arXiv Machine Learning

Noise-Induced Predictability Redistribution Across Forecast Horizons of Extreme Events in Chaotic Dynamics

arXiv AI
Jun 10

Divide-and-Conquer Modeling for the CTF-4-Science Lorenz Benchmark

arXiv:2606. 10084v1 Announce Type: cross Abstract: This work presents a divide-and-conquer modeling strategy for the CTF-4-Science Lorenz benchmark, which evaluates chaotic-system prediction across twelve hidden scores and five scenario families: clean forecasting, noisy reconstruction, noisy-input forecasting, few-shot learning, and parametric generalization.

By Shundong Li
arXiv Machine Learning
5d ago

Mechanism-Aware Ensemble Conditioning for Data-Limited Emulation of Extreme Events

The paper introduces a mechanism‑aware conditioning framework that uses a nudged coarse ensemble to capture local instability geometry in chaotic systems. By injecting ensemble covariance statistics via a small FiLM module, the authors enhance rare‑event emulation in both a low‑dimensional chaotic benchmark and a quasi‑geostrophic flow model, achieving significant improvements in exceedance‑frequency and tail‑density errors with limited data. The approach demonstrates that local instability information can be leveraged as a practical conditioning signal for data‑efficient emulation of extreme events.

By Isabella S. Thiel, Juan Bello-Rivas, Yannis G. Kevrekidis, Themistoklis P. Sapsis
arXiv AI
6d ago

UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting

UQ-LOB is a lightweight, encoder‑agnostic module that adds uncertainty quantification to any pretrained limit order book (LOB) encoder. It offers two variants: UQ‑regression, which outputs a calibrated Gaussian over future tick displacement, and UQ‑classification, which outputs a categorical distribution over down/up/stationary. On 5.2 billion LOB events across seven cryptocurrency assets, UQ‑regression achieves near‑nominal 68 % interval coverage, and selecting the top 10 % most confident predictions boosts directional macro F1 by 0.11–0.15 for regression and 0.05–0.11 for classification, reaching F1 scores of 0.88 (down) and 0.83 (up) at a 5‑second horizon.

By Derrick Gilchrist Edward Manoharan, Eljas Linna, Kestutis Baltakys, Hao Dong, Juho Kanniainen
arXiv Machine Learning
Aug 27

Forecasting Multiple Observables with SCROLL: Score-Trained Uncertainty for Stochastic Dynamics

The paper introduces SCROLL, a method for forecasting multiple observables in stochastic dynamical systems by composing each observable’s likelihood into per‑task free‑routed last‑layer beliefs on a shared backbone. This approach learns unit‑dependent loss scaling directly from data, enabling accurate predictive variance estimation without separate tuning. Experiments on the Ornstein–Uhlenbeck process, stochastic Lorenz‑63, and real air‑quality data show that SCROLL recovers analytic kernels, achieves superior negative log‑likelihood on state and regime tasks, and maintains calibration while reducing hyper‑parameter search costs.

By Pavel Prochazka