Beyond Wasserstein Proximity: Finding Better Transfer Sources
Read the original on arXiv Statistics ML →The Flow has not summarised this story yet — read it at arXiv Statistics ML.
The Flow has not summarised this story yet — read it at arXiv Statistics ML.
Source selection often favors similar data, yet marginal proximity need not identify the most useful pretraining source. We motivate a conditional alternative through domain-adaptation theory and a re...
The study evaluates how well time‑series foundation models (TSFMs) can be adapted for electrical load forecasting. It compares pretrained inference, full fine‑tuning, and low‑rank adaptation (LoRA) across four load aggregation levels, using MOIRAI 1.0 Large as the main backbone and Chronos‑2 as a secondary model. LoRA achieves a 7.5% average NMAE reduction on MOIRAI while updating only about 1% of the parameters, offering a strong accuracy‑efficiency trade‑off, though benefits vary in out‑of‑distribution scenarios.
Deep learning methods have achieved state-of-the-art in time series forecasting, yet their accuracy varies considerably across samples, as some instances remain inherently difficult to predict. Reject option mechanisms, which allow models to abstain from high-risk predictions, are well established in classification and regression but underexplored in forecasting.
Time Series Foundation Models have demonstrated that pretraining on diverse datasets enables effective transfer to new forecasting tasks. Classical methods like ARIMA, however, remain configured and t...
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).
The paper presents a controlled benchmark of nine deep‑learning architectures for multi‑horizon financial forecasting, using 918 runs across 12 assets and two forecast horizons. It employs a five‑stage evaluation pipeline that isolates architectural effects from hyperparameter tuning, random seeds, and asset characteristics. Results show ModernTCN and PatchTST consistently outperform others, with ModernTCN achieving the lowest RMSE in 75% of asset‑horizon points and a statistically significant global ranking advantage.