arXiv Machine Learning

Machine Learning and ARIMA Model Averaging for Adaptive Public Health Forecasting: Comparative Evaluation and an Ontario COVID-19 Case Study

arXiv AI
Oct 16

Prospective multi-pathogen disease forecasting using autonomous LLM-guided tree search

The paper introduces Empirical Research Assistance (ERA), an autonomous system that employs Large Language Model‑guided tree search to create, evaluate, and refine executable forecasting software for infectious diseases. In a real‑time evaluation during the 2025‑26 U.S. respiratory season, ERA produced diverse models for influenza, COVID‑19, and RSV, and an ensemble of these models outperformed the CDC’s gold‑standard forecast ensembles across all three pathogens. ERA also demonstrated robustness in data‑scarce RSV scenarios and showed that higher‑tier language models and specific optimization metrics can improve forecast accuracy.

By Sarah Martinson, Michael P. Brenner, Martyna Plomecka, Brian P. Williams, Nicholas G. Reich, Zahra Shamsi
arXiv AI
Oct 12

Machine Learning and Time-Series Foundation Models for Day-Ahead Electricity Forecasting in a University Building

The study benchmarks various forecasting models—including statistical, machine‑learning, recurrent neural networks, and pretrained TimesFM—for day‑ahead electricity demand in a university building. TimesFM 3.0 with weather covariates achieves the lowest overall mean absolute error, outperforming a weekly seasonal‑naive baseline by about 43%, while XGBoost remains competitive and requires only local fitting. The LSTM model takes longer to train without improving accuracy, and TimesFM’s performance is robust even without covariates, though covariates slightly improve holiday forecasts.

By Amey Vasulkar, Samuel Kernan Freire, Arie-Willem de Leeuw, Tadeo-Baldiri Salcedo-Rahola
arXiv Machine Learning
Jun 16

Machine Learning and the Random Walk Puzzle: Forecasting the CAD/USD Exchange Rate with Expanding Window Evaluation and SHAP Interpretability

arXiv:2606. 15058v1 Announce Type: new Abstract: This study examines whether machine learning (ML) models can outperform the naive random walk benchmark in forecasting the monthly USD/CAD exchange rate.

By Louis Agyekum, Edmund Fosu Agyemang, Obu-Amoah Ampomah, Kofi Acheampong, Emmanuel Boadi, Priscilla Yaa Amakye, Fafa Shalom Tchorly, Enock Adu Bonsu, Eric Nyarko
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
Jun 30

fev-bench: A Realistic Benchmark for Time Series Forecasting

arXiv:2509. 26468v3 Announce Type: replace Abstract: Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models.

By Oleksandr Shchur, Abdul Fatir Ansari, Caner Turkmen, Lorenzo Stella, Nick Erickson, Pablo Guerron, Michael Bohlke-Schneider, Yuyang Wang