Your Model's MSE Is Lying to You: Part II

When Do Autoregressive Sequence Models Forecast Physical Wavefields? A Controlled Study on Synthetic Seismograms

arXiv:2606. 10868v1 Announce Type: new Abstract: Long-horizon autoregressive forecasting of oscillatory physical signals, such as seismograms, gravitational-wave strain, and similar wavefields is limited by error accumulation: as a causal model is fed its own outputs over hundreds of steps, small per-step errors compound into phase drift that pointwise metrics fail to detect.

SGA: Uncertainty Quantification for Multi-Step Forecasting in Time Series Foundation Models

The paper introduces SGA, a method for quantifying uncertainty in multi‑step forecasts from Time Series Foundation Models (TSFMs). SGA models all possible forecast branches as a directed acyclic graph, using the graph’s complexity—derived from topology and TSFM stochasticity—to bound and measure uncertainty. Experiments on 11 TSFMs across 27 datasets show that SGA outperforms existing uncertainty‑quantification methods, offers broader sampling coverage, and reveals that larger TSFMs tend to produce lower uncertainty estimates.

Physics-Refined Spatiotemporal Forecasting on Open-Boundary Hydrologic Graphs

The paper introduces a physics‑refined framework for spatiotemporal forecasting on open‑boundary hydrologic graphs, addressing instability caused by missing external boundary forcing. It learns ghost node proxies to approximate unobserved inputs and applies two physics refiners: one enforcing local consistency with two‑hop neighbors, and another using a physics‑guided graph neural operator to reduce long‑horizon drift. Experiments on two real‑world hydrologic graphs show improved prediction accuracy and stability compared to existing learning‑based and physics‑informed models.

Surrogate Modeling for Explainable Predictive Time Series Corrections

arXiv:2412. 19897v3 Announce Type: replace-cross Abstract: We introduce a local surrogate approach for explainable time-series forecasting.

Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction

arXiv:2604. 16238v2 Announce Type: replace Abstract: Decision-makers rely on weather forecasts to plant crops, manage wildfires, allocate water and energy, and prepare for weather extremes.

Noise-Induced Predictability Redistribution Across Forecast Horizons of Extreme Events in Chaotic Dynamics

arXiv:2609.27877v1 Announce Type: cross Abstract: Extreme events (EEs) in chaotic dynamics are rare broad excursions whose forecastability can be altered by dynamical noise. We investigate how noise...

Advancing Subseasonal Forecasting with Machine Learning

The paper introduces Probabilistic Bias Correction (PBC), a machine learning framework that learns to correct historical probabilistic forecasts, thereby reducing systematic errors in subseasonal weather predictions. Applied to leading dynamical and AI models from ECMWF, PBC doubles the AI system’s modest subseasonal skill and improves the operationally-debiased dynamical model for most pressure, temperature, and precipitation targets. In ECMWF’s 2025 real‑time forecasting competition, PBC’s global forecasts ranked first across all weather variables and lead times, outperforming multiple operational and ensemble models.

Uncertainty-Aware End-to-End AI Weather Forecasting: Disentangling Observation and Model Contributions

arXiv:2608.30795v1 Announce Type: cross Abstract: End-to-end weather forecasting systems produce skillful global gridded and station forecasts directly from raw Earth observations, replacing the nume...

SPECTRA: State-Space Exogenous Context and Temporal-Frequency Resolution Architecture for Probabilistic Energy Forecasting

arXiv:2607. 20587v1 Announce Type: cross Abstract: Modern power systems increasingly require probabilistic forecasts amid interacting uncertainties from renewable intermittency, flexible demand, market volatility, and weather-dependent generation.

Resolving sources of uncertainty in AI weather forecasting

The paper introduces Pangu‑Bayes, a probabilistic forecasting hierarchy that separates atmospheric‑state uncertainty from learned‑model uncertainty as distinct stochastic variables, allowing cross‑flow perturbations of the evolving state with Bayesian parameter samples. In tests on 90 held‑out 2023 tropical cyclones, Pangu‑Bayes reduces track, pressure, and wind errors by 54.2%, 17.2%, and 24.9% respectively, and improves rapid‑intensification detection. The study finds that atmospheric‑state variability more consistently improves track prediction, while learned‑model variability more often enhances intensity prediction, demonstrating how model‑defined uncertainty resolution can be linked to target‑dependent value and dynamical interpretation.

Detecting Lookahead Bias in LLM Forecasts

arXiv:2512. 23847v2 Announce Type: replace-cross Abstract: We develop a statistical procedure to detect lookahead bias in economic forecasts generated by large language models (LLMs).

Probabilistic Time Series Forecasting with 🤗 Transformers