved inventory management. However, forecasting becomes particularly challenging for products with intermittent demand, where demand occurs infrequently and time series contain many zero observations. Such dynamics are common across diverse sectors, such as industrial organizations, consumer goods, aviation, automotive, and electronics. Motivated by these challenges, this paper explores the potential of gradient boosting models to improve forecasting performance. We evaluate statistical, specialized, machine learning, and ensemble approaches across multiple datasets. The results show that specialized methods achieve the strongest performance among individual models, while gradient boosting on its own tends to underperform. However, combining a machine learning model with a specialized approach improves forecasting accuracy by up to 10%, demonstrating that even simple ensembles can outperform single models. Overall, the findings highlight the value of combining machine learning with domain-specific forecasting techniques for intermittent demand.

Vladislav Kislinskii, Mazhar Hameed

Gisma University of Applied Sciences, Potsdam, Germany

Time Series Forecasting Gradient-Boosted Decision Trees

Sep 12, 2026cs.DC

Real-World Deployment and Performance Characterisation of Fog-Based Deep Learning for Cold-Chain Temperature Prediction over LoRaWAN

Fresh fruits and vegetables (FFVs) are highly perishable, and cold-chain breaks contribute significantly to global food waste. While Machine Learning (ML) can enable proactive intervention, cloud-based inference faces challenges such as latency and data loss. Fog computing addresses these issues but has been tested only in simulation for FFV cold-chain temperature prediction. To the best of the authors' knowledge, this paper presents its first real-world deployment. A fog-deployed LSTM-GRU model predicted cold-room temperature using LoRaWAN sensor data collected from a South African apple cold-storage facility with induced cold-chain breaks. Running entirely on a Raspberry Pi 4 with no cloud dependency, the system generated conditional SHAP explanations only when a break is predicted. The deployed system predicts cold-room temperature with an MAE of 0.2°C at roughly 0.2 kWh per day (

\approx 0.7

Wh per prediction). Predictions were delivered in under one second (555 ms), dominated by network and messaging rather than computation, with conditional explanations adding modest cost. SHAP consumes 28% more CPU but is well within the hardware's capacity. The model attributes its predictions primarily to temperature, humidity, and their interaction. Critically, the deployment surfaced what simulation cannot: a sensor-triggered single point of failure, alongside genuine resilience, autonomous recovery from infrastructure faults and continued operation through internet loss. These are the first published deployment benchmarks for fog-based temperature prediction in FFV cold chains, establishing that explainable temperature forecasting is feasible on resource-constrained edge hardware. Future work includes asynchronous sensor fusion, commercial cold chain deployment, alternative model architectures, and causal analysis.

Jeremiah Taguta, Jean Frederic Isingizwe Nturambirwe, Clement Nthambazale Nyirenda

Department of Computer Science University of the Western Cape Cape Town, South Africa · eResearch Office University of the Western Cape Cape Town, South Africa

Time Series Forecasting Edge Computing Internet of Things

Sep 12, 2026cs.CL

Phorecaster365: A Human-Supervised Reference Architecture for Hybrid Pharmaceutical Sales Forecasting and Planning Decision Support

Pharmaceutical sales forecasts inform planning across products, regions, and distribution channels, yet their interpretation depends on inventory availability, transaction semantics, product lifecycle, and the information available when each forecast is issued. A model prediction alone does not preserve these conditions or establish whether a forecast is suitable for operational use. We present Phorecaster365, a human-supervised reference architecture that connects enterprise resource planning data to reviewable pharmaceutical sales forecasts. The architecture separates source ingestion, product-region series construction, temporally valid feature generation, statistical and machine-learning modeling, ensemble formation, uncertainty assessment, planner review, and lifecycle governance. Its central intermediate representation is a forecast context package that preserves the source snapshot, forecast target, temporal cutoff, available covariates, data-quality state, and hierarchy version. A corresponding forecast evidence package links predictions to model and calibration versions, exceptions, human adjustments, and publication history. Development experience with a synthetic panel of 10,950 daily records across 30 product-region series informs the design. Historical experiment summaries are retained only as descriptive evidence of development because their evaluation does not establish independent predictive validity. We specify a rolling-origin evaluation protocol, baseline and ablation requirements, uncertainty and robustness assessments, and a staged pathway from synthetic testing to use in governed planning. The contribution is an implementation-neutral system design and validation framework; the report does not establish real-world forecasting accuracy, comparative superiority, or operational benefit.

Houman Kazemzadeh, Kamyar Naderi

Izlek Technology, Ankara, Türkiye · Xylemed, Dubai, United Arab Emirates

Time Series Forecasting

Sep 12, 2026cs.LG

Accuracy Is Not Service: A Decision-Aware Benchmark for Intermittent-Demand Forecasting

A contract-logistics spare-parts operator is paid on order-level service: an order counts only if every requested line is fulfilled, yet forecasters are selected based on line-level forecast accuracy. This disconnect matters when demand is intermittent and lumpy, histories are short, and lead times span months. We benchmarked 38 forecasting methods spanning classical, intermittent-demand, machine-learning, deep-learning, and pretrained foundation models. A common decision-aware protocol evaluates them on an industrial panel drawn from a live contract and two public datasets. Forecast-accuracy rank and order-service rank are negatively correlated on the industrial panel, at -0.555, across methods evaluated on 20,330 real multi-item orders. Service is more closely associated with the direction of cumulative forecast bias, including over-prediction during zero-demand periods, than with point accuracy. Examining bias in Chronos-2's instance normalization yields a training-free correction that lifts the per-material fill proxy from 77.5% to 92.0% (14.5 percentage points) at the 90% policy target and raises the complete-order fill rate from 54% to 63%. For reproducibility, we release RUF (Regenerate-Until-Fidelity), a method for generating fidelity-certified synthetic panels on which the findings reproduce. For intermittent demand, the lowest-error forecast need not deliver the highest service. Bias direction helps explain this gap, which can be reduced without retraining.

Joo Ern Chin, Shih-Fen Cheng, Aldy Gunawan

School of Computing and Information Systems, Singapore Management University 80 Stamford Road, Singapore 178902 · ST Logistics Pte. Ltd. 5 Clementi Loop, Singapore 129816

Time Series Forecasting Forecasting Benchmarks Inventory Control

Sep 12, 2026cs.LG

PPDL: A Real-world Industrial User Retention Ratio Forecasting Framework Integrating Physical Priors with Deep Learning

In multi-channel paid user acquisition, early and accurate prediction of user retention at the channel level is crucial for optimizing budget allocation. User retention curves display a pronounced temporal pattern: an initial period of high churn transitions into long-term stability. This pattern is further characterized by regular fluctuations attributable to seasonality and exhibits high serial autocorrelation. These intrinsic properties make such curves highly suitable for analysis within a time-series forecasting framework. However, forecasting user retention ratio for large-scale short-video platform faces three major challenges: significant heterogeneity across channels, pronounced global trend of decay followed by saturation, and short look-back windows. To address these challenges, we propose PPDL, a novel forecasting framework that integrates physical priors with deep learning. We first introduce a trend-residual decomposition component. The trend is modeled using the Weibull distribution, whose parameters are learned via a Multilayer Perceptron (MLP). Secondly, for the residual component, we design an auxiliary embedding module on top of a deep learning backbone to maintain the channel identity awareness. Finally, to enhance the model's sensitivity to trends, we design a Multiscale Trend-penalized loss function. The proposed approach PPDL is validated through comprehensive experiments on industrial-scale datasets, covering three applications with an average of 30+ channels each. Experimental results show that PPDL achieves improvements across different backbones and significantly outperforms existing online solutions.

Zibo Zhao, Zhengxiong Guan, Chaoli Zhang +4

Zhejiang Normal University · Douyin Group · Shanghai Jiao Tong University

Time Series Forecasting Human Behavior Prediction Multiscale Time-Series Modeling

Sep 11, 2026cs.AI

A Hybrid LSTM-XGBoost Framework for Multi-Horizon Stock Return Prediction Across Diversified Equity Portfolios

Accurate prediction of equity returns remains a major challenge in computational finance due to the non-stationary, nonlinear, and low signal-to-noise ratio nature of financial time series. This paper proposes a hybrid two-stage architecture that combines a long short-term memory (LSTM) network with an XGBoost gradient-boosted regressor for multi-horizon stock return prediction across a diversified panel of 14 U.S. equities spanning six industry sectors. The LSTM component, comprising two stacked layers with 64 hidden units, processes 60-day sliding windows of five sequential market features to produce 64-dimensional temporal embeddings that encode learned sequential market dynamics. These embeddings are concatenated with 14 hand-crafted technical indicators to form a 78-dimensional hybrid feature vector, which is subsequently passed to an XGBoost regressor tuned via 3-fold cross-validation grid search. The framework is trained on a multi-stock pooled corpus using strict chronological splits and per-stock MinMaxScaling to prevent look-ahead bias, and evaluated across four prediction horizons of 30, 90, 252, and 365 trading days. Experimental results demonstrate that the hybrid model achieves a test RMSE of 0.0949 on the 30-day horizon, roughly one-third that of the standalone LSTM baseline, while marginally matching or surpassing the XGBoost-Only baseline across the majority of stocks. Directional accuracy rises with horizon length, reaching 97.6% at 365 days; we show, however, that this largely tracks the high base rate of positive long-horizon returns in the sample, and we therefore benchmark directional accuracy against a naive always-positive predictor and treat the above-base-rate gap at short horizons as the more informative signal. A composite investment scoring framework derived from multi-horizon predictions is further proposed to support portfolio ranking and decision support.

Seif ElDein Mostafa, Yahia Ahmed, Farah Datwish +1

Faculty of Computer Science MSA University Giza, Egypt

Financial Forecasting Time Series Forecasting Financial Time Series

Sep 11, 2026cs.LG

Explaining Time Series Forecasting with Horizon-Resolved Attribution

Recent advances in explaining time series (TS) models have produced methods that identify which past values a prediction depends on. However, most existing methods return a single importance vector, assuming that every predicted step depends on the same past values. In this paper, we show that this assumption does not hold, as different forecast steps depend on different past values. Motivated by this observation, we propose Horizon-Resolved eXplanation (HRX), which adds a horizon axis to the explanation, so that every forecast step receives its own importance map. HRX is a simple yet effective plug-in framework with three components: 1) an estimator that reads these maps out of any differentiable forecaster without modifying the TS backbone, 2) an evaluation protocol that validates the horizon axis by measuring how much a single forecast step changes when the inputs an importance map ranks highest are removed, and 3) a rank criterion that predicts in advance whether the axis is worth resolving on a given TS. We further show that this step-wise dependence is low-dimensional, as the explanations of all steps are built from a few shared maps whose number does not grow with the forecast length. Extensive experiments across various backbones and datasets show that the improvement comes from the horizon axis and holds for estimators of previous explanation methods. Code is available at https://github.com/seunghan96/HRX.

Seunghan Lee, Jun Seo, Jaehoon Lee +9

LG AI Research

Explainable Time Series Forecasting Feature Attribution Explainable Artificial Intelligence Time Series Forecasting

Sep 11, 2026cs.LG

Observation-Anchored Selective Assimilation for Longitudinal Tumor-State Proxy Forecasting in Post-Treatment Glioma

Post-treatment MRI in patients with glioma provides serial observations for updating patient-specific tumor-state proxy estimates, but variable appearances and trajectories complicate forecasting. We formulate forecasting as an observation-aware digital-twin update in which an intermediate observation anchors the patient-specific state. Among 203 patients and 594 follow-up time points, a predefined no-new-treatment criterion retained 120 of 236 candidate triplets, split into 81/24/15 training/validation/test triplets at the patient level. Each time point was represented by a continuous voxel-wise tumor-state proxy map in [0,1] derived from MRI lesion labels. A SegMamba-based single-step forecaster predicted update proposals from multimodal source-state tensors. Observation-Anchored Selective Assimilation (OASA) retained the observed intermediate proxy as the state anchor and selectively applied updates through a validation-selected tiered case-level rule and voxel-wise soft gate. We compared initial-scan forecasting, rollout without assimilation, latest-observation persistence, direct prediction, OASA, OASA + calibration, and morphological dilation. Checkpoints, OASA rules, and calibration thresholds were selected using validation data only. Across three seeds on 15 held-out test triplets, OASA maintained Dice at

τ

= 0.2 comparable to persistence (0.6071

\pm

0.0025 vs. 0.6070) while yielding numerically higher Dice at

τ

= 0.5 (0.4269

\pm

0.0079 vs. 0.3981), with a small RMSE increase. Calibration increased Dice at

τ

= 0.2 to 0.6178

\pm

0.0025, increased false-positive (FP) support (11,836

\rightarrow

18,663), and reduced false-negative (FN) support (22,107

\rightarrow

17,536). This reflects near-threshold support calibration rather than improved biological predictive capability. Code is publicly available at https://github.com/jsudg436/longitudinal-proxy-forecasting.

Yeonjae Jung, Minwoo Shin

Department of Software, Yonsei University, Wonju, 26493, Republic of Korea

Time Series Forecasting Longitudinal Medical Image Analysis Clinical Prediction

Sep 11, 2026cs.CV

Context-Aware Causal Gaze Forecasting for Human-Vehicle Interaction During In-Cabin Tracking Dropouts

Dashboard-mounted gaze trackers often lose sight of the driver's eyes during large head rotations, including shoulder checks, mirror glances, and intersection scanning. These maneuvers occur when information about the driver's visual attention is most useful. Offline gap-filling methods may reconstruct a missing interval using observations from both sides, but an online driver-monitoring system cannot rely on measurements that have not yet occurred. We therefore formulate causal gaze recovery: forecasting unavailable gaze at time t without target-tracker gaze at t or later. We introduce the Causal Context-Gated Forecaster (CCGF), which encodes a 60-frame pre-dropout history of gaze and head pose and combines it with DINOv3 scene features. A learned reliability gate controls the contribution of the history and scene representations as the dropout progresses. We evaluate two scene conditions: Live, in which the scene representation continues to update during tracker loss, and Frozen, in which the final pre-dropout representation is used throughout the missing interval. We evaluate CCGF on 2,047 eligible, naturally occurring GazeSense head_lost events drawn from 10.5 h of naturalistic driving by ten drivers. Across all recordings, head_lost accounts for 8.5 percent of GazeSense recording time. Synchronized gaze coordinates from a head-mounted Neon tracker provide supervision and evaluation targets but are never used as model inputs. Under leave-one-driver-out evaluation, CCGF achieves a mean per-driver median error of 175.7 px (10.5 deg) with Live scene updates, a 33 percent reduction relative to history-only causal forecasting. With Frozen scene input, the error increases to 210.8 px (12.9 deg), indicating that scene observations acquired during the dropout provide useful predictive information. We will release the dataset, evaluation protocol, and causal baselines.

Shabnam Shabani, Ghazal Farhani

Department of Computer Science Western University London, ON, Canada · National Research Council Canada London, ON, Canada

Gaze Estimation Time Series Forecasting Driver Monitoring

Sep 11, 2026cs.AI

LoRA-RC: Reservoir Computing with Low-Rank Adaptation

Reservoir computing (RC) trains only a linear readout over a fixed recurrent layer, making it fast and data-efficient for online prediction. However, a static reservoir degrades under system drift, readout-only adaptation is then insufficient, and unconstrained reservoir adaptation can destroy the echo-state and incremental stability properties that make RC reliable. This paper proposes LoRA-RC, which adapts the recurrent matrix through a low-rank correction driven by streaming prediction errors. The base reservoir and adaptation bases are fixed offline; a small core matrix is adapted online, projected onto a spectral-norm ball, and low-pass filtered at each step. The projection guarantees that every applied recurrent matrix remains within a certified contraction set, and an incremental input-to-state stability bound is established for the reservoir along each online adaptation path, with path-independent rate and gain. On a Lorenz system with an abrupt parameter drift, LoRA-RC cuts post-drift prediction error by 56% versus a fixed RC and 51% versus readout-only adaptation; ablations over 20 seeds show that removing the projection inflates this error by more than a factor of 40.

Wenbin Wan

Department of Mechanical Engineering, University of New Mexico, Albuquerque, NM 87131, USA

Dynamical Systems Time Series Forecasting Reservoir Computing Low-Rank Adaptation

Sep 10, 2026cs.AI

Making Alternative Data Work: Context-Augmented LLMs for Financial Forecasting

When forecasting a firm's future financial performance, alternative data - data collected from non-traditional sources such as consumer transactions, web traffic, and prediction markets - can provide timely signals about firms' operating activities and broader market conditions. These signals may reveal information that is not captured by traditional public sources and can therefore provide complementary information for forecasting firms' future financial performance. However, firm-level alternative data often have limited historical coverage, are relevant only to specific prediction targets or subsets of firms, and are distributed across numerous heterogeneous channels, making them difficult to incorporate flexibly into conventional forecasting approaches. Meanwhile, large language models (LLMs) can interpret instructions, learn from in-context examples, and generate predictions by combining heterogeneous information without task-specific parameter updates. Motivated by this potential flexibility, we investigate whether an LLM can forecast firm performance by integrating alternative data with other financial information through in-context learning. We propose a two-agent framework that first identifies the firms for which each alternative data channel is likely to be informative and then predicts revenue using firm- and channel-specific context. We evaluate the framework across four commercial alternative data channels. In our experiments, adding alternative data in context alongside other financial information improves the LLM's forecasting relative to either source alone, and these forecasts are more accurate than those of standard forecasting baselines. These findings suggest that LLMs provide a flexible and practical approach to integrating alternative data with heterogeneous financial information.

Jihoon Kwon, Lawrence Liu, Daekyung Park +15

LinqAlpha · Carbon Arc · Kalshi +7

Financial Forecasting Time Series Forecasting LLM-Based Time Series Forecasting In-Context Learning

Sep 10, 2026cs.AI

Predicting Train Delays in Finland Using Machine Learning and Weather Data

Reliable railway operations depend increasingly on real-time environmental intelligence delivered through wireless sensor infrastructures, a capability that 6G networks will substantially enhance through integrated sensing and edge computing. Adverse weather, particularly in Arctic regions with extreme temperatures and heavy precipitation, remains a leading cause of train delays, yet most prediction approaches rely on raw meteorological inputs without exploiting domain-informed feature engineering. This paper investigates machine learning for train delay prediction using the Finland Integrated Train-Weather (FI-TW) dataset, which fuses railway operational records with observations from the Finnish Meteorological Institute's nationwide sensor network of approximately 200 stations communicating over wireless links. We evaluate three feature configurations using XGBoost at Oulu central station (101,146 observations): full weather features, instant weather observations only, and derived weather category scenarios. The category-based approach, employing hierarchical classifications such as Blizzard, Heavy Snow, and Extreme Cold, achieved an R^2 of 0.78, root mean squared error of 8.5 minutes, and mean absolute error of 3.7 minutes, representing an 11% R^2 improvement and 10% error reduction over alternative configurations. These results demonstrate that compact, domain-informed features derived from sensor streams outperform raw meteorological observations, offering bandwidth-efficient representations suitable for edge deployment over current and emerging wireless infrastructures.

Vinicius Pozzobon Borin, Jean Michel de Souza Sant'Ana, Nurul Huda Mahmood

Centre for Wireless Communications, University of Oulu, Oulu, Finland

Intelligent Transportation Systems Time Series Forecasting

Sep 10, 2026cs.AI

CryptoL: Towards Scale Dominance and Physics Constraints Mitigation in Financial Multivariate Time Series Forecasting

Cryptocurrency forecasting presents a distinctive combination of extreme cross-asset scale heterogeneity, non-stationary dynamics, and structural dependencies among Open, High, Low, and Close (OHLC) variables. We present CryptoL, a unified framework designed to address these challenges within multivariate time-series forecasting. CryptoL evaluates forecasting error in context-normalized coordinates within the RevIN pipeline, preventing inverse normalization from introducing an additional squared-scale weighting into the MSE objective. We formally characterize this effect through the empirical risk and parameter-gradient geometry, establishing the conditions under which large-scale assets can disproportionately influence shared-model optimization. Beyond loss-space normalization, CryptoL examines channel-independent and channel-dependent normalization for OHLC data, showing that a shared channel-dependent affine transformation preserves candle-order relations that independent channel transformations need not preserve. The framework further incorporates scale-adaptive numerical stabilization to reduce distortions caused by a fixed normalization constant across assets spanning many orders of magnitude, together with a soft feasibility loss that penalizes violations of the defining OHLC inequalities. Experiments across heterogeneous cryptocurrency assets evaluate these components through controlled ablations and demonstrate improvements in forecasting accuracy, training stability, and the frequency of financially valid OHLC predictions relative to the considered baselines. CryptoL therefore provides an integrated approach to scale-balanced optimization, structure-preserving normalization, numerical stabilization, and constraint-aware cryptocurrency forecasting.

Yalda Taheri, Mohammad Hassan Heydari, Armon Rasooli +3

Faculty of Engineering, Azad University · Faculty of Computer Engineering, University of Isfahan · Department of Electrical Engineering, Iran University of Science and Technology

Multivariate Time Series Forecasting Financial Forecasting Time Series Forecasting Financial Time Series

Sep 9, 2026cond-mat.soft

Loading history and window geometry bound compact-state slip ranking during granular shear startup

Granular slip forecasting can conflate material state, loading progress, and the geometry of event-centered sampling. We separated these contributions in slowly sheared two-dimensional frictional disks using a compact neural score of stress, pressure, coordination, non-affine motion, and force-network observables. The model was developed on 36 trajectories and frozen efore testing on 18 new trajectories under two nested stress-drop definitions. Inspection of held-out results revealed post-event sampling asymmetry; recovery-aware analyses are therefore descriptive. With trajectories weighted equally, the compact score ranked near-slip windows above both prevalence and within-trajectory circular-phase controls under both definitions (representative average precision 0.310 versus prevalence 0.173; phase-null upper bound 0.257). Loading-history coordinates ranked more strongly, reaching 0.534 for causal elapsed strain. The recovery-aware rule retained 78.4% of activity-gated events and preferentially selected longer preceding intervals; ranking by time since the previous catalogued event remained compatible with a count-conditioned geometry null. Compact observables thus contain temporally aligned slip information, but stronger loading-history baselines and window-geometry sensitivity bound that evidence. These startup data do not isolate a state-specific short-horizon precursor beyond loading history or support a renewal interpretation of elapsed-strain ranking.

Ruixin Zhou, Boliang Yu

School of Physics and Astronomy, Shanghai Jiao Tong University, Shanghai 200240, China

Materials Science Time Series Forecasting Selection Bias

Sep 8, 2026cs.LG

Multi-Task Learning for Sparsely-Labeled Time Series: A Case Study on Cold-Hardiness Modeling

We present a real-world case study of multi-task learning (MTL) for temporal process modeling from limited data with temporally sparse labels. Specifically, we investigate multi-task learning for the important agricultural problem of predicting grape cold hardiness, which is the temperature at which lethal freezing occurs. Cold hardiness changes in response to weather and is difficult to measure directly in the field. Thus, growers rely on predictions to decide when to apply costly frost mitigation measures. We apply recurrent neural networks (RNNs) for daily cold-hardiness prediction from time series weather data. A major challenge is that the cold hardiness response varies across plant cultivars and ground-truth data for each cultivar is temporally sparse and limited. To address this challenge, we investigate multi-task learning (MTL) approaches for combining data, where different tasks correspond to different cultivars. We develop a variety of MTL architectures and evaluate them in both MTL and transfer learning settings. Our results show significant differences between architectures and that certain architectures are able to consistently outperform single-task learning and state-of-the-art scientific models. Additionally, we show similar results for the qualitatively different, but related, task of budbreak prediction. Further, improved accuracy for budbreak and cold hardiness is achieved by a single MTL model that simultaneously learns both tasks.

Aseem Saxena, Paola Pesántez-Cabrera, Markus Keller +1

School of Electrical Engineering and Computer Science, Oregon State University, Corvallis, 97331, OR, USA. · School of Electrical Engineering and Computer Science, Washington State University, Pullman, 99163, WA, USA. · Irrigated Agriculture Research and Extension Center, Washington State University, Prosser, 99350, WA, USA.

Time Series Forecasting Multi-Task Learning

Sep 8, 2026cs.LG

Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction

MASTER's inter-stock multi-head attention -- the module responsible for modeling cross-sectional stock relationships -- accounts for 42.5% of model parameters and 25% of predictive value. We systematically decompose this module and uncover a surprising structure: the learned attention is near-uniform (perplexity 278/300), yet forcing exact uniformity eliminates all cross-sectional discrimination. Spectral analysis resolves this paradox: the deviation from uniformity is low-rank (effective rank ~65, top-10 modes capture 96.5% of energy), explaining why sparse approximations consistently fail while Nystrom low-rank attention (m=32 landmarks) matches full O(N^2) attention at O(mN) cost -- certified equivalent via TOST at both N=300 (5 seeds, Rank IC p=0.003) and N=800 (10 seeds, Rank IC p=0.034). Additional findings include: (i) attention anti-correlates with return similarity (Spearman rho = -0.614; on the industry-labeled subset, -0.645 unconditionally and -0.627 after controlling for industry, beta, and volatility), suggesting complementarity-seeking rather than correlation mining; (ii) all graph-based alternatives degrade performance, with hard masking worse than complete module removal; and (iii) at N ~ 3,500 with adapted architectures, no cross-stock module (GCN, Nystrom, or MASTER-style pipeline) significantly outperforms a per-stock LSTM baseline (n=4 seeds), indicating that the benefits observed at smaller scales do not trivially transfer. These results establish that the inter-stock attention's value resides in a compressible, dynamic, near-global redistribution that rewards low-rank approximation but resists sparsification.

Kunhan Guo

The University of Hong Kong

Low-Rank Attention Financial Forecasting Time Series Forecasting Efficient Attention Attention Mechanisms

Sep 7, 2026cs.RO

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

Deep learning models have been increasingly applied to Time Series Forecasting (TSF) in recent years. Transformer-based and MLP-based models have both been used effectively on many real-world TSF regression benchmarks, and there is ongoing debate as to which family of methods is best. While these benchmarks have drawn much attention, it is also worth noting that many current datasets and methods assume approximate periodicity in the time series. In this work, we focus on a new TSF task without periodicity: anticipating falls during humanoid locomotion, on the basis of egocentric vision and proprioception. When the locomotion trajectories are sufficiently diverse, periodicity is violated. We contribute two new benchmark datasets (one from simulation, one from real hardware), showing that periodicity is violated and recent deep TSF methods struggle on these benchmarks. We also propose a novel deep learning architecture that exploits both endogenous and exogenous variables and a training process that rigorously enforces i.i.d sampling of training examples. Our results show statistically significant improvement over prior art in multiple experimental conditions, by 12.73% or more on the real data and 10.40% or more on the simulation data. Code and datasets will be available upon acceptance.

Borui He, Garrett E Katz

EECS Department, Syracuse University, Syracuse NY 13244, USA.

Multivariate Time Series Forecasting Time Series Forecasting Robot Locomotion

Sep 7, 2026cs.LG

Decomposition-Guided Diffusion Language Models for Inertial Confinement Fusion Prediction

Inertial confinement fusion (ICF) is a leading pathway toward clean energy, but each shot at the National Ignition Facility costs on the order of one million dollars, making accurate AI surrogates a high-value target. We study exogenous-driven ICF waveform prediction, where a 512-step neutron-rate diagnostic must be inferred directly from a laser pulse and target design parameters, with no historical response observed. The regime stresses standard time-series predictors with temporal sparsity (picosecond peak in a nanosecond window), input-output scale mismatch (under 300 real shots), and peak sensitivity (picosecond timing). We propose ICF-DLM, to our knowledge the first LM-based ICF predictor, combining (i) a physics-typed decomposition into yield

Y_{DT}

, peak timing

t_{\mathrm{peak}}

, and local waveform

w_{\mathrm{local}}

; (ii) bidirectional denoising that defers commitment to peak location; and (iii) a physics-driven PPO reward re-injecting metric structure across numeric tokens. On ICFBench (50K simulations + 232 experimental shots), ICF-DLM cuts peak-timing error from 11.6 to 9.2 steps over a matched autoregressive LLaMA-3-8B and outperforms classical sequence models and LLM-based time-series predictors. Beyond ICF, the recipe shows potential to address science domains with low data and sparse events.

Xiang Zhang, Varchas Gopalaswamy, Rahman Ejaz +2

Purdue University · University of Rochester

Time Series Forecasting Physics-Informed ML Diffusion Language Models

Sep 7, 2026cs.AI

EXAONE Forecast for Finance

This technical report presents EXAONE Forecast for Finance (EXAONE Finance), a financial time series (TS) foundation model (TSFM) tailored to financial forecasting. Recent TSFMs achieve strong zero-shot performance through large-scale pretraining. However, they are primarily developed for general-domain TS and largely rely on self-attention backbones whose computational cost grows quadratically with sequence length and variate count. Moreover, they assume fully observed inputs and are pretrained on corpora that fail to capture the unique dynamics of financial markets. These limitations hinder their applicability to finance, where long, many-channel, intermittently observed panels are common. To address these challenges, EXAONE Finance adopts an attention-free architecture, replacing self-attention with two simple yet effective linear-time operators: 1) a causal 1D convolution for temporal mixing and 2) a group-aware pooling multi-layer perceptron (MLP) for variate mixing. Furthermore, a masked context augmentation exposes the model to contiguous missing spans during training, improving robustness to the missingness pervasive in financial markets. EXAONE Finance is pretrained on a large-scale financial corpus covering not only equities but also foreign exchange, commodities, crypto-assets, fixed income, and macroeconomic indicators. On FinVerse, a financial forecasting benchmark covering diverse asset classes, EXAONE Finance attains state-of-the-art performance, ranking first across all three evaluation tiers---point-forecast accuracy, cross-sectional asset ranking, and portfolio profitability.

Seunghan Lee, Jaehoon Lee, Jun Seo +9

LG AI Research∗

Multivariate Time Series Forecasting Financial Forecasting Time Series Forecasting Time-Series Foundation Models

Sep 6, 2026cs.LG

Halo: Improving forecast accuracy through heteroscedastic estimation

Heteroscedastic forecasting, where a network estimates a scale parameter alongside a location parameter, is normally motivated by uncertainty quantification. This paper shows it also improves the point estimate, in contrast to reported negative results for heteroscedastic estimation outside time series. Halo is a modification that reuses an existing deep forecaster's architecture, giving it a second output for the scale of its implied distribution and training it under the matching negative log likelihood. Adapting three state-of-the-art models --- a transformer, a graph network paired with a variational autoencoder, and a single-layer convolutional network --- under both Gaussian and Laplacian losses demonstrates the phenomenon. On the five electricity price markets of a standard forecasting benchmark, Halo improves MSE and MAE in 28 of 30 model-market-metric comparisons, cutting average MSE by 2.6% to 16.5% and average MAE by 1.7% to 11.0%. Two findings emerge: (1) whether the scale estimate comes from a second projection head or from a full parallel network matters far less than whether the network estimates scale, and (2) the improvement holds under the hyperparameters already tuned for the point-estimate baseline, so retuning is optional.

Adam Cataldo

AI Quant Researcher

Time Series Forecasting Heteroscedastic Regression Probabilistic Time Series Forecasting

Sep 6, 2026cs.LG

Assessing Covariate-Informed Grid Load Forecasting with a Time-Series Foundation Model

Modern power systems are growing increasingly complex as they integrate diverse generation sources to meet rising demand, making accurate load forecasting challenging. Recent advances in time-series foundation models (TSFMs) resulted in promising performance in zero-shot univariate load forecasting tasks. However, real-world load forecasting often involves multiple target variables and requires the integration of exogenous variables, raising important questions about the utility of TSFMs in realistic settings. In this study, we position Chronos-2, a recently developed model by Amazon, as a representative multi-channel TSFM that supports univariate, multivariate, and covariate-informed forecasting, and conduct a systematic investigation of how such models can be used for real-world load forecasting. While prior work has evaluated Chronos-2 on a limited number of energy-related tasks in a zero-shot setting, its performance relative to established task-specific deep learning models and its behavior when adapted using task-specific historical data remains insufficiently understood. In this work, we evaluate Chronos-2 on two real-world utility datasets, ISO New England and ENTSO-E, and benchmark it against widely used task-specific deep learning models. Our results show that Chronos-2 benefits substantially from task-specific fine-tuning and achieves strong short-horizon forecasting performance, but its zero-shot accuracy lags behind task-specific models and its forecasting error grows more rapidly with increasing forecast steps. Overall, this study provides a detailed characterization of the strengths and limitations of TSFMs such as Chronos-2 in grid load forecasting and offers practical insights into how a pretrained TSFM can be effectively adapted for operational load forecasting applications.

Varsha Pendyala, Yiwei Fu, Weizhong Yan +1

Artificial Intelligence Team GE Vernova Advanced Research Center, Niskayuna, NY, USA

Electricity Load Forecasting Time Series Forecasting Time-Series Foundation Models Zero-Shot Time Series Forecasting Multivariate Time Series Forecasting Forecasting Benchmarks

Sep 6, 2026cs.LG

Role-Specific Predictive Geometries for Nonstationary Multivariate Graph-Signal Forecasting

Forecasting multivariate graph signals is challenging when node-level trajectories are nonstationary but stable relations persist across nodes and features. In an error-correction representation, long-run equilibrium restoration and short-run transient propagation represent different predictive roles and need not share a common cross-feature geometry. We introduce role-specific predictive geometries in which directed Long relations act on estimated equilibrium coordinates, whereas directed Short relations act on lagged differences. Matrix-valued Long responses mix equilibrium coordinates before graph propagation, while Short responses use graph-filtered transient designs; a direct multi-horizon estimator couples forecast corrections across adjacent horizons. Temporal cross-fitting and Frisch-Waugh-Lovell partialling-out give selected edges a conditional predictive interpretation relative to a graph-temporal backbone. The Long operator remains right-factorized through the equilibrium subspace and therefore annihilates source common-trend directions. Controlled experiments recover all planted Long relations (20/20), all planted Short relations (20/20), and both role families in every Dual realization (10/10). Across four real-world benchmarks, the proposed predictor improves on the G-VARMA backbone in three datasets, with all 25 fold-horizon comparisons favorable on the five-fold financial benchmark.

Yanbo Chen, Anamitra Makur

School of Electrical and Electronic Engineering, Nanyang Technological University, Singapore

Time Series Forecasting Multivariate Time Series Forecasting Non-Stationary Time Series Forecasting Spatiotemporal Forecasting

Sep 6, 2026cs.LG

Predictors and Orchestrators: Parsimonious Machine Learning within an Agentic AI Harness for Multi-Horizon Karst Aquifer Forecasting

Forecasting karst aquifer dynamics is difficult because recharge responses are nonlinear, event-driven, and governed by strongly heterogeneous flow paths. This study develops and evaluates a deployment-aware framework for 1-12-week-ahead prediction of spring discharge and groundwater level using approximately 79 years of hydroclimatic observations from the Edwards Aquifer, Texas. Five model families were compared under a common temporal evaluation design: extreme gradient boosting, extremely randomized trees, long short-term memory, convolutional neural networks, and Transformers. Predictions were evaluated using coefficient of determination, Kling-Gupta efficiency, root-mean-square error, and agreement with operational drought thresholds. Extreme gradient boosting was consistently most reliable, with R2 at least 0.97, 0.96, and 0.94 across 1-4-, 5-8-, and 9-12-week horizons, respectively, and greater than 90% critical-stage agreement at the first three drought stages across all horizons. Deep models were competitive at short horizons but degraded progressively and exhibited isolated failures at longer lead times. We attribute this contrast to an alignment between tree partitioning and low-dimensional, axis-aligned hydroclimatic predictors, together with the tendency of neural models to smooth irregular extremes. The validated models were embedded in a five-agent operational architecture that automates data acquisition, model assignment, deterministic prediction, threshold monitoring, prospective verification, literature retrieval, and reporting. The contribution is therefore a transferable framework joining parsimonious model selection, leakage-aware multi-horizon evaluation, decision-relevant threshold skill, and auditable agentic automation.

Pramod Lekhak, Chetan Sharma, Hakan Başağaoğlu +2

School of Civil and Environmental Engineering & Construction Management, University of Texas at San Antonio, San Antonio, TX 78249, USA · Civil Engineering Department, Jodhpur Institute of Engineering and Technology, Jodhpur-342802, Rajasthan, India · Edwards Aquifer Authority, 900 E. Quincy St., San Antonio, TX 78215, USA

Time Series Forecasting Spatiotemporal Forecasting Gradient-Boosted Decision Trees

Sep 5, 2026cs.AI

Predicting Wind Turbine Power Using Machine Learning and Weather Forecasts

Offshore wind turbines are widely used to generate renewable energy, but their maintenance can result in decreased efficiency due to forced shutdowns. Accurate wind turbine power predictions can identify periods of low power that would be ideal for scheduling maintenance. However, the effects of data volume, feature selection, and data preprocessing on the performance of such power prediction models have not been thoroughly studied. Besides, current models have limited transferability between different wind turbines. Therefore, this study developed a baseline Linear Regression for performance comparison with a more complex Artificial Neural Network model to predict the power output of a wind turbine, using weather conditions only to enhance applicability. A range of data preprocessing techniques were studied, and models were trained on one month and one year of data to determine the effects of data preprocessing and volume on model performance. Feature selection was explored using a Random Forest Regressor. The best results from the different models showed that the Artificial Neural Network models provided the highest accuracy, with an R2 score of 0.98 and a low Mean Absolute Error of 194, when compared with the baseline model (R2 score of 0.94 and Mean Absolute Error of 441). The model performance is comparable to the range of results in past studies, with the advantage that the proposed method leverages a separate weather dataset from a nearby weather station, enabling future applications for similar wind turbines in different locations. The Artificial Neural Network model was then used to identify 4-h periods of low power predictions over 2 months (simulating application for future periods), providing power output savings of approximately 2000 kW for each maintenance event.

Khivishta Boodhoo, Isaac Triguero, Josh Plumbly +2

Low Carbon Energy and Resources Technologies Research Group, Faculty of Engineering, University of Nottingham. · Computational Optimisation and Learning Lab, School of Computer Science, University of Nottingham, Nottingham, United Kingdom · Department of Computer science and Artificial Intelligence,University of Granada, Spain +3

Wind Power Forecasting Time Series Forecasting

Sep 4, 2026cs.LG

How Faithful Is Attribution for Sales Forecasting? A Counterfactual Study

Deep models for sales forecasting, such as WaveNet-style dilated convolutional networks, are accurate but opaque: when a single model predicts sales for one of many series, it offers no account of why. We add a post-hoc, architecture-agnostic counterfactual interpretability layer to a multi-series WaveNet forecaster trained on the full Corporacion Favorita grocery dataset (174,685 series over 1,688 days). The method decomposes each forecast into contributions that sum exactly to the predicted value, avoiding the allocation artifacts we observed with additive SHAP-style attribution. We evaluate faithfulness with a deletion/insertion protocol and find a statistically significant effect on both tests (deletion gap 0.22, p<0.001; insertion gap 0.27, p<0.01; robust across five background-sampling seeds), establishing that the attributions reflect genuine model behavior rather than plausible-looking artifacts. We then characterize, honestly, where attribution is and is not informative: reliance on the promotion signal is heterogeneous across series (median ratio approximately 1.0, with roughly 20% of series showing a strong effect), and the model captures the shape of the weekly sales cycle (day-of-week r=0.78) while systematically under-predicting its amplitude. Our contribution is not improved accuracy but an interpretability layer with a rigorous faithfulness evaluation and a candid account of its limits.

Glib Kechyn

Explainable Time Series Forecasting Feature Attribution Perturbation-Based Feature Attribution Time Series Forecasting

Sep 3, 2026cs.LG

Beyond a Universal Forecasting Selector: Demand-Conditioned Model Selection across Demand Patterns and Horizons

Forecasting-model selection remains difficult in heterogeneous demand because the most suitable decision rule may vary with demand structure, data availability, and forecasting horizon. This study examines whether the selector itself should be treated as a context-dependent component of the forecasting process. Five selection mechanisms - RMSSE, ERA, OWA, CCG-AHSC, and CCG-AHSCD - are compared across 24 optimized forecasting models, nine datasets, three training-testing partitions, and horizons from 1 to 12 cycles. Selector performance is evaluated ex post using Global Relative Accuracy (GRA), statistical tests, and a best-attainable-model reference. No selector dominates across all conditions. CCG-AHSC and CCG-AHSCD are more competitive for Smooth demand and several Erratic configurations, whereas OWA and ERA perform better in Intermittent and Lumpy settings. Selector suitability also changes with historical data availability and horizon, supporting a context-dependent rather than universal approach to forecasting-model selection.

Adolfo González

Department of Computer Engineering and Informatics, Faculty of Engineering, University of Santiago of Chile, Santiago, Chile

Model Selection Time Series Forecasting Forecasting Benchmarks