Probabilistic forecasting plays an essential role in risk-sensitive decision-making, particularly in long-horizon settings. However, existing approaches often face a fundamental trade-off between distributional flexibility and accurate mean prediction.
arXiv:2608. 11114v1 Announce Type: cross Abstract: Probabilistic forecasting plays an essential role in risk-sensitive decision-making, particularly in long-horizon settings.
arXiv:2609.38632v1 Announce Type: new Abstract: Recent probabilistic weather forecasters train stochastic predictors with the continuous ranked probability score (CRPS) to generate each ensemble memb...
The paper introduces Physics‑SIMS‑TS, a conditional diffusion model designed for long‑horizon oil and gas production forecasting. It enforces monotone decline through negative guidance, decline‑curve constraints, and isotonic projection during sampling, and incorporates spatial training augmentation and an ensembled stochastic sampler to produce calibrated predictive distributions. Evaluated on over 35,000 wells across three jurisdictions, Physics‑SIMS‑TS achieves the highest accuracy among diffusion forecasters and matches transformer ensembles, with only a 0.5% increase in mean squared error for monotonicity.
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:2607. 00196v1 Announce Type: new Abstract: Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise.
arXiv:2606. 02117v1 Announce Type: cross Abstract: Probabilistic time series forecasting has attracted increasing attention in financial applications due to the need to quantify risk and uncertainty in future observations.
FLAME is a lightweight Time Series Foundation Model that uses Legendre Memory variants (LegT and LegS) in its encoding and decoding stages to capture inductive biases and perform efficient long‑range forecasting. It incorporates a normalizing‑flow forecasting head to generate complex probabilistic distributions over future horizons. Experiments on TSFM‑Bench, ProbTS, and TFB show FLAME performs strongly as an out‑of‑the‑box tool for decision intelligence.
Probabilistic time series forecasting has attracted increasing attention in financial applications due to the need to quantify risk and uncertainty in future observations. We propose ProbRes, a post-hoc probabilistic calibration method that explicitly learns and incorporates volatility dynamics into probabilistic forecasting, enabling effective handling of heteroskedastic 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:2608. 14067v1 Announce Type: new Abstract: Diffusion models offer a natural way to model uncertainty in time series forecasting, yet their iterative sampling process is often treated as a uniformly beneficial refinement procedure.
arXiv:2607. 18530v1 Announce Type: cross Abstract: Supplier lead time forecasting is a central input to material requirements planning, inventory optimization, and supply chain risk management.
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.