Posted by Urs Köster, Software Engineer, Google Research Time series problems are ubiquitous, from forecasting weather and traffic patterns to understanding economic trends. Bayesian approaches start with an assumption about the data's patterns (prior probability), collecting evidence (e.
Posted by Rajat Sen and Yichen Zhou, Google Research Time-series forecasting is ubiquitous in various domains, such as retail, finance, manufacturing, healthcare and natural sciences. In retail use cases, for example, it has been observed that improving demand forecasting accuracy can meaningfully reduce inventory costs and increase revenue.
Posted by Lizao (Larry) Li, Software Engineer, and Rob Carver, Research Scientist, Google Research Accurate weather forecasts can have a direct impact on people’s lives, from helping make routine decisions, like what to pack for a day’s activities, to informing urgent actions, for example, protecting people in the face of hazardous weather conditions. The importance of accurate and timely weather forecasts will only increase as the climate changes.
arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
arXiv:2608.23802v1 Announce Type: cross Abstract: Many common data dependencies can be characterized by graphs: time series data are sequential (chain graph), images appear as pixels (lattice graph),...
arXiv:2609.05561v1 Announce Type: cross Abstract: Rollcast is a probabilistic forecasting method for univariate time series that combines a compact set of rolling statistical anchors rather than rely...
arXiv:2609.13345v1 Announce Type: cross Abstract: Probabilistic forecasting is central to decision-making under uncertainty, yet its methodological landscape has become increasingly fragmented across...
arXiv:2606. 09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted.
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.
An intuitive introduction to reasoning with uncertainty, from directed Bayesian networks to undirected Markov networks and weighted logical rules. The post Bayesian Networks and Markov Networks: An Intuitive Guide to Structured Uncertainty appeared first on Towards Data Science .
arXiv:2606. 28670v1 Announce Type: cross Abstract: We introduce MACROCAST, a lightweight Time Series Foundation Model (TSFM) for real-time macroeconomic forecasting.
The paper introduces a Physics Informed Recurrent Neural Network (PIRNN) that simultaneously predicts target time series and unobservable intermediate physical variables, enhancing robustness and interpretability. It adapts to any physical model with multiple equations and variables, demonstrated on groundwater level predictions using the Gardenia model. Experiments on twelve real‑world datasets show PIRNN outperforming several neural network baselines and the Gardenia model, with an ablation study confirming the value of physical knowledge.