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.
DiTS: Multimodal Diffusion Transformers Are Time Series Forecasters
DiTS introduces a Multimodal Diffusion Transformer designed for time‑series forecasting that incorporates heterogeneous exogenous covariates. The model treats endogenous targets and exogenous covariates as separate modalities, jointly conditioning future generation on target history and available covariates. By employing flow matching and Time‑aligned Modulation, DiTS achieves strong deterministic and probabilistic forecasting performance across diverse covariate‑aware tasks.
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arXiv Machine Learning
1d ago
Quantile-Guided Diffusion for Probabilistic Time-Series Forecasting
arXiv:2610.20739v1 Announce Type: new Abstract: Quantile forecasts summarize uncertainty at each future time step, while diffusion forecasters represent it through sampled future trajectories. We stu...
arXiv Machine Learning
Aug 19
TiMi: Empower Time Series Transformers with Multimodal Mixture of Experts
The paper introduces TiMi, a framework that enhances time series transformers with a Multimodal Mixture-of-Experts (MMoE) module to incorporate multimodal data, especially textual information, into forecasting. TiMi leverages large language models to generate future inferences that guide predictions, eliminating the need for explicit representation alignment. Experiments show TiMi achieves state‑of‑the‑art performance on sixteen real‑world multimodal forecasting benchmarks, outperforming advanced baselines while maintaining adaptability and interpretability.
arXiv Machine Learning
Sep 3
DynG-Diff: A State-Aware Dynamic Guidance Diffusion Framework for Probabilistic Time Series Forecasting
DynG-Diff is a new diffusion-based framework for probabilistic multivariate time‑series forecasting that addresses the challenge of information heterogeneity across variables. It uses a two‑stage training strategy with an unconditional diffusion backbone and introduces a lightweight state‑aware policy network that dynamically adjusts guidance strength based on real‑time variable reliability. The dynamic guidance is mathematically framed as local precision, allowing the model to focus on high‑confidence variables and suppress anomalous noise, leading to competitive performance and robustness on real‑world benchmarks.
Hugging Face Trending Papers
Sep 2
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 l...
arXiv Machine Learning
Oct 2
Proper Scoring Rule-based Diffusion for Probabilistic Weather Forecasting
The paper introduces a new diffusion-based approach for probabilistic weather forecasting that incorporates auxiliary conditional denoising tasks. By predicting future states from both clean and corrupted contexts, the model reduces ambiguity and learns conditional distributions across noise levels using a proper scoring rule. Experiments demonstrate improved one‑step forecasting, especially at longer horizons, and better calibration in high‑dimensional global weather scenarios.
arXiv Machine Learning
Sep 29
WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting
WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.
arXiv AI
Oct 2
ProtoFlow: Prototype-Guided Flow Matching for Multivariate Time Series Forecasting
ProtoFlow is a new multivariate time series forecasting framework that combines vector‑quantized autoencoding with prototype‑guided flow matching. It maps sequences into a discrete latent space, constructs a structured prior from the learned VQ codebook, and trains a DiT‑based rectified flow to transport samples from this prior to future latent representations conditioned on past observations. By replacing generic Gaussian noise with a learned prototype prior, ProtoFlow eliminates autoregressive rollout mismatch and achieves faster training convergence while delivering superior forecasting performance on benchmark datasets.
arXiv Machine Learning
Sep 15
Beyond Point Forecasts: A Survey on Probabilistic Forecasting for Time Series and Spatiotemporal Data
arXiv:2609.13345v1 Announce Type: cross Abstract: Probabilistic forecasting is central to decision-making under uncertainty, yet its methodological landscape has become increasingly fragmented across...
arXiv Machine Learning
Jun 16
Towards a Unified Generative Model for Scarce Time Series with Domain Experts
arXiv:2606. 15172v1 Announce Type: new Abstract: Synthesizing realistic time series with generative models has wide-ranging applications in real-world scenarios.
arXiv Machine Learning
Jul 28
Autoregressive One-Step Generative Modeling for Dynamical System Forecasting
arXiv:2605. 05540v2 Announce Type: replace Abstract: Fast surrogate modeling for high-dimensional physical dynamics requires more than low short-term error: useful models must roll out efficiently while preserving the statistical structure of long trajectories.
arXiv Machine Learning
Jul 14
CoGenCast: A Coupled Autoregressive-Flow Generative Framework for Time Series Forecasting
arXiv:2602. 03564v2 Announce Type: replace Abstract: Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics.