arXiv:2606. 13285v1 Announce Type: cross Abstract: We introduce Equilibrium State Estimation (ESE), a novel paradigm for simultaneous prediction, where multiple interacting systems require separate yet coordinated forecasts.
We introduce Equilibrium State Estimation (ESE), a novel paradigm for simultaneous prediction, where multiple interacting systems require separate yet coordinated forecasts. Such scenarios often arise in real-world settings such as economics and healthcare modeling.
arXiv:2610.03314v1 Announce Type: cross Abstract: Flow- and diffusion-based generative models have recently emerged as flexible and highly efficient forecasting models for dynamical systems. When com...
arXiv:2607. 21681v1 Announce Type: new Abstract: Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns.
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: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.
Dynamic Regime-Aware Conformal Prediction (DRACP) is a new method that blends density‑ratio estimation, localized kernel weighting, and probabilistic regime‑aware weighting with a self‑tuning online significance controller to produce reliable prediction intervals under multiple distribution shifts. The authors prove finite‑sample validity with oracle weights, provide a coverage‑gap bound for estimated weights, and give deterministic or regret guarantees for the online controller. In experiments on 48 real forecasting series—including euro‑area inflation, US macroeconomic and energy indicators, and daily financial data—DRACP achieves the most reliable calibration, maintaining coverage close to the nominal 0.90 and never falling below 0.80, while other methods achieve narrower intervals but with higher under‑coverage. whyItMatters":"DRACP offers a principled trade‑off between calibration and efficiency, ensuring that prediction intervals meet coverage standards even when economic data exhibit covariate shift, concept drift, and latent regimes."
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2601. 20771v2 Announce Type: replace-cross Abstract: Accurate forecasting of infectious disease incidence is critical for public health planning and timely intervention.
The paper introduces STORM, a one‑stage generative AI framework that reformulates Earth system data assimilation as diffusion‑based Bayesian posterior sampling, replacing costly PDE ensemble forecasts with scalable AI inference. STORM employs a spatiotemporal transformer with a global‑attention algorithm that reduces computational complexity from quadratic to linear, enabling high‑resolution, long‑context modeling. The system scales to 74,400 GPUs on Frontier, achieving 96–99 % strong‑scaling efficiency and up to 6 ExaFLOPs sustained BF16 throughput, while supporting 32,768‑member ensembles for uncertainty quantification in just 34 seconds on 4,096 GPUs, and demonstrates improved hurricane tracking and climate reanalysis accuracy.
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.
arXiv:2505. 15354v3 Announce Type: replace Abstract: Time-series forecasting is a critical task in various business domains, but it remains inherently challenging.
arXiv:2608. 03259v1 Announce Type: cross Abstract: As time-series foundation models have emerged, the need for benchmarks that can evaluate their forecasting ability in meaningful ways has become increasingly important.