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arXiv Machine Learning By Abdul Fatir Ansari, Oleksandr Shchur, Jaris K\"uken, Andreas Auer, Boran Han, Pedro Mercado, Syama Sundar Rangapuram, Huibin Shen, Lorenzo Stella, Xiyuan Zhang, Mononito Goswami, Shubham Kapoor, Danielle C. Maddix, Pablo Guerron, Florian Saupe, Markus Reichstein, Tony Hu, Junming Yin, Nick Erickson, Prateek Mutalik Desai, Hao Wang, Huzefa Rangwala, George Karypis, Yuyang Wang, Michael Bohlke-Schneider

Chronos-2: A foundation model for multivariate time series forecasting

Read the original on arXiv Machine Learning →

Chronos-2 is a foundation model for multivariate time‑series forecasting that captures interactions among multiple series and heterogeneous covariates, enabling zero‑shot probabilistic forecasts without task‑specific tuning. It achieves state‑of‑the‑art accuracy, improving skill scores by 5.2 percentage points and win rates by 10 percentage points over leading baselines, while being computationally efficient—generating forecasts for 100 series in under one second on a single mid‑range GPU. The model demonstrates strong performance across diverse scientific domains such as infectious‑disease forecasting, macroeconomics, carbon‑flux prediction, and runoff simulation, matching or surpassing specialized methods.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

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