The paper argues that current time‑series forecasting benchmarks are too narrow, rewarding low held‑out error while failing to capture real‑world failure modes such as structured input anomalies, regime shifts, and sensor faults. It proposes scenario‑grounded stress testing, where each test includes historical data, future targets, a semantic scenario, a failure operator, and a difficulty level, to make evaluation interpretable and deployment‑relevant.
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.
arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.
The paper investigates when forecasting agents should employ different behaviors—retrieval, reasoning, deferring to market priors, or using historical analogs—on binary forecasting tasks. It finds that the optimal mechanism depends on the data source, with structured analogs excelling for some processes and market or conservative baselines for others. The authors propose ReliabilityRoute, a rule‑based system that steers agent behavior using reliability features, achieving competitive performance across multiple LLM versions while highlighting that more reasoning is not always better.
arXiv:2608.23058v1 Announce Type: new Abstract: Large language models (LLMs) now support forecasting systems that combine language-based reasoning with temporal data, evidence retrieval, external too...
arXiv:2610.07232v1 Announce Type: new Abstract: Accurate short-term load forecasting (STLF) is essential for the reliable and efficient operation of modern power systems. While time series foundation...
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:2610.00405v1 Announce Type: cross Abstract: Time-series foundation models (TSFMs) perform strongly across forecasting tasks, but their per-series inference is ill-suited to neighbor-rich foreca...
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:2607. 09684v1 Announce Type: cross Abstract: Scientific Machine Learning (SciML) methods such as Neural Ordinary Differential Equations (NODEs), Physics-Informed Neural Networks (PINNs), and Universal Differential Equations (UDEs) are most effective when structural priors reflect reliable governing dynamics.
arXiv:2610.07038v1 Announce Type: new Abstract: Modern forecasting models are often updated after deployment so they can respond to changing data. These updates can also make predictions worse, so pr...
arXiv:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.