Time Series Forecasting

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

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Toto 2.0: Time Series Forecasting Enters the Scaling Era
May 19, 2026Emaad Khwaja, Chris Lettieri, Gerald Woo +10Time Series Forecasting Hyperparameter Transfer
Datadog AI Research · Carnegie Mellon University
Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
May 19, 2026Andrei Bysik, Robert ŚlepaczukQuantitative Finance Time Series Forecasting
Quantitative Finance Research Group, Faculty of Economic Sciences, University of Warsaw, ul. Długa 44/50, 00-241 Warsaw, Poland · Quantitative Finance Research Group, Department of Quantitative Finance and Machine Learning, Faculty of Economic Sciences, University of Warsaw, ul. Długa 44/50, 00-241 Warsaw, Poland
When Does Self-Supervised Learning Transfer to Time-Series Tasks?
May 19, 2026Noam Major, Kathy Razmadze, Yoli ShavitSelf-Supervised Pre-Training Time Series Classification
Faculty of Engineering, Bar-Ilan University, Israel
Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
May 19, 2026Rylan WadeMultivariate Time Series Forecasting Graph Neural Networks
University of Southern California
Beyond Extrapolation: Knowledge Utilization Paradigm with Bidirectional Inspiration for Time Series Forecasting
May 19, 2026Liu Chong, Yingjie Zhou, Hao Li +3Time Series Forecasting Retrieval-Augmented Time Series Forecasting
College of Computer Science, Sichuan University · Computer and Information Science, University of Macau · Squirrel Ai +1
DeRegiME: Deep Regime Mixtures for Probabilistic Forecasting under Distribution Shift
May 19, 2026Kieran Wood, Stefan Zohren, Stephen J. RobertsDistribution Shift Robustness Time Series Forecasting
Machine Learning Research Group, University of Oxford · Oxford-Man Institute, University of Oxford
Bridge: Retrieval-Augmented Spatiotemporal Modeling for Urban Delivery Demand
May 18, 2026Yihong Tang, Tong Nie, Junlin He +3Time Series Forecasting Spatiotemporal Forecasting
McGill University · The Hong Kong Polytechnic University · University of Toronto +1
Learning Long-Term Temporal Dependencies in Photovoltaic Power Output Prediction Through Multi-Horizon Forecasting
May 18, 2026Sumit Laha, Ankit Sharma, Hassan ForooshMultivariate Time Series Forecasting Time Series Forecasting
Department of Computer Science University of Central Florida Orlando, Florida, United States.
DAD4TS: Data-Augmentation-Oriented Diffusion Model for Time-Series Forecasting with Small-Scale Data
May 18, 2026Masahiro Suzuki, Bohui Xia, Hiroto Yamamoto +1Time Series Forecasting Time Series Data Augmentation
Sony Group Corporation Tokyo, Japan
L-Drive: Beyond a Single Mapping-Latent Context Drives Time Series Forecasting
May 18, 2026Fan Zhang, Shijun Chen, Hua WangMultivariate Time Series Forecasting Latent Dynamics Modeling
Shandong Technology and Business University, Yantai, Shandong, China · Ludong University, Yantai, Shandong, China
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
May 18, 2026Mathias MesfinGradient-Boosted Decision Trees Quantitative Finance
Independent Researcher
Scale-Equivariant Generative Forecasting: Weight-Tied Dilated Convolutions, Wavelet Scattering Inputs, and Spectral-Consistency Training for Self-Similar Time Series
May 17, 2026Andrea MorandiTime Series Forecasting Equivariant Neural Networks
Cisco Systems, Inc.
FEG-Pro: Forecast-Error Growth Profiling for Finite-Horizon Instability Analysis of Nonlinear Time Series
May 17, 2026Andrei Velichko, N'Gbo N'Gbo, Bruno Carpentieri +1Time Series Forecasting Chaotic Dynamical Systems
Institute of Physics and Technology, Petrozavodsk State University, Petrozavodsk, Russia · School of Science and Engineering, International University of Grand Bassam, Grand Bassam, Cote d’Ivoire · Faculty of Engineering, Free University of Bozen-Bolzano, Bolzano, Italy +2
Towards Principled Test-Time Adaptation for Time Series Forecasting
May 17, 2026Haochun Wang, Ruichen Xu, Georgios Kementzidis +3Test-Time Adaptation Time Series Forecasting
Stony Brook University
Empirical evaluation of Time Series Foundation Models for Day-ahead and Imbalance Electricity Price Forecasting in Belgium
May 16, 2026Chi Bui, Maria Margarida Mascarenhas, Arnaud Verstraeten +1Zero-Shot Time Series Forecasting Electricity Price Forecasting
ELECTA-ESAT (KU Leuven) Leuven, Belgium · ELECTA-ESAT(KU Leuven) and Gridual Leuven, Belgium
CAST: Causal Anchored Simplex Transport for Distribution-Valued Time Series
May 16, 2026Jiecheng Lu, Jieqi Di, Runhua Wu +1Time Series Forecasting
Georgia Institute of Technology · Indiana University
PhysioSeq2Seq: A Hybrid Physiological Digital Twin and Sequence-to-Sequence LSTM for Long-Horizon Glucose Forecasting in Type 1 Diabetes
May 16, 2026Phat Tran, Neville Mehta, Clara Mosquera-Lopez +3Long-Term Time Series Forecasting Type 1 Diabetes
Oregon State University · Oregon Health & Science University
SwAIther-Precip: Lead-Time-Aware Bias Correction Enables Kilometer-Scale Downscaling of Global AI Precipitation Forecasts over Switzerland
May 15, 2026Dan Assouline, Erwan Koch, Federico Amato +5Precipitation Forecasting Time Series Forecasting
Swiss Data Science Center, ETH, Zürich, Switzerland · Expertise Center for Climate Extremes, University of Lausanne, Lausanne, Switzerland · Faculty of Geosciences and Environment, University of Lausanne, Lausanne, Switzerland +1
FRWKV+: Periodic-Aware Adaptive Gating for Frequency-Space Linear Time Series Forecasting
May 15, 2026Qingyuan Yang, Dongyue Chen, Da Teng +3Multivariate Time Series Forecasting Long-Term Time Series Forecasting
College of Information Science and Engineering, Northeastern University, Shenyang, 110819, Liaoning, China · Foshan Graduate School of Innovation, Northeastern University, Foshan, 528311, Guangdong, China · Northeastern University, Shenyang, 110819, Liaoning, China
PESD-TSF: A Period-Aware and Explicit Structured Decomposition Framework for Long-Term Time Series Forecasting
May 15, 2026Hua Wang, Xianhao Jiao, Fan ZhangMultivariate Time Series Forecasting Long-Term Time Series Forecasting
School of Computer and Artificial Intelligence, Ludong University, Yantai, Shandong 264025, China · School of Computer and Artificial Intelligence, Ludong University, Yantai, Shandong 264025, China. · School of Computer Science and Technology, Shandong Technology and Business University, Yantai, Shandong 264005, China +1
Toward World Modeling of Physiological Signals with Chaos-Theoretic Balancing and Latent Dynamics
May 14, 2026Yunfei Luo, Xi Chen, Yuliang Chen +8Multivariate Time Series Forecasting World Model Learning
University of California San Diego · Dartmouth College · Amazon Web Services +3
TopoPrimer: The Missing Topological Context in Forecasting Models
May 14, 2026Zara Zetlin, Kayhan Moharreri, Maria SafiTime Series Forecasting Sheaf Theory
Apple
What if Tomorrow is the World Cup Final? Counterfactual Time Series Forecasting with Textual Conditions
May 14, 2026Shuqi Gu, Yongxiang Zhao, Baoyu Jing +1Counterfactual Evaluation Time Series Forecasting
School of Information Science and Technology, ShanghaiTech University, Shanghai, China · University of Illinois at Urbana-Champaign, Illinois, United States.
Nexus : An Agentic Framework for Time Series Forecasting
May 14, 2026Sarkar Snigdha Sarathi Das, Palash Goyal, Mihir Parmar +6Time Series Reasoning Time Series Forecasting
1Google · 2Pennsylvania State University
Algometrics: Forecasting Under Algorithmic Feedback
May 13, 2026Marc SchmittTime Series Forecasting Performative Prediction
University of Oxford
GHGbench: A Unified Multi-Entity, Multi-Task Benchmark for Carbon Emission Prediction
May 13, 2026Yifan Duan, Siyuan Zheng, Lihuan Li +2Time Series Forecasting OOD Generalization
School of Computer Science and Engineering University of New South Wales
SpikeProphecy: A Large-Scale Benchmark for Autoregressive Neural Population Forecasting
May 13, 2026John R. Minnick, Jinghui Geng, Kamran Hussain +6Neural Processes Time Series Forecasting
Department of Electrical and Computer Engineering, University of California, Santa Cruz, CA, USA · UC Santa Cruz Genomics Institute, University of California, Santa Cruz, CA, USA · Department of Computer Science and Engineering, University of California, Santa Cruz, CA, USA +2
An Integrated Forecasting Prototype for Emergency Department Boarding Time to Support Proactive Operational Decision Making
May 13, 2026Orhun Vural, Abdulaziz Ahmed, Ferhat Zengul +2Time Series Forecasting
Department of Electrical and Computer Engineering, University of Alabama at Birmingham, Birmingham, AL, USA · Department of Health Services Administration, University of Alabama at Birmingham, Birmingham, AL, USA · Department of Biomedical Informatics and Data Science, Heersink School of Medicine, University of Alabama at Birmingham, Birmingham, AL, USA +1
From Heuristics to Analytics: Forecasting Effort and Progress in Online Learning
May 12, 2026Eric S. Qiu, Danielle R. Thomas, Boyuan Guo +2Intelligent Tutoring Systems Time Series Forecasting
Cornell University · Ithaca, NY, USA · Carnegie Mellon University +1
Agent-Based Post-Hoc Correction of Agricultural Yield Forecasts
May 12, 2026Matthew Beddows, Aiden Durrant, Georgios LeontidisTime Series Forecasting LLM Agent Orchestration
School of Natural and Computing Sciences University of Aberdeen, UK · School of Computing Sciences University of East Anglia, UK · Department of Physics and Technology UiT The Arctic University of Norway

May 19, 2026, cs.LGJ/K move · Enter open · S save

Toto 2.0: Time Series Forecasting Enters the Scaling Era

Emaad Khwaja, Chris Lettieri, Gerald Woo, Eden Belouadah+9

Datadog AI Research · Carnegie Mellon University

Time Series Forecasting Hyperparameter Transfer Scaling Laws Time-Series Foundation Models

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We show that time series foundation models scale: a single training recipe produces reliable forecast-quality improvements from 4M to 2.5B parameters. We release Toto 2.0, a family of five open-weights forecasting models trained under this recipe. The Toto 2.0 family sets a new state of the art on three forecasting benchmarks: BOOM, our observability benchmark; GIFT-Eval, the standard general-purpose benchmark; and the recent contamination-resistant TIME benchmark. This report describes our experimental results and details the design decisions behind Toto 2.0: its architecture and training recipe, training data, and the u-muP hyperparameter transfer pipeline. All five base checkpoints are released under Apache 2.0.