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 3, 2026stat.ML

Rollcast: Proper-Score Gated Rolling Anchors for Adaptive Probabilistic Time-Series Forecasting

Rollcast is a probabilistic forecasting method for univariate time series that combines a compact set of rolling statistical anchors rather than relying on a single global model. Rolling means, medians, extrema, regression endpoints, and quantiles define candidate forecast locations and a representation of the current state. A state-dependent softmax gate learns anchor probabilities by minimizing negative log predictive density, while residual distributions retrieved from similar historical states provide local uncertainty. Recursive simulation propagates the resulting mixture over multiple forecast horizons. The method is evaluated in a Monte Carlo study covering eight data-generating processes, including autoregressive, random-walk, local-trend, threshold, regime-switching, stochastic-volatility, heavy-tailed, and variance-break dynamics. Across 2,000 independent fitted series, Rollcast is compared with the true conditional predictive distribution generated by an oracle simulator. Overall empirical coverage is 86.2% for nominal 90% intervals and 91.5% for nominal 95% intervals. Predictive intervals are on average 13.6% wider than the oracle at the 90% level, while CRPS is 14.4% higher than oracle CRPS. Performance is closest to the oracle under autoregressive, threshold, stochastic-volatility, heavy-tailed, and variance-break dynamics, while local trends and regime switching are more challenging. The results indicate that Rollcast can construct competitive probabilistic forecasts from simple, interpretable local summaries, while also identifying limitations in calibration and recursive uncertainty propagation.

Giancarlo Vercellino

Independent Researcher

Time Series Forecasting Probabilistic Time Series Forecasting Mixture of Experts

Sep 3, 2026cs.LG

A Quantum Variational Approach to Prototypical Recurrent Unit

We introduce a lightweight Quantum Prototypical Recurrent Unit (QPRU) that requires significantly fewer parameters than both classical recurrent architectures, such as Long Short- Term Memory (LSTM) and Gated Recurrent Unit (GRU), and quantum variants, including Quantum LSTM (QLSTM) and Quantum GRU (QGRU). Despite its compact design, the QPRU achieves competitive forecasting performance, matching state-of-the-art baselines while offering important structural and practical advantages, including enhanced scalability and a reduced number of trainable parameters.

Mahyar Sadeghi Garjan, Tommaso Cesari, Michel Barbeau

School of Electrical Engineering and Computer Science, University of Ottawa, Canada · School of Computer Science, Carleton University, Ottawa, Canada

Quantum Machine Learning Recurrent Neural Networks Quantum Neural Networks Time Series Forecasting

Sep 3, 2026cs.LG

A Two-Stage Forecasting System for CPU Workload Prediction in Private Clouds

Accurate cloud resource forecasting is essential for proactive resource provisioning, maintaining Quality of Service (QoS), and reducing operational costs in dynamic cloud environments. The existing forecasting approaches predominantly estimate future CPU workload directly from historical resource traces, which often overlook the relationship between customer service demand and subsequent resource consumption. This study proposes a two-stage integrated forecasting model that explicitly models this dependency by first forecasting customer service requests, expressed as Transactions Per Second (TPS), and subsequently estimating future CPU workload from the TPS forecast. Both the forecasting component and resource prediction component employed the XGBoost model within a cascaded learning architecture, complemented by adaptive online retraining using an expanding-window strategy to address concept drift in continuously evolving cloud workloads. The proposed work was evaluated using real-world traces collected from a private cloud environment comprising ten applications. Experimental results demonstrate robust forecasting performance by achieving Symmetric Mean Absolute Percentage Error (SMAPE) below

7\%

for most applications, with the best-performing application achieving an MAE of

0.7372

, RMSE of

1.1866

, SMAPE of

3.57\%

, and an R2 of

0.9185

. Horizon-wise drift analysis confirmed stable recursive forecasting behavior with controlled error accumulation across a 60-step prediction horizon. Compared with the conventional direct CPU forecasting method, the proposed two-stage integrated model gives improved forecasting robustness, computational efficiency, and interpretability, making it well-suited for proactive resource management and intelligent auto-scaling in cloud computing environments.

Ashir Javeed, Anton Borg, Håkan Grahn +3

Department of Computer Science, Blekinge Institute of Technology, 371 79, Sweden · Ericsson AB, 371 33 Karlskrona, Sweden

Time Series Forecasting Cloud Computing

Sep 3, 2026cs.NE

CompEvo: Competition-Induced Evolution for Multi-Agent in News-Driven Time Series Forecasting

News-driven time series forecasting uses evolving textual events together with historical observations to predict future values, supporting applications such as market risk monitoring and resource scheduling. In multi-agent settings, two challenges still remain. The first is degeneration of thought, where agents converge to similar evidence-seeking behaviors. The second is insufficient theoretical grounding, where strategy updates are often heuristic and lack a principled formulation. To address the above challenges, we propose CompEvo, a competition-induced evolution framework for multi-agent news-driven time series forecasting. For theoretical grounding, we introduce an evolutionary game formulation to guarantee equilibrium existence and optimization convergence. Building on this formulation, we construct a trainable multi-agent evolution framework that integrates strategy execution, fitness-based differentiable selection, and competition-induced strategy evolution. CompEvo enables heterogeneous agents to explore diverse news evidence, converts forecasting feedback into differentiable influence weights, and evolves agent strategies under competitive pressure to preserve effective logic while maintaining diversity. Experiments on four real-world datasets show that CompEvo reduces RMSE by 27.3% and MAPE by 26.2% on average over strong baselines. Further analysis indicates that CompEvo successfully maintains diverse and specialized agent behaviors.

Yuxuan Zhang, Yangyang Feng, Yong Guan +6

Sun Yat-sen University, Guangzhou, China · North China Electric Power University, Beijing, China · Unilumin Group Co., Ltd., Shenzhen, China

Time Series Forecasting Self-Evolving Agents

Sep 2, 2026cs.LG

Compositional Spectral Prompts for LLM-based Online Time Series Forecasting

To address the sequential and evolving nature of time series, the Online Time Series Forecasting (OTSF) task has been extensively studied in multiple domains. Existing research focuses on adapting to non-stationary environments by employing memory buffer-based retrieval strategies. However, we observe that such frameworks struggle with long-term adaptation and fail to generalize to unseen patterns. To this end, we introduce CoSPOT, an LLM-based online time series forecasting framework that leverages a pre-trained LLM as the backbone online forecaster, motivated by its strong few-shot capabilities. For efficient online adaptation, CoSPOT keeps the LLM frozen and employs compositional spectral prompts grounded in frequency-domain bases to guide the model with the overall distribution of the input, thereby substantially reducing the number of parameters updated during the online phase. Specifically, CoSPOT decomposes time series into frequency bases and composes the corresponding spectral basis prompts according to their amplitudes, allowing unseen patterns to be represented as new combinations of learned basis prompts. Our extensive experiments on real-world datasets demonstrate the superiority and practicality of CoSPOT across challenging online scenarios, including extended online phases and cross-dataset settings with substantial distribution shifts. Our code is available at https://github.com/seungyoon-Choi/CoSPOT.

Seungyoon Choi, Hyunchul Kim, Jae-Gil Lee +1

KAIST Daejeon, Republic of Korea

Time Series Forecasting LLM-Based Time Series Forecasting Non-Stationary Time Series Forecasting Prompt Tuning Parameter-Efficient Fine-Tuning

Sep 2, 2026cs.LG

DynG-Diff: A State-Aware Dynamic Guidance Diffusion Framework for Probabilistic Time Series Forecasting

Probabilistic multivariate time series (MTS) forecasting is crucial for modeling complex dynamical systems. However, existing diffusion-based methods rely on task-specific conditional paradigms that lack flexibility and struggle with inherent "information heterogeneity"--the significantly varying noise levels and evolutionary patterns across variables. To address this, we propose DynG-Diff, a variable-sensitive dynamic guidance diffusion framework for probabilistic multivariate time-series forecasting: (1) DynG-Diff adopts a two-stage separated training strategy and uses an unconditional diffusion backbone to model the joint distribution of multivariate time series. (2) DynG-Diff introduces a lightweight state-aware policy network that adaptively infers variable reliability from real-time noisy states and one-step denoising estimates, outputting a dynamic guidance strength matrix. (3) DynG-Diff mathematically formulates this dynamic weight as the local precision of the observation distribution, enabling precise guidance for high-confidence variables during inference while filtering out interference from anomalous noise. Extensive experiments on real-world benchmarks demonstrate competitive probabilistic forecasting performance against state-of-the-art conditional diffusion models and improved robustness under severe observation corruption.The implementation code is available at: https://github.com/TT-20011031/DynG-Diff

Zhente Zhang, Zhengwei Ni, Wei Fan

School of Information and Electronic Engineering (Sussex Artificial Intelligence Institute), Zhejiang Gongshang University, Hangzhou, Zhejiang, China · School of Computer Science, University of Auckland, Auckland, New Zealand

Multivariate Time Series Forecasting Diffusion Model Guidance Time Series Forecasting Probabilistic Time Series Forecasting Diffusion Models

Sep 1, 2026cs.LG

Toward Explainable and Policy-Aware AI for Carbon Credit Price Prediction: A Research Framework for Emerging Carbon Markets

Carbon markets put a price on emissions, yet that price remains hard to forecast. Work in this area clusters on the EU and Chinese schemes, compresses regulatory text into a sentiment score, and reports accuracy without calibration or explanation stability. We distil ten recurring gaps into an impact-feasibility matrix and propose EPA-CarbonNet, a six-layer architecture that fuses market series with policy text by cross-attention and calibrated intervals alongside policy-attributed explanations. We then build and test it on eleven years of daily S and P carbon index data. The findings are largely negative, and reported as measured: a random walk beats the model on five-day RMSE (0.0365 against 0.0475), SHAP rankings agree at rho = 0.54 across resampled backgrounds, and policy attention never coincides with documented regulatory events. Directional accuracy, at 58.6 percent, leads every baseline. Code, data documentation and all result artifacts are available at https://github.com/Kimalice/Toward-Explainable-and-Policy-Aware-AI-for-Carbon-Credit-Price-Prediction

Summaiya Unnisa Begum, Mohammed Nadeem Ullah, Mohammed Abdul Ghani Khan

Hyderabad, India · Riyadh, Saudi Arabia

Multivariate Time Series Forecasting Financial Forecasting Time Series Forecasting Finance

Aug 31, 2026cs.LG

A Human-in-the-Loop Autonomous Agent for Industry Time Series Forecasting

Real-world time-series forecasting is rarely a one-shot model invocation: practitioners must formulate tasks, connect data and models, incorporate domain expertise, assess prediction plausibility, and communicate uncertainty. Specialized forecasting models provide strong numerical predictions but usually operate in fixed pipelines, while general-purpose large language model (LLM) agents often lack forecasting-specific checks, constraints, and stopping rules. We present CastClaw, a human-in-the-loop autonomous forecasting system built through forecasting-oriented harness engineering. CastClaw connects data, specialized models, analytical tools, user input, and a versioned execution record in one runtime. Users specify the target, horizon, constraints, and hypotheses in natural language. Starting from a supplied or model-generated forecast, CastClaw checks temporal patterns and user constraints; when evidence is missing, it retrieves context, runs an analysis or another model, or asks the user. It then keeps, revises, or escalates the result under explicit stopping conditions. The output contains the final forecast and an execution report recording inputs, evidence, actions, and revisions. In this five-dataset electricity-price setting, CastClaw reports the lowest point-estimate MSE and MAE among 16 baselines. A Nord Pool case demonstrates the inspectable workflow. CastClaw was also validated offline on provincial electricity-load data from North China covering January--June 2026.

Xiaoyu Tao, Mingyue Cheng, Ze Guo +4

State Key Laboratory of Cognitive Intelligence, University of Science and Technology of China, Hefei, China

Electricity Price Forecasting Time Series Forecasting Human-in-the-Loop AI LLM Agent Harnesses

Aug 31, 2026cs.LG

Foundation models for electricity price forecasting and battery arbitrage: Can they replace market-specific forecasting models?

Foundation models promise accurate forecasts with little or no task-specific training, but whether they can replace models designed specifically for electricity price forecasting remains unclear. We compare nine variants from five foundation model families, evaluated in zero-shot mode, with two state-of-the-art electricity price forecasting benchmarks in Germany, Poland, and Spain over 2021-2025. Their performance is assessed in terms of point and probabilistic forecasting accuracy, as well as economic value in battery energy storage arbitrage. Only the TabPFN models consistently and significantly outperform the benchmarks across all three markets and all statistical measures. However, this statistical dominance does not translate directly into economic dominance: TabPFN performs best under unlimited bids and riskier quantile-based strategies, whereas the Distributional Deep Neural Network benchmark is more profitable when risk tolerance is lower. Thus, foundation models cannot universally replace market-specific models, and their value depends on both model architecture and the decision problem.

Arkadiusz Lipiecki, Rafał Weron

Department of Computational Social Science, Wrocław University of Science and Technology, Poland · Department of Operations Research and Business Intelligence, Wrocław University of Science and Technology, Poland · Center for Research in Energy (CoRE), Aarhus University, 8000 Aarhus C, Denmark

Tabular Foundation Models Electricity Price Forecasting Time Series Forecasting Probabilistic Forecasting Time-Series Foundation Models

Aug 31, 2026cs.LG

Seasonality-Aware Hybrid Convolutional Transformer for Antarctic Sea Ice Concentration Forecasting

Antarctic sea ice concentration (SIC) forecasting is an important yet challenging task due to the coexistence of complex spatial structure, long-range temporal dependencies, and strong seasonal variability. Conventional convolution-based models are effective at capturing local spatial patterns, but often have limited ability to model long-term temporal evolution. To address these challenges, we build on a hybrid convolutional transformer forecasting framework for monthly Antarctic SIC forecasting. This framework combines convolutional encoding for spatial feature extraction with space-time factorised self-attention for SIC modelling. We further introduce two season-based mechanisms: a month-aware positional encoding that injects calendar-month information into the token representation, and a seasonal temporal bias that encourages attention to periodically related historical states. Experimental results show that the proposed framework achieves better performance than convolutional and recurrent baselines as well as ECMWF's physics-based dynamical model SEAS5 under both classification and regression metrics. Ablation studies further indicate that the seasonality-aware components provide consistent additional gains in both short- and long-horizon prediction. These results demonstrate the value of combining convolutional structures, attention mechanisms, and periodic prior information for Antarctic SIC forecasting.

Danyang Li, John Taylor, Thang Bui +1

School of Computer Science, Australian National University, Canberra, ACT 2601, Australia · Yau Mathematical Sciences Center, Tsinghua University, Beijing, China

Hybrid CNN-Transformer Architectures Time Series Forecasting Spatiotemporal Forecasting Time Series Transformers

Aug 31, 2026cs.CL

Can LLMs Take the Pulse of the Economy? A Real-Time Evaluation of LLM Nowcasts on Macroeconomic Indicators

Nowcasting headline macroeconomic indicators, i.e., estimating an indicator's value for the current reference period before its official release, is critical for monetary policy and financial markets, and central banks devote dedicated teams of expert economists to producing such estimates. Large language model (LLM) agents are a promising candidate for this task, combining broad world knowledge with real-time web search and supporting queries at higher frequency than institutional nowcasts. Evaluating their nowcasting capability is, however, challenging: headline indicators such as GDP and CPI are widely reported and likely memorized during pretraining, so any evaluation on historical releases is vulnerable to data contamination. To address this, we introduce LiveMacroEval, a live, contamination-resistant benchmark in which LLM agents produce hourly nowcasts for sixteen major U.S. macroeconomic indicators over a pre-release window closing at each official release. Nowcast quality is assessed through a LiveMacro Score against announcement-window equity returns and a LiveBetting Score from simulated Polymarket-style trading, with Federal Reserve regional-bank nowcasts, the Bloomberg ECOS professional consensus, and an auto-ARIMA baseline as comparators. Over six months with four state-of-the-art LLM agents configured with web search, aggregate nowcast accuracy is broadly comparable to the institutional and professional benchmarks, with performance varying widely across individual indicators. This highlights LLM agents' potential as real-time estimators of macroeconomic conditions.

Xinyue Zhao, Ruiyi Zhang, Liqin Ye +3

Georgia Institute of Technology · University of California San Diego

Time Series Forecasting LLM Agent Evaluation Forecasting Benchmarks LLM-Based Time Series Forecasting

Aug 29, 2026cs.LG

Hybrid Semantic Context-Enhanced Ensemble Learning for Wind Power Ramp-Event Forecasting and Uncertainty-Aware Evaluation

Wind power ramp events which are sudden, large swings in turbine output over short windows are difficult to estimate, and standard models often miss them. Hybrid forecasting approach is built which augments semantic context to ramp-event forecast. Rather than applying an extensive language model directly to predict turbine operating data, we have implemented a pipeline where turbine operating data is converted to simplified text, which is then converted to dense embeddings to be used as inputs for ensemble models incorporated with other features. Testing runs are performed at multiple intervals within the SDWPF dataset, including 10-minute, 30-minute, and 60- minute horizons, with ramp events constituting the highest change in future power output. We check robustness against autoregressive, LSTM, and GRU baselines plus several ensemble configurations, using Diebold-Mariano tests and bootstrap confidence intervals, and we vary the ramp threshold, compress the embeddings with PCA, and validate externally on Kaggle SCADA and NREL data with uncertainty-aware scoring. The semantic-context features produce negligible yet statistically significant gains over the baselines in multiple paired ensemble runs, most clearly at the 30- and 60-minute horizons where these gains hold across different ramp-threshold definitions, and PCA compression helps in some longer-horizon cases. The best context- augmented ensembles rank near the top overall, though the GRU model still posts the lowest ramp-event RMSE at 30 and 60 minutes. External tests confirm the error reduction generalizes across datasets, but the size of the gain depends on both model and dataset. Prediction intervals cover most test cases well but weaken during ramp events, pointing to a localized shift in the data distribution.

Momina Liaqat Ali, Muhammad Abid, Muhammad Abdullah +1

Department of Industrial and Systems Engineering, University of Tennessee, Knoxville Knoxville, TN 37996, USA. · Department of Mechanical and Aerospace Engineering, University of Tennessee, Knoxville Knoxville, TN 37996, USA. · Department of Mechanical Engineering, Pakistan Institute of Engineering and Applied Sciences, Islamabad, Pakistan. +1

Wind Power Forecasting Time Series Forecasting Ensemble Learning

Aug 29, 2026cs.AI

Multi-Step Forecasting of Grape Berry Temperature based on LSTM Model with Feed-Forward Attention

Accurate forecasting of grape berry temperature (Tb) is essential for enabling timely heat stress management in vineyards. In this study, a feed-forward attention mechanism integrated with a Long Short-Term Memory network (FAM-LSTM) was developed and evaluated for multi-step, high-resolution Tb prediction. Models were trained using environmental data from 2023 and 2024 at Prosser, WA, USA, and validated on 2025 summer data. FAM-LSTM was benchmarked against LSTM, GRU, RNN, and Random Forest (RF) across horizons ranging from 15 minutes to 72 hours (288 time steps). Two input scenarios were evaluated: nearest open-field weather station observations and in-vineyard microclimate measurements. FAM-LSTM consistently outperformed all benchmark models across all horizons and input scenarios. Incorporating in-vineyard microclimate data significantly improved forecasting accuracy at longer horizons. Using open-field data, FAM-LSTM achieved MAE and RMSE ranges of 0.58 to 1.70 deg C and 0.65 to 2.07 deg C, respectively. In-vineyard observations further improved performance, with MAE and RMSE in the ranges of 0.51 to 1.55 deg C and 0.71 to 1.87 deg C. Error analysis showed prediction uncertainty was highest during peak daytime periods (11:00 to 18:00) and increased progressively with forecast horizon. Overall, the FAM-LSTM framework offers robust Tb forecasting to support precision heat stress management in vineyards.

Srikanth Gorthi, L. G. Divyanth, Dattatray Bhalekar +2

Center for Precision and Automated Agricultural Systems & Department of Biological Systems Engineering, Washington State University, Prosser, WA, USA · AgWeatherNet, Washington State University, Prosser, WA, USA · Department of Biological & Environmental Engineering, Cornell University, Ithaca, NY, USA +1

Time Series Forecasting Long Short-Term Memory Networks Precision Agriculture Attention Mechanisms

Aug 28, 2026cs.LG

Learning to Difference: Adaptive Reversible Differencing (AdaRDiff) for Time Series Forecasting

Reliable long-horizon time series forecasting is an important yet difficult problem. Trends and seasonality introduce complex temporal structure that challenges learning-based forecasting models. Differencing, which subtracts nearby past values to remove such structure, is the classical remedy, but its reliance on hand-picked orders and periods has kept it largely absent from recent deep architectures. We propose \textbf{\underline{Ada}}ptive \textbf{\underline{R}}eversible \textbf{\underline{Diff}}erencing \textbf{(AdaRDiff)}, a generalized differencing approach that uses learnable weights to simplify the series through weighted differencing with previous time instants. This yields stabilized residuals on which forecasting is performed, after which the removed components are restored autoregressively to reconstruct the forecast, capturing trend and seasonality jointly through a single operator. This reconstruction admits a closed-form convolutional expression, which parallelizes on GPU and yields up to

33.7\times

speedup over the naive recurrence. We furthermore rely on a two-phase training schedule that separates temporal structure discovery from reconstruction learning, as suggested by a theoretical analysis of the gradient when using a linear forecasting model. AdaRDiff attains state-of-the-art forecast accuracy across eight benchmarks spanning electricity, weather, traffic, and energy, at negligible parameter cost. Furthermore, it is designed as a plug-and-play module: integrating AdaRDiff improves eight diverse backbones, from linear models to Transformers, in the large majority of cases, by up to

25.9\%

with a linear backbone and

18.3\%

with iTransformer.

Morad Laglil, Younes Hlal, Marouane El Hadari +2

Univ. Grenoble Alpes, CNRS, Grenoble INP, LIG, 38000 Grenoble, France · Savoye, 21600 Longvic, France

Time Series Forecasting Long-Term Time Series Forecasting Multivariate Time Series Forecasting

Aug 28, 2026cs.LG

Generalized Gibbs Ensemble Weighting for Forecast Combination

Forecast combination is a reliable way to improve predictive performance when several forecasting models are available. Simple aggregation rules such as the mean, median, trimmed mean, inverse-loss weighting, and exponential weighting are often strong baselines, but their relative performance can vary across datasets, forecast horizons, deployment settings, and levels of disagreement among base forecasters. We develop Generalized Gibbs Ensemble Weighting (GGEW), a probabilistic framework that treats forecasting models as experts and assigns ensemble weights using a Gibbs-style exponential transformation of normalized predictive loss. The framework extends this basic weighting rule through numerical stabilization, diversity-aware score corrections, and online hyperparameter adaptation. GGEW produces a family of related methods, including Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL. These variants share one core algorithm and differ only in the score used inside the exponential weighting rule. For sequential deployment, we adopt a UCB-style bandit mechanism, called online Local-UCB, to adapt the learning rate, diversity strength, and Gibbs variant without evaluating the full hyperparameter grid at every prediction step. We evaluate GGEW on official M4 competition forecast submissions and external rolling-origin deployment experiments using Monash Traffic Hourly, Electricity Hourly, and Solar Weekly datasets. Results suggest that Gibbs-style adaptive weighting is a useful and competitive tool across several benchmark settings, although its relative performance varies across datasets, forecast horizons, deployment protocols, and forecast disagreement groups. The contribution is not a universal dominance claim, but a framework and empirical study motivating further investigation of when adaptive Gibbs-style forecast combination is useful.

Prasen R. Nuthanakaluva, Nava K. Gaddam

Independent Researcher Oxford, United Kingdom · Department of Physics Utrecht University Utrecht, Netherlands

Ensemble Learning Time Series Forecasting

Aug 28, 2026cs.GR

What Will This Copper Look Like Later? Forecasting Surface Appearance and Rendering It as a PBR Material

Digital design requires predicting how a metal surface will look later in its oxidation; this paper presents such a pipeline for copper. Given a fixed-camera observation, the system forecasts appearance 10 accelerated units ahead and converts it into the albedo, normal, roughness and metallic maps a renderer consumes. Forecasting is evaluated as an authoring tool would use it, on a copper specimen the system has not observed: an entire recording is held out, so training and checkpoint selection use one specimen and the test set is the whole of a second, recorded on a different day and condition. Under this protocol a learned spatio-temporal model with a monotone oxidation state, the most accurate forecaster within a single recording, is less accurate than copying the last observed frame on an unseen specimen, in both directions, as are three further trained architectures. The only forecaster that transfers is a closed-form global color extrapolation with no trained parameters, improving on copy-last-frame by 13.4% and 50.6%, with a margin that increases with horizon to +16.7% and +55.5% at t+10. Two controls qualify this: correcting every frame for the photometric drift measured on a non-oxidizing reference region leaves both margins intact, ruling out uncontrolled exposure as their source, and a moving-block bootstrap over the 6 independent windows each recording contains separates the larger margin from zero but leaves the smaller one not individually significant. The mechanism is measured: a learned susceptibility map encodes where corrosion begins on the training specimen and misleads on a new one, whereas the global color trajectory is what specimens share. The pipeline therefore deploys the closed-form forecaster for unseen specimens and the learned model only for continuing one already observed. Code, splits, protocol and leakage audit are released.

Teejuta Sriwaranon, Borworntat Dendumrongkul, Tanapat Chamted +1

Department of Computer Engineering, Faculty of Engineering, Chulalongkorn University, Bangkok, Thailand · Faculty of Information Technology, King Mongkut’s Institute of Technology Ladkrabang, Bangkok, Thailand

Time Series Forecasting

Aug 27, 2026cs.LG

SAGE: Variate-Wise Semantic Augmentation for Vision-Language Time Series Forecasting

Time series forecasting models operate on raw numerical sequences, lacking the semantic knowledge that domain experts implicitly leverage, such as the physical meaning of each variable, its statistical behavior, and its temporal dynamics. Recent efforts to bridge this gap fall into two camps. Some rely on large language models at inference time, which is computationally expensive. Others apply uniform textual prompts at the dataset level, ignoring the heterogeneous semantics across individual variates. We propose SAGE (Seeing and Augmenting with Grounded Encoding), an end-to-end CLIP-based framework that jointly models temporal, cross-variable, textual, and visual information. The CLIP text encoder processes frequency-enhanced patches and variable tokens, while gated residual paths inject variable-specific descriptions and statistical descriptors. In parallel, the frozen CLIP vision encoder aligns rendered series with temporal representations through a training-only contrastive objective. This dual use of CLIP adds complementary semantic and visual supervision without placing an LLM in the forecasting loop. Across eight long-term benchmarks and M4, SAGE achieves state-of-the-art accuracy. Ablations confirm complementary gains from multimodal alignment and variable-level knowledge.

Haizhao Fan, Xinyi Le

Shanghai Jiao Tong University Shanghai, China

Time Series Forecasting Multivariate Time Series Forecasting Long-Term Time Series Forecasting

Aug 26, 2026cs.LG

Seasonal and Quantum-inspired Models for Neutron Monitor Time Series Forecasting

We present a focused and reproducible study of multi-horizon forecasting on the Lomnicky Stit neutron monitor (LMKS) time series. Our evaluation suite covers simple seasonal baselines, modern deep sequence models, and functional and quantum-inspired architectures, including Seasonal Naive, Long Short-Term Memory (LSTM), Temporal Convolutional Network (TCN), N-BEATS, Kolmogorov-Arnold Networks (KAN), and two quantum-inspired variants, QiLSTM and QiKAN. We describe the dataset characteristics, diagnostic analysis, preprocessing pipeline, and training procedures, and report aggregate point-forecast performance using mean absolute error (MAE) and root mean squared error (RMSE) for all evaluated models. Our quick-run results indicate that the quantum-inspired KAN variant, QiKAN, achieves the lowest aggregate forecasting error among the evaluated configurations, while the simple Seasonal Naive baseline remains remarkably competitive. These results suggest that, for highly periodic scientific monitoring time series, models incorporating strong seasonal or low-dimensional functional priors can match or outperform substantially more complex sequence architectures. The findings motivate further investigation of parsimonious and decomposable function approximators for forecasting periodic scientific signals.

Krishna Bhatia, Shalini Devendrababu, Srinjoy Ganguly

Quantum AI Lab, Fractal AI Research, India

Time Series Forecasting Quantum-Inspired ML Kolmogorov-Arnold Networks

Aug 26, 2026cs.LG

CEDAR: Controlled and Event-Driven Demand Forecasting via Residual Decomposition

Forecasting in large-scale e-commerce marketplaces is increasingly required to support planning: merchants need to evaluate sales outcomes under future action sequences such as budget schedules, rather than passively predicting what happens next. However, most existing time series forecasting (TSF) approaches remain inherently passive. Even when incorporating operational decisions as auxiliary covariates, they typically optimize for correlation-based extrapolation under historical policies. This design suffers from autoregressive inertia and conflates endogenous market evolution with decision-induced transitions, leading to policy-insensitive rollouts and unreliable counterfactual analysis. To bridge this gap, we propose CEDAR (Controlled and Event-Driven Demand forecasting via Action-aware Residual decomposition), a two-stage framework for robust decision-conditioned simulation. In Stage I, an Action-Interleaved Transformer learns controllable action-conditioned state transitions for rollout under planned interventions. In Stage II, a Residual Correction Module leverages external event signals and LLM-assisted text representations to align noisy event descriptions with product context and correct event-driven deviations. Our study is enabled by a large-scale real-world dataset from Alibaba 1688, comprising approximately 32 million product trajectories with paired state-action sequences and aligned event signals. Extensive offline experiments and online controlled experiments in production demonstrate that CEDAR consistently improves simulation accuracy over strong TSF baselines and delivers practical gains for real-world budget planning.

Junjie Meng, Ranxu Zhang, Zi-an Zhang +6

School of Artificial Intelligence and Data Science, University of Science and Technology of China, Hefei, China · Alibaba Group, Hangzhou, China · Thrust of Artificial Intelligence, The Hong Kong University of Science and Technology (Guangzhou), Guangzhou, China +1

Time Series Forecasting

Aug 26, 2026cs.LG

Modeling spatio-temporal locality in multi-step forecasting of geo-referenced time series

Forecasting future measurements from geographically distributed sensors is essential across many domains. However, the spatial distribution of these sensors raises multiple challenges, primarily due to spatial autocorrelation phenomena, that introduce inter-dependencies among nearby locations, that cannot therefore be treated independently. While some existing approaches can capture such phenomena, they generally model the spatial dimension globally across all locations. On the other hand, the method we propose in this paper, called SPALT, focuses on capturing spatial relationships among time series with similar trends, even if they occur at different times, thus modeling the spatio-temporal locality. SPALT leverages linear model trees, which allow us to consider the spatial autocorrelation locally: during the tree-building process, the adopted heuristics group time series exhibiting similar trends into the same node, on which additional features considering the spatial dimension are selectively injected. Additionally, we propose a new pruning strategy, based on Reduced Error Pruning, that also considers the spatio-temporal locality during the tree simplification. Designed for a multi-step setting, SPALT provides forecasts for multiple future time steps across multiple sensors simultaneously. The characteristics exhibited by SPALT can provide significant benefits in different domains, where measurements come from distributed sensors. In this paper, we focus on data produced by sensors located in multiple renewable power plants measuring their energy production at regular, short intervals. Experiments on 3 real-world datasets demonstrate the effectiveness of SPALT in forecasting the production of energy at different time horizons, and its superior performance in comparison with tree-based models and state-of-the-art neural networks that incorporate both temporal and spatial dimensions.

Annunziata D'Aversa, Gianvito Pio, Michelangelo Ceci

Time Series Forecasting Spatiotemporal Forecasting Multivariate Time Series Forecasting

Aug 25, 2026cs.LG

When Does Context Routing Help? A Systematic Study of Multi-Modal Fusion in Time Series Forecasting

Multi-modal time series forecasting methods integrate auxiliary context into temporal predictions through increasingly sophisticated fusion mechanisms. A growing body of work reports substantial gains, yet it is often unclear whether they reflect genuine use of the context or incidental architectural effects. We ask a narrower, checkable question: when can auxiliary context help a forecaster at all? We identify two dataset-level conditions that must both hold: (1) the target is not dominated by a last-value shortcut (low autocorrelation rho_h), and (2) the context carries information about the target beyond history (non-zero conditional mutual information delta; when delta=0 no predictor can benefit---a distribution-free result). Through controlled experiments on MoME (a 14.3B-parameter mixture-of-experts model, 6 datasets, 10 seeds) and four additional fusion mechanisms implemented within a single-backbone testbed (5 datasets), we find that when both conditions hold, text-conditioned expert modulation contributes a sizeable MSE reduction; when either fails, the contribution collapses to the capacity floor of the modulation pathway and carries no context-attributable signal. We establish causality through two interventions: adding a shortcut to MoME suppresses routing contribution by 77-93% across 3 datasets; progressively corrupting context quality drives the context-specific benefit from +44% to negative. We validate the autocorrelation component of our diagnostic on 27 Monash Archive datasets. We provide a calibrated pre-training diagnostic that, on the datasets we test, yields no false positives in well-powered settings. We are explicit about the asymmetry of our evidence: the negative arm is broadly reliable, while the large positive magnitudes come from a single model family (MoME) and are corroborated only in direction by the testbed.

Ruizhe Zhou, Gaoyuan Du, Xiaoyang Liu +4

Amazon.com Seattle, USA · University of Tennessee, Knoxville Knoxville, USA · WorkMagic New York, USA +1

Time Series Forecasting Multimodal Fusion Multivariate Time Series Forecasting

Aug 25, 2026cs.LG

Single State Update Predictive Coding training for Time Series Forecasting and Anomaly Detection

Predictive Coding (PC) is a neural learning paradigm that enables parallelizable neural network layer updates. However, the main bottleneck of PC Networks (PCN) is the sequential backwards error propagation. To tackle this, we introduce a training technique that pairs a Generative PCN with a support Encoding PCN. The two PCNs are trained in parallel to match their neural activations, without sequential propagation. We apply this to time series anomaly detection and show that our approach results in more stable, continuous, online learning.

Matteo Cardoni, Sam Leroux

IDLab, Department of Information and Technology, Ghent University—imec, 9052 Ghent, Belgium

Predictive Coding Online Anomaly Detection Time-Series Anomaly Detection Time Series Forecasting Online Continual Learning

Aug 25, 2026physics.ao-ph

Predictability of El Niño from Delayed Observations

Using monthly Niño-3.4 anomalies through July 2026, we investigate how much predictive information is contained in delayed observations of the index. Ridge regression identifies informative delays, while multilayer perceptron and sparse identification of nonlinear dynamics (SINDy) models test whether nonlinear complexity provides additional direct forecast skill; gated recurrent unit (GRU) and long short-term memory (LSTM) networks provide a complementary test in which the temporal representation is learned internally. Delayed observations substantially improve forecasts over persistence and climatology at leads of up to six months, but increasing model complexity provides no systematic improvement. Historical recursive experiments favor a simple explicit SINDy recurrence and select shallow recurrent architectures, with no appreciable gain from learning the temporal representation internally. These results support a compact predictive representation of Niño-3.4 evolution in which the representation of past information is more consequential than model complexity. As a prospective application, the selected models are used to forecast the developing 2026 event beyond the last available observation and to compare its predicted evolution with completed historical El Niño events.

Francisco J. Beron-Vera

Department of Atmospheric Sciences Rosenstiel School of Marine, Atmospheric & Earth Science University of Miami Miami, FL 33149, USA

Time Series Forecasting

Aug 25, 2026cs.LG

Causal Analysis for Time Series Foundation Models

Transitioning from bespoke time series models towards time series foundation models changes the relationship of model and application from one-to-one to one-to-many. This shift introduces concentration risk as many, potentially high-risk, forecasting applications are exposed to the same biases and failure modes of a single time series foundation model. At the same time, this centralization allows for economies of scale in model development and validation. In this study we investigate how biases and failure modes of time series foundation models can be identified before deployment. We propose a causal analysis framework to investigate the ability of a time series foundation model to preserve time series patterns. To achieve this, we intervene on parameterized synthetic time series generators and measure the corresponding change in model output under ceteris paribus conditions. We apply our causal analysis framework to Chronos-2 and TimesFM-2.5 and test them across six distinct time series patterns. We find safe configurations for trend and harmonic oscillation patterns. The results also indicate a bias in both models towards overestimating persistence, sudden failures for both models against the regime switch pattern and failure for TimesFM-2.5 against the energy-release pattern. Our review of the original works for both models indicates that the findings might be explained by the data used for pretraining. We conclude our study with suggestions for further model development, recommendations for application-specific model selection, and a discussion of limitations and further research directions.

Mathis Jander, Wouter van Heeswijk, Martijn Mes

Faculty of Behavioral, Management and Social Sciences, University of Twente, Enschede, Netherlands · European Central Bank, Frankfurt am Main, Germany

Time-Series Foundation Models Time Series Forecasting

Aug 24, 2026cs.AI

PGP-Clinical-TimeKAN: Prior-Guided Joint Probabilistic Forecasting of Clinical Trajectories

Clinical deterioration unfolds through coupled, partially observed trajectories, not a single diagnostic label. We introduce PGP-Clinical-TimeKAN, a trajectory-first framework for joint probabilistic forecasting of multivariate physiology. It combines missingness-aware temporal encoders, a soft organ-system prior, patient-specific relations, nonlinear Kolmogorov-Arnold messages, and a low-rank multivariate Student-t head. We evaluate 24-hour histories and six-hour forecasts on a frozen MIMIC-IV-derived cohort of 6,882 patients and 54,694 windows. Across five seeds and 13 models, PGP-Clinical-TimeKAN obtains the second-lowest normalized MAE (0.37727 +/- 0.00029) and the lowest RMSE (0.52656 +/- 0.00034). It reduces MAE by 0.52% relative to deterministic TimeKAN. For probabilistic forecasting, it reaches a marginal NLL of 0.66380 and a CRPS of 0.27301. Empirical coverage is 0.533, 0.831, and 0.958 for nominal 50%, 80%, and 95% intervals. Removing relational structure causes the largest ablation loss. Increasing covariance rank improves joint likelihood but has little effect on point accuracy. A trajectory-derived risk score remains weaker than a dedicated GRU-D classifier (AUROC 0.603 versus 0.650), which limits the present clinical claim. Joint trajectory forecasting therefore provides an inspectable intermediate task, but accurate physiology forecasts alone do not ensure a calibrated event detector.

Weizhi Nie, Rihao Chang, Weijie Wang +1

Tianjin University

Time Series Forecasting Multivariate Time Series Forecasting Probabilistic Time Series Forecasting Kolmogorov-Arnold Networks

Aug 24, 2026cs.AI

In-Context Inpainting for Time Series Forecasting

We propose ICI-Time, a novel framework that reframes time series forecasting as a visual inpainting task, leveraging the generalisation power of large vision models (LVMs). Unlike methods that require specialised temporal architectures and extensive domain-specific training, ICI-Time transforms time series into structured visual representations (area charts) and applies visual in-context learning, reformulating forecasting as pattern completion within a grid-structured prompt that pre-trained vision transformers can solve without fine-tuning or architectural modification. Temporal dependencies are represented through spatial layout, with a consistent, invertible mapping between numerical and visual domains. Extensive experiments across epidemiology, meteorology, and power systems demonstrate that ICI-Time performs competitively against deep learning baselines and shows promising adaptability under limited-data settings, introducing a new paradigm that bridges temporal and visual domains.

Thang Nguyen, Dung Nguyen, Romero Morais +1

Applied Artificial Intelligence Initiative, Deakin University, Geelong, Victoria 3216, Australia

Time Series Forecasting Zero-Shot Time Series Forecasting In-Context Learning

Aug 24, 2026cs.LG

MetaCaster: Meta-Harness-Optimized Agent for End-to-End Few-Shot Learning of Lightweight Time Series Forecasters

Time series forecasting (TSF) is evolving toward multimodal and agentic settings, yet using foundation models remains uneconomical in resource-constrained scenarios, where compact, specialized forecasters are more desirable. However, lightweight forecasters typically require substantial training data, limiting their use in domains with scarce, slowly accumulated, or privacy-sensitive time series. To address this dilemma, we investigate the challenging problem of few-shot learning for lightweight forecasters. We propose MetaCaster, a meta-harness-optimized multi-agent framework that uses agentic data generation to automatically train specialized lightweight forecasters from only a few examples and textual contexts. Our work highlights a new TSF paradigm in which agents act not as forecasters but as intermediary engineers that prepare efficient, task-specific forecasters for deployment. Experiments on 18 datasets, 23 state-of-the-art lightweight forecasters, and 14 baselines demonstrate that MetaCaster achieves both data efficiency and computational efficiency while maintaining high-quality TSF performance.

ChengAo Shen, Wenchao Yu, Fangyu Wu +6

University of Houston · NEC Labs · University of Waterloo +3

Time Series Forecasting Few-Shot Learning

Aug 24, 2026cs.IR

Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision

Retrieval-augmented time-series forecasting typically selects historical examples by similarity between observed pasts, although similar pasts can evolve differently. We propose Predictive Relevance Retrieval (PRR), which uses realized future compatibility as privileged supervision to learn a retrieval function that remains strictly past-only at inference. PRR combines Pearson retrieval with a futuresupervised predictive representation to expand candidate support, then reranks the union using statistical and learned pair relations. Across six datasets and four long horizons, PRR improves Pearson retrieval in 23 of 24 conditions, reducing AnalogFutureMSE by 26.7% on average. A candidate-budget-matched variant, PRR-B100, retains nearly the same retrieval improvement while using at most 100 candidates at inference, showing that the gain is not explained simply by a larger candidate pool. We then connect the retriever to five frozen forecasting backbones using validation-calibrated trust. Downstream effects are heterogeneous, and calibration primarily reduces harmful retrieval use rather than making improved retrieval universally beneficial. These results show that predictive relevance and forecast utility are empirically distinct objectives.

Yong-Hoon Choi, Kwang-Hyun Park, Youngjin Cho

Division of Robotics, Kwangwoon University Seoul 01897, Republic of Korea

Learning to Rank Time Series Forecasting Retrieval-Augmented Time Series Forecasting

Aug 22, 2026physics.ao-ph

Structured Neural Modeling of Daily Arctic Sea-Ice Concentration Evolution: Physical-Trajectory-Driven Learning and Forecast-Domain Adaptation

Accurate modeling of the daily evolution of sea ice concentration (SIC) is central to improving the credibility and operational forecasting capability of deep learning-based sea ice prediction. However, existing deep learning methods often couple the underlying sea ice evolution relationships and data errors within high-dimensional nonlinear mappings, making it difficult to construct a stable and verifiable evolution core and apply it reliably to practical forecasting. To address this issue, this study proposes a reanalysis-forecast dual-domain decoupled framework for learning sea ice evolution operators. The framework builds upon a lightweight physical baseline to generate daily evolution trajectories, employs a temporally constrained joint multi-lead compensation network to com?pensate for unresolved processes, and introduces an ice-mass?aware transport mechanism to suppress numerical dissipation. In the forecasting stage, the parameters of the base evolution core are fixed, while a lightweight variable-semantic adaptation mechanism calibrates inter-domain distributions and evolution responses, thereby separating forecast-domain errors from base evolution errors. Experiments show that the constructed base evolution core can accurately and stably simulate daily sea ice evolution at both short-term and annual scales under reanal?ysis forcing, and can be effectively transferred to the forecast domain through lightweight adaptation, achieving stable prac?tical forecasting capability while preserving the base evolution structure. The source code will be made publicly available at https://github.com/zhangmaqun65535/SNM upon acceptance of this manuscript.

Maqun Zhang, Feng Gao, Wankun Chen +3

State Key Laboratory of Physical Oceanography and Faculty of Information Science and Engineering, Ocean University of China, Qingdao 266100, China · School of Psychology and Neuroscience, University of Glasgow, Glasgow G12 8QQ, U.K.

Spatiotemporal Forecasting Time Series Forecasting Neural Surrogate Modeling Physics-Informed ML

Aug 21, 2026cs.LG

Global tree forecasters collapse at the hierarchical aggregate: a five-panel failure characterization

Global forecasting models pool many series and learn one shared function. Gradient-boosted trees are their most common form. We measure a failure of this design that has not, to our knowledge, been documented. Train a global tree on the individual series of a hierarchy, then ask it for the hierarchical aggregate. The aggregate sits far outside the model's training range, and the forecast collapses. The model under-predicts the total by 30-50x in our production deployment, and by up to 496x in a public M5 reconstruction. The mechanism is known: beyond its training range, a tree predicts a constant. It surfaces at the aggregate because the total dwarfs every training series. The cure is not new. Per-series scaling, the preprocessing step that Montero-Manso and Hyndman (2021) recommend, prevents the collapse. So do a weighted aggregate-level training row and seasonal differencing. Our contribution is the characterization. The collapse reproduces on five panels: a production business-to-business marketplace, a synthetic hierarchy, M5, Australian Tourism, and a public business-buyer panel. It holds on three tree libraries, is invariant across training seeds, and is statistically significant. Its onset is immediate and tracks a simple support bound: a scale gap of only 1.15x already costs a third of the total. No standard configuration change prevents it: pooling every hierarchy level into training fails at scale, and the one knob that fits linear models in the leaves softens it without curing it. Rolling the forecasts forward recursively separates the cures: the aggregate-row cure re-collapses, per-series scaling degrades but stays low, and only seasonal differencing keeps its one-step accuracy unchanged. We close with a three-step procedure for diagnosing and preventing the failure in deployed systems.

Md Rezwanul Islam, Wael Mohammed

Field Nation LLC, Minneapolis, MN, USA

Time Series Forecasting Model Collapse Gradient-Boosted Decision Trees