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.
arXiv:2606. 04191v1 Announce Type: cross Abstract: We describe our approach to the CTF4Science Lorenz challenge, a benchmark that mixes short-horizon forecasting, long-time distribution matching, and trajectory reconstruction across nine task pairs.
arXiv:2507. 09652v2 Announce Type: replace-cross Abstract: Low-dimensional chaotic systems such as the Lorenz-63 model are commonly used to benchmark system-agnostic methods for learning dynamics from data.
arXiv:2609.27877v1 Announce Type: cross Abstract: Extreme events (EEs) in chaotic dynamics are rare broad excursions whose forecastability can be altered by dynamical noise. We investigate how noise...
arXiv:2608.29579v1 Announce Type: new Abstract: Chaotic time series forecasting is a challenging task due to its sensitivity to initial conditions and long-term unpredictability. Traditional methods...
The paper introduces a data‑adaptive nonlinear vector autoregression (NVAR) model that replaces fixed polynomial or random feature maps with a shallow, trainable multilayer perceptron (MLP). By jointly training the MLP and a linear readout via gradient‑based optimization, the model learns data‑driven nonlinearities while maintaining a simple readout structure, improving scalability in high‑dimensional settings. Experiments on several chaotic systems, both noise‑free and synthetically noisy, show that this adaptive NVAR outperforms standard NVAR, a leaky echo state network (ESN), and a hybrid ESN in predictive accuracy, demonstrating robust forecasting under noisy conditions.
arXiv:2511. 06609v4 Announce Type: replace Abstract: The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines.
arXiv:2605. 22242v3 Announce Type: replace Abstract: Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes.
arXiv:2505. 23863v3 Announce Type: replace-cross Abstract: Understanding chaotic dynamics is a fundamental problem across scientific disciplines, including climate science, neuroscience, and fluid dynamics, yet direct experimentation and intervention in such systems are often infeasible.
The paper introduces a simple, model‑agnostic time‑domain augmentation called Sliding‑Window Reordering with Overlap Averaging. It transforms the joint input‑target sequence into overlapping windows, randomly reorders a fraction of them based on a variance criterion, and reconstructs the sequence by averaging overlaps to generate synthetic samples with controlled variation and minimal temporal distortion. Experiments show strong performance gains across nine long‑term forecasting benchmarks and four short‑term traffic benchmarks, with detailed ablations and diagnostics highlighting the effectiveness of each design choice.
arXiv:2607. 13101v1 Announce Type: cross Abstract: Global Station Weather Forecasting (GSWF) is pivotal for localized and extreme weather prediction over key regions.
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.
arXiv:2608. 16098v1 Announce Type: cross Abstract: Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon.