arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.
By Tao Chen, Yexu Zhou, Zhi Gong, Hengwei He, Hongda Li, Zhewei Chen, Dongjing Wang, Xin Zhang, Decheng Liu, Chunlei Peng, Zheng Chen, Wenyue Ding
arXiv:2608. 20025v1 Announce Type: new Abstract: Probabilistic forecasting models are widely used for time series forecasting in domains such as energy systems, finance, medicine, and transportation.
By Alexander Marusov, Dmitry Anikin, Petr Sokerin, Vitaliy Pozdnyakov, Ilya Kuleshov, Alexey Zaytsev
arXiv:2602. 03564v2 Announce Type: replace Abstract: Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics.
By Mingyue Cheng, Yaguo Liu, Daoyu Wang, Xiaoyu Tao, Qi Liu
arXiv:2602. 18662v2 Announce Type: replace Abstract: Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset.
By Nikolaos Kougioulis, Nikolaos Gkorgkolis, MingXue Wang, Bora Caglayan, Dario Simionato, Andrea Tonon, Ioannis Tsamardinos
arXiv:2603. 12451v4 Announce Type: replace Abstract: Context-aided forecasting (CAF) holds promise for integrating domain knowledge and forward-looking information, enabling AI systems to surpass traditional statistical methods.
By Vincent Zhihao Zheng, \'Etienne Marcotte, Arjun Ashok, Andrew Robert Williams, Lijun Sun, Alexandre Drouin, Valentina Zantedeschi
arXiv:2606. 13119v2 Announce Type: replace-cross Abstract: Spatio-Temporal forecasting is crucial in diverse fields, such as transportation, climate, and energy.
By Lilan Peng, Yandi Liu, Qingren Yao, Chongshou Li, Tianrui Li
The paper introduces prequential posteriors, a Bayesian approach that uses a predictive‑sequential loss function to update deep generative forecasting models (DGFMs) when new data arrive. By adopting a consistency notion suitable for model misspecification, the authors prove that both the loss minimizer and the posterior concentrate on parameters with optimal predictive performance. Scalable inference is achieved with parallelisable waste‑free sequential Monte Carlo samplers that employ preconditioned gradient kernels, and the method is validated on synthetic and real meteorological time‑series data.
By Shreya Sinha-Roy, Richard G. Everitt, Christian P. Robert, Ritabrata Dutta
arXiv:2606. 13119v1 Announce Type: cross Abstract: Spatio-Temporal forecasting is crucial in diverse fields, such as transportation, climate, and energy.
By Lilan Peng, Yandi Liu, Qingren Yao, Chongshou Li, Tianrui Li
arXiv:2607. 16251v1 Announce Type: new Abstract: Spatio-Temporal Foundation Models (STFMs) aim to learn generalizable representations of complex dynamical systems across space and time.
By Yutong Feng, Shiyuan Piao, Yutong Xia, Xu Liu, Wenqi Fan, Fugee Tsung, See-Kiong Ng, Yuxuan Liang
arXiv:2606. 05264v1 Announce Type: new Abstract: Training robust multivariate time series forecasting models requires large, diverse corpora, yet many real-world domains provide only a handful of observed sequences.
By Moulik Gupta (Birla AI Labs), Dhruv Kumar (Birla AI Labs, Birla Institute of Technology and Science, Pilani), Murari Mandal (Birla AI Labs, Kalinga Institute of Industrial Technology), Saurabh Deshpande (Birla AI Labs)
SimCast‑S2S is a generative latent‑diffusion framework designed for probabilistic subseasonal‑to‑seasonal precipitation forecasting. It tackles three key challenges: it uses a diffusion‑based generative pipeline for uncertainty quantification, operates in a compact latent space learned by VAEs for efficient large‑ensemble generation, and employs transfer learning with LoRA to overcome limited training data. On reanalysis data, it outperforms deep‑learning baselines and competes with or surpasses state‑of‑the‑art operational systems such as ECMWF‑S2S.
By Hiep V. Dang, Antonios Mamalakis
SimCast‑S2S is a generative latent‑diffusion model designed for probabilistic subseasonal‑to‑seasonal precipitation forecasting. It tackles three key challenges: it uses a diffusion pipeline to capture uncertainty, operates in a compact latent space to enable efficient large‑ensemble generation, and leverages transfer learning with low‑rank adaptation to train on limited reanalysis data after pretraining on climate simulations. The model outperforms deep‑learning baselines and competes with, or surpasses, operational systems such as the ECMWF‑S2S baseline without requiring extensive post‑processing.
By Hiep V. Dang, Antonios Mamalakis