Forecast reconciliation usually starts from a fixed measurement system and asks how forecasts should be projected onto a coherent space. We ask a different question: which additional linear measurements should be forecast and included in the reconciliation system?
arXiv:2606. 07044v1 Announce Type: new Abstract: Accurate and coherent passenger demand forecasting is essential for Urban Rail Transit (URT) operations.
By Dang Viet Anh Nguyen, Alma Fazlagic, Kristine Pryds Loft, Filipe Rodrigues
arXiv:2606. 04342v1 Announce Type: cross Abstract: Multi-step time series forecasting (MSF) is commonly evaluated using point-wise error metrics such as mean squared error (MSE), implicitly treating the conditional mean as a sufficient target.
By Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho
arXiv:2607. 26792v1 Announce Type: cross Abstract: Probabilistic K-line forecasting describes uncertainty in four complementary prices, namely open--high--low--close (OHLC).
By Runyao Yu, Yuchen Tao, Yujie Chen, Wentao Wang, Derek W. Bunn
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
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