arXiv Machine Learning

Tourist arrival forecasting with game-theoretic social influence weighting and deep learning

The paper presents a hybrid forecasting model for tourist arrivals to Hong Kong and Sanya that blends Internet big data, a cooperative game‑theoretic weighting of social‑media opinion leaders, Empirical Wavelet Transform for non‑stationarity, and a Bayesian‑optimized Stacked Bi‑LSTM network. It demonstrates that incorporating trust‑weighted social media signals reduces one‑step‑ahead root mean squared error by 4.1–41.7 % for Hong Kong markets and 5.3 % for Sanya, with additional opinion‑leader weighting improving accuracy by 10.1–49.4 % and 8.7 % respectively. The authors prove closed‑form Shapley values and polynomial‑time coalition identification, and show the method outperforms published benchmarks under volatile conditions.

Hugging Face Trending Papers
Jun 8

FAME: Forecastability-Aware Mixture of Experts for Heterogeneous Time Series Forecasting

Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially. A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability.

arXiv Machine Learning
Aug 31

Generalized Gibbs Ensemble Weighting for Forecast Combination

The paper introduces Generalized Gibbs Ensemble Weighting (GGEW), a probabilistic framework that assigns weights to forecasting models using a Gibbs-style exponential transformation of normalized predictive loss. GGEW extends basic weighting through numerical stabilization, diversity-aware score corrections, and online hyperparameter adaptation, yielding variants such as Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL. The authors evaluate GGEW on M4 competition submissions and real-world datasets (Monash Traffic, Electricity, Solar), finding that Gibbs-style adaptive weighting is competitive across various settings, though performance varies by dataset, horizon, and deployment protocol.

By Prasen R. Nuthanakaluva, Nava K. Gaddam
arXiv Machine Learning
Sep 18

Fast Training of Mixture-of-Experts for Time Series Forecasting via Expert Loss Integration

The paper introduces an adaptive Mixture-of-Experts (MoE) framework for time series forecasting that incorporates expert-specific losses to give each expert a direct learning signal independent of gating weights. The overall objective combines base forecasting loss with these expert losses, encouraging experts to specialize on different temporal segments. A partial online learning strategy is added for efficient incremental updates, and experiments on economic, tourism, and energy datasets show the method outperforms state‑of‑the‑art neural models and foundation models, with ablation studies confirming the benefit of expert loss integration.

By Btissame El Mahtout, Florian Ziel
arXiv AI
Jun 12

Lightweight and Interpretable Transformer via Mixed Graph Algorithm Unrolling for Traffic Forecast

arXiv:2505. 13102v4 Announce Type: replace-cross Abstract: Unlike conventional "black-box" transformers with classical self-attention mechanism, we build a lightweight and interpretable transformer-like neural net by unrolling a mixed-graph-based optimization algorithm to forecast traffic with spatial and temporal dimensions.

By Ji Qi, Tam Thuc Do, Mingxiao Liu, Zhuoshi Pan, Yuzhe Li, Gene Cheung, H. Vicky Zhao
arXiv Machine Learning
Oct 5

MACTS-EM: Multi-Agent Collaborative Time Series Forecasting with Emergent Memory

MACTS-EM is a new multi‑agent framework for time series forecasting that combines domain‑specialised agents, a meta‑cognitive allocation layer, emergent memory for cross‑domain transfer, multimodal context integration, and adversarial robustness. The authors evaluate the system on financial, climate, energy, and pandemic data, reporting 8‑12% higher accuracy, 22‑27% better zero‑shot transfer, 16‑21% greater resilience to regime shifts, and 15‑18% faster recovery from distribution changes compared to existing methods. These results suggest that collaborative, agent‑based approaches can outperform traditional architectures in complex, real‑world forecasting tasks.

By Ahmad Shahi, Mamehgol Yousefi
arXiv Machine Learning
Sep 24

Global tree forecasters collapse at the hierarchical aggregate: a five-panel failure characterization

The paper reports a previously undocumented failure of global gradient‑boosted tree forecasters when applied to hierarchical aggregates. Training a single tree on individual series causes the model to predict a constant outside its training range, leading to severe under‑prediction of the total (30–50× in production and up to 496× in a public M5 reconstruction). The authors characterize this collapse across five datasets, three tree libraries, and multiple training seeds, and demonstrate that simple preprocessing steps—per‑series scaling, weighted aggregate‑level training, or seasonal differencing—can prevent it.

By Md Rezwanul Islam, Wael Mohammed