arXiv:2604. 22328v2 Announce Type: replace-cross Abstract: Driven by the transition towards a climate-neutral energy system, accurate energy time series forecasting is critical for planning and operations.
arXiv:2606. 19560v1 Announce Type: new Abstract: Seasonal influenza infects millions of people and causes substantial morbidity and mortality in the United States each year, making accurate short-term forecasting a core public-health need.
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.
arXiv:2606. 20918v2 Announce Type: replace-cross Abstract: Accurate short-term electricity demand forecasting is critical for reliable power system operation, energy market planning, and infrastructure optimization.
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
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.
arXiv:2608. 20024v1 Announce Type: new Abstract: District heating energy hubs require reliable heat load forecasts for efficient operational scheduling.
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.
The paper critiques the prevalent use of mean squared error (MSE) for evaluating irregular time‑series forecasting, arguing that MSE is biased by timestamp sampling distributions. It introduces the Continuous‑time Squared Error (CSE), an importance‑weighted metric that theoretically offers a tighter asymptotic bound on continuous‑time risk than MSE. A comprehensive benchmark across synthetic, semi‑synthetic, and eight real‑world datasets demonstrates that CSE more accurately recovers continuous‑time risk, revealing limitations of relying solely on MSE.
District heating energy hubs require reliable heat load forecasts for efficient operational scheduling. Conventional forecasting workflows train system-specific models on historical data, which can become burdensome when networks change through new consumers, retrofits, or changing operating regimes.
arXiv:2606. 05513v1 Announce Type: new Abstract: Epidemic LLM forecasters are usually trained and evaluated as static supervised models, whereas operational pandemic forecasting is a streaming process in which labels arrive after predictions and disease regimes shift over time.
Aries is a proprietary medium‑range weather prediction model built with a SwinTransformer architecture by InCommodities. Trained on ERA5 reanalysis data at 0.25° resolution, it forecasts 74 prognostic and 11 diagnostic atmospheric variables. In out‑of‑sample tests using 2025 ECMWF Analysis initializations, Aries achieves lower RMSE than ECMWF HRES and AIFS for 10‑metre wind speed up to four days ahead, and comparable RMSE to AIFS for 2‑metre temperature.