Multivariate Probabilistic Time Series Forecasting with Informer

Probabilistic Time Series Forecasting with 🤗 Transformers

ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting

Probabilistic time series forecasting has attracted increasing attention in financial applications due to the need to quantify risk and uncertainty in future observations. We propose ProbRes, a post-hoc probabilistic calibration method that explicitly learns and incorporates volatility dynamics into probabilistic forecasting, enabling effective handling of heteroskedastic data.

ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting

arXiv:2606. 02117v1 Announce Type: cross Abstract: Probabilistic time series forecasting has attracted increasing attention in financial applications due to the need to quantify risk and uncertainty in future observations.

Interweaving Marginals into Multivariate Sample Paths: Training-Free Dependence Construction for Probabilistic Time Series Foundation Models

arXiv:2609.25980v1 Announce Type: new Abstract: Probabilistic time series foundation models (TSFMs) provide coordinate-wise predictive distributions, but these marginals do not determine a joint dist...

Beyond Point Forecasts: A Survey on Probabilistic Forecasting for Time Series and Spatiotemporal Data

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...

CLaST: Context-aware Contrastive VAE for Probabilistic Time Series Forecasting

arXiv:2608. 20025v1 Announce Type: new Abstract: Probabilistic forecasting models are widely used for time series forecasting in domains such as energy systems, finance, medicine, and transportation.