arXiv:2608. 10433v1 Announce Type: new Abstract: Forecast accuracy does not tell us which past inputs produced a prediction.
Forecast accuracy does not tell us which past inputs produced a prediction. We separate three questions for time-series models with known delay structure: can the true delay be recovered from the observed data, does the model report it, and does the forecast actually use the same history?
arXiv:2608. 10433v4 Announce Type: replace Abstract: Time-series forecasters increasingly accompany numerical predictions with explicit temporal reports, such as delays or selected history, but a correct report need not describe the information actually used by the forecast.
arXiv:2608. 10433v2 Announce Type: replace Abstract: Temporal reports are increasingly emitted alongside numerical forecasts and are often interpreted as statements about the computation producing those forecasts.
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.
arXiv:2607. 10972v1 Announce Type: new Abstract: Many evaluations of model outputs rely either on contracts checkable at evaluation time or on feedback that arrives within the operating loop.
Many evaluations of model outputs rely either on contracts checkable at evaluation time or on feedback that arrives within the operating loop. We study the complementary setting in which ground truth is delayed, censored, or private, so deterministic code cannot check correctness at scoring time and must instead issue a code-owned provisional forecast.
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.
arXiv:2608. 10553v1 Announce Type: cross Abstract: Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions.
Conformal prediction (CP) provides distribution-free prediction intervals for fixed forecasters, but its standard calibration procedure is often inefficient for time series data, where forecast errors are temporally dependent and change across time and operating conditions. Recent time series CP methods improve local calibration using recent, weighted, or localized residuals.
arXiv:2606. 25274v1 Announce Type: new Abstract: Time-series models are usually scored as forecasters, yet deployed systems often require delayed decisions under uncertainty and hard feasibility constraints.
arXiv:2511. 18191v2 Announce Type: replace Abstract: Time series forecasting drives operational decisions under tight latency budgets, and autoregressive time series foundation models (TSFMs) increasingly deliver the most accurate forecasts.
arXiv:2606. 18539v1 Announce Type: new Abstract: Time series forecasting (TSF) underpins consequential decisions in energy, transportation, finance, and healthcare, yet TSF models are almost universally ranked by a single number (e.