How should we ensemble time-series forecasts better? The post Information Theory and Ensemble Models appeared first on Towards Data Science .
Part 1: A practitioner's walkthrough of univariate, multivariate, covariate-informed, and cold-start forecasting. The post Five Questions About Chronos-2, the Time Series Foundation Model appeared first on Towards Data Science .
Top AI forecasting systems are approaching superforecaster-level accuracy on future world events, but still rely primarily on off-the-shelf LLMs combined with forecasting-specific context gathering and scaffolding. We study how to improve this recipe through ensembling: given a fixed number of samples, which off-the-shelf model forecasts should be combined to maximize accuracy?
arXiv:2608. 08954v1 Announce Type: cross Abstract: Ensemble forecasting aims to sample the conditional distribution of outcomes; whether AI forecast ensembles do this correctly in a joint sense remains largely untested.
arXiv:2606. 29661v1 Announce Type: new Abstract: Top AI forecasting systems are approaching superforecaster-level accuracy on future world events, but still rely primarily on off-the-shelf LLMs combined with forecasting-specific context gathering and scaffolding.
arXiv:2602. 16864v2 Announce Type: replace-cross Abstract: Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models.
arXiv:2407. 00890v5 Announce Type: replace-cross Abstract: This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches.
arXiv:2508. 18486v2 Announce Type: replace-cross Abstract: Over the past few years, machine learning-based data-driven weather prediction has been transforming operational weather forecasting by providing more accurate forecasts while using a mere fraction of computing power compared to traditional numerical weather prediction (NWP).
arXiv:2606. 07572v1 Announce Type: cross Abstract: Despite Japan being one of the world's largest advanced democracies, the development of election forecasting models for its national elections remains limited.
Posted by Urs Köster, Software Engineer, Google Research Time series problems are ubiquitous, from forecasting weather and traffic patterns to understanding economic trends. Bayesian approaches start with an assumption about the data's patterns (prior probability), collecting evidence (e.
Building an ML football forecaster in R The post Can Machine Learning Predict the World Cup? appeared first on Towards Data Science .
arXiv:2608. 14106v1 Announce Type: cross Abstract: When forecasting hourly returns for 1,000 US equities, we observe an unexpected phenomenon: predictions become nearly flat and show poor stock ranking, as measured by cross-sectional correlation.
The simplest most important idea for time series forecasting The post Measuring Structure Stability of Econometric Models appeared first on Towards Data Science .