arXiv Machine Learning

RideBench: A Large-Scale Exogenous-Aware Benchmark for Ride-Hailing Time Series Forecasting

RideBench is a new benchmark built on a large-scale ride‑hailing time‑series dataset called Ride‑Hailing, which spans four years of half‑hourly data across 200 spatial areas and includes three exogenous scenarios: weather disturbance, holiday effect, and large‑scale event impact. The benchmark evaluates over 30 forecasting methods for both week‑ahead and 8‑week‑ahead horizons, revealing that while future‑known exogenous variables improve week‑ahead accuracy, current models still struggle with disturbance‑induced pattern changes and long‑horizon forecasting. These results highlight a mismatch between existing models and real‑world ride‑hailing needs, underscoring the necessity for better exploitation of exogenous information, scalability, and long‑horizon planning capabilities.

arXiv Machine Learning
Jul 21

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.

By Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova, Malcolm Wolff, Kin G. Olivares, Ruijun Ma, Michael W. Mahoney, Andrew Gordon Wilson, Boris N. Oreshkin, Dmitry Efimov
arXiv Machine Learning
Oct 12

On the Encoding of Calendar Features in Covariate-Informed Time Series Foundation Models

The paper investigates how different calendar feature encodings influence the performance of covariate-informed time series foundation models (TSFMs). Seven encoding schemes—three target‑agnostic (ordinal, one‑hot, cyclic) and four target‑based—are systematically compared across four state‑of‑the‑art TSFMs on nine datasets that reflect social activity patterns such as weekends and holidays. Results show that encoding choice can change forecast accuracy by up to 9.9 % on non‑holidays and 83 % on holidays, with improvements mainly around holidays and varying effects across models.

By Alexander Kreusel, Maximilian Beichter, Alexandra Nikoltchovska, Benjamin Sch\"afer, Ralf Mikut, Frederik Zahn, Veit Hagenmeyer
arXiv Machine Learning
Jun 18

Benchmarking Physics-Informed Time-Series Models for Operational Global Station Weather Forecasting

arXiv:2406. 14399v4 Announce Type: replace Abstract: The development of Time-Series Forecasting (TSF) models is often constrained by the lack of comprehensive datasets, especially in Global Station Weather Forecasting (GSWF), where existing datasets are small, temporally short, and spatially sparse.

By Tao Han, Zhibin Wen, Zhenghao Chen, Dazhao Du, Song Guo, Lei Bai
arXiv Machine Learning
Oct 8

Evaluating Sequence Assembly Strategies for Differentially Private Synthetic Time-Series Forecasting

The paper investigates how post‑generation assembly of fixed‑length synthetic windows affects downstream forecasting performance. By varying overlap rates and window‑weighting schemes, the authors evaluate boundary continuity, statistical and temporal fidelity, and TSTR utility across four public datasets and five forecasting models. Results show that optimal assembly depends on the forecaster, with increased overlap improving continuity but not always reducing forecasting error, and provide assembly grids and TRTR references to quantify these effects.

By Guoxiong Long, Huizhen Huang, Qikun Cai, Tao Huang, Chen Hou
arXiv Machine Learning
Jun 5

Electricity price forecasting across Norway's five bidding zones in the post-crisis era

arXiv:2604. 26634v2 Announce Type: replace Abstract: Norway's electricity market is heavily dominated by hydropower, but the 2021-2022 energy crisis and stronger integration with Continental Europe have fundamentally altered price formation, reducing the reliability of forecasting models calibrated on historical data.

By My Thi Diem Phan, Trung Tuyen Truong, Hoai Phuong Ha, Dat Thanh Nguyen