The paper introduces temporal predictive multiplicity, a framework that examines how models with nearly identical predictive performance can produce markedly different forecast trajectories in time‑series forecasting. It demonstrates that even when models meet the same performance criteria, they can diverge significantly across the entire forecast horizon, and that limiting multiplicity at individual horizons only partially mitigates this issue. Experiments on 19 neural forecasting architectures across 11 datasets confirm that trajectory‑level disagreement is largely independent of horizon‑wise disagreement, revealing a gap in prior multiplicity studies.
By Emanuele Albini, Francesca Toni, Saumitra Mishra, Francesco Leofante
Irregular multivariate time series forecasting (IMTSF) requires capturing temporal dynamics and cross-variable dependencies from sparse, asynchronous observations. Existing methods often rely on learn...
arXiv:2607. 00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation.
By Haroon Gharwi, Yue Dai, Kai Shu
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.
By Xiachong Lin, Du Yin, Hao Xue, Wen Hu, Imran Razzak, Arian Prabowo, Matthew Amos, Flora D. Salim
arXiv:2501. 04339v2 Announce Type: replace-cross Abstract: We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure.
By Domjan Baric, Davor Horvatic
arXiv:2603. 15506v2 Announce Type: replace-cross Abstract: We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonalities, obscures real progress by overlooking the performance of efficient classical methods.
By Raeid Saqur, Christoph Bergmeir, Blanka Horvath, Daniel Schmidt, Frank Rudzicz, Terry Lyons
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.
By Qipeng Qian, Yuntao Qian
The paper introduces the Multivariable Predictability Score (MAPS), a model‑agnostic metric designed to quantify the intrinsic predictability of multivariable time‑series forecasting tasks. MAPS leverages covariate information across various lookback windows and forecasting horizons to assess predictive information, addressing limitations of existing measures that often miss nonlinear dependencies or focus on univariate series. Experiments on synthetic and real‑world datasets show MAPS aligns closely with expected reference predictability (r = 0.963) and provides more reliable projections than six baseline measures.
By Yuxuan Shu, Vasileios Lampos
arXiv:2608. 07420v1 Announce Type: new Abstract: World models are expected to support imagination over extended temporal horizons, yet most are still trained through local few-step prediction objectives and deployed by recursively rolling out their own predictions.
By Xinyi Li, Zaishuo Xia, Chenjie Hao, Yubei Chen
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
By Xu Zheng, Wei Cheng, Zhuomin Chen, Mo Sha, Jingchao Ni, Dongsheng Luo
arXiv:2511. 09789v2 Announce Type: replace Abstract: Recent advances in deep forecasting models have achieved remarkable performance, yet most approaches still struggle to provide both accurate predictions and interpretable insights into temporal dynamics.
By Fulong Yao, Wanqing Zhao, Chao Zheng, Xiaofei Han
arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).
By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares