arXiv Statistics ML

When a High Score Is an Illusion: Certifying Genuine versus Repackaged Forecasting Skill

The paper investigates how reusing observations for ranking forecasts can create artificial associations between forecast and outcome ranks. It develops theoretical conditions that preserve these associations and introduces unbiased kernel and U‑statistic estimators for interaction terms. Empirical results on a Beijing air‑quality archive show that interaction explains over 90% of shared forecast scores, and a matched null experiment demonstrates that distinct references dramatically reduce false rejections.

arXiv Machine Learning
Sep 24

Evaluation Choices Decide the Forecasting Leaderboard: Evidence from a Production Marketplace Panel

The paper demonstrates that the outcome of a forecasting leaderboard is largely determined by the evaluator’s design choices rather than the models themselves. By fixing the data, horizon, and period, the authors varied three key evaluation decisions—unit of analysis, error pooling, and scoring metric—and showed that each can reverse or eliminate the apparent superiority of any forecasting method. The study also evaluates the practical impact of these choices on a deployed system, revealing that the selection rule captures a significant portion of the potential performance gain, and confirms the findings on an external public dataset.

By Md Rezwanul Islam, Wael Mohammed
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.

By Yuchen He, Yueyang Cang, Zhiyuan Ning, Ningyu Wang, Li Shi
arXiv Computation and Language
Aug 27

Unmatched Does Not Mean False: Incomplete Reference Sets Can Reverse Calibration Rankings in Open-Ended Theory-of-Mind Tracking

The paper demonstrates that open‑ended Theory‑of‑Mind trackers can produce valid beliefs that are absent from finite reference sets, and that treating unmatched outputs as false can reverse model‑selection rankings. By recoding references for 259 beliefs, the authors show a dramatic drop in weighted prevalence and a reversal of strictly proper Brier risk, with similar distortions observed in a 301‑question NQ‑open DPR‑BERT pipeline. The study further reveals that 90‑96% of audited unmatched beliefs are literally true, and introduces a TriSource‑Restore method that anchors reference labels to a probability‑sampled human pilot to restore calibration and ranking integrity.

By Zhexi Feng, Wuxi Chen, Bingrui Zhang
arXiv Machine Learning
Sep 14

Explaining Time Series Forecasting with Horizon-Resolved Attribution

The paper introduces Horizon-Resolved eXplanation (HRX), a framework that adds a horizon axis to time‑series forecasting explanations, allowing each forecast step to have its own importance map. HRX operates as a plug‑in for any differentiable forecaster, includes an evaluation protocol that tests the impact of removing top‑ranked inputs, and a rank criterion to decide when horizon resolution is beneficial. Experiments across multiple backbones and datasets demonstrate that incorporating the horizon axis improves explanation quality and that the step‑wise dependence is low‑dimensional, requiring only a few shared maps regardless of forecast length.

By Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn
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.

By Liqin Ye, Haorui Wang, Fardin Ahmed, Rongzhi Zhang, Yuan He, Ziyuan Lin, Yanbin Yin, Jing Peng, Michael Galarnyk, Sudheer Chava, Chao Zhang
arXiv Statistics ML
Sep 16

Statistical Inference for Score Decompositions

arXiv:2603.04275v2 Announce Type: replace-cross Abstract: We introduce inference methods for score decompositions, which partition scoring functions for predictive assessment into three interpretable...

By Timo Dimitriadis, Marius Puke