arXiv Machine Learning

Forecasting from Counterfactual Simulator Rollouts: A Sim2Real Evaluation

arXiv Machine Learning
5d ago

Seq-Flow: Efficient Probabilistic Forecasting with Self-Rollout Error Control

Seq-Flow is a conditional flow model that updates a distribution over future trajectories by transporting samples from a previous forecast distribution to an updated one using an ODE. It leverages self‑rollout training, where a moving‑average copy of the model generates forecasts that initialize subsequent flows, thereby controlling error propagation across recursive updates. Experiments on particle‑accelerator beam spill forecasting show a 65% reduction in CRPS under a few‑NFE sampling budget, and the model remains accurate over more than 400 consecutive updates while staying competitive on fluid‑dynamics tasks.

By Yinan Huang, Shitij Govil, Bo Dai, Pan Li
arXiv Machine Learning
5d ago

Evaluating Sequence Assembly Strategies for Differentially Private Synthetic Time-Series Forecasting

The paper investigates how post‑generation assembly of fixed‑length synthetic windows affects downstream forecasting performance. By varying overlap rates and window‑weighting schemes, the authors evaluate boundary continuity, statistical and temporal fidelity, and TSTR utility across four public datasets and five forecasting models. Results show that optimal assembly depends on the forecaster, with increased overlap improving continuity but not always reducing forecasting error, and provide assembly grids and TRTR references to quantify these effects.

By Guoxiong Long, Huizhen Huang, Qikun Cai, Tao Huang, Chen Hou