arXiv AI
Jun 10
CITRAS: Covariate-Informed Transformer for Time Series Forecasting
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
JudgeCast: Time Series Forecasting with Experience-Informed Covariate Judgements
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arXiv Machine Learning
Sep 22
When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting
arXiv:2609.24862v1 Announce Type: new Abstract: Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning s...
arXiv AI
Jun 4
Expectations vs. Realities: The Cost of MSE-Optimal Forecasting Under Conditional Uncertainty
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
arXiv Machine Learning
Jul 23
Expert-Guided Forecast Editing for Time-Series Foundation Models
arXiv:2607. 19659v1 Announce Type: new Abstract: Time-series foundation models can forecast across heterogeneous domains without task-specific training, but their forecasts are fixed once produced and cannot directly incorporate task-specific expert feedback.
arXiv AI
Sep 4
RATL: Learning from Retrieved Residuals for Robust Multivariate Time-Series Forecasting
RATL is a plug‑in method for multivariate time‑series forecasting that uses a frozen base forecaster to build a memory of its historical forecast residuals. During inference, RATL retrieves residual trajectories from similar past contexts and employs a set‑aware router to combine them, providing learned feedback correction. Experiments demonstrate that this residual‑retrieval approach improves the performance of the base forecaster across various benchmarks and backbones.
Hugging Face Trending Papers
Sep 21
When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting
Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time...
arXiv AI
2d ago
On the Divergence of Accuracy and Mechanism Consistency in Time Series World Models
The paper introduces a formal framework and benchmark for time‑series world models (TSWMs) that separates state, actions, and exogenous inputs, and defines a new metric called mechanism consistency to evaluate whether model predictions move in the expected direction when actions change. Experiments on eight public datasets show that using a frozen latent prediction space and gated output fusion improves prediction accuracy, while prediction error and mechanism consistency often diverge, with the best‑performing models sometimes failing to exhibit consistent directional responses. Adding a directional supervision loss significantly boosts mechanism consistency without affecting mean‑absolute error, providing a practical recipe for building more reliable TSWMs.
arXiv Machine Learning
Sep 10
From Narrative to Auditable Forecasts: A Structured Scaffold for Agentic Forecasting
arXiv:2609.05905v1 Announce Type: cross Abstract: LLM agents are increasingly used for live forecasting, where they retrieve up-to-date information and produce estimates for unresolved future events....
arXiv AI
Sep 25
Forecast-Dojo: Replayable Environments for Benchmarking and Training LLM Forecasting Agents
Forecast-Dojo is a replayable environment designed to benchmark and train large language model (LLM) forecasting agents. It integrates resolved prediction‑market questions with dated news, enabling agents to research events and revisit predictions at successive historical dates. The platform includes 1,568 Polymarket events, 18.8 million dated news articles, and supports repeated evaluation, training interactions, and outcome feedback, with evidence that research tools lower Brier scores across 12 tested models, though all models still lag behind historical market forecasts.
arXiv Machine Learning
Sep 10
Not All Variables Agree: Reliability-Aware Variable-Wise Gradient Surgery for Multivariate Time-Series Forecasting
arXiv:2609.08554v1 Announce Type: new Abstract: In data-driven training, multivariate time-series forecasting is usually optimized with a scalar loss averaged over samples, variables, and horizons. T...
arXiv AI
Sep 15
Beyond Numerical Time Series: A Unified Benchmark for Multimodal Forecasting with Heterogeneous Context
arXiv:2609.15087v1 Announce Type: cross Abstract: Most time series forecasting benchmarks remain numerical-centric and provide limited support for evaluating contextual information that shapes real-w...
arXiv AI
Jun 30
MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.