TEMPER: Temporal Encoder-Masked Probabilistic Ensemble Regressor for Time-Series Forecasting
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
Probabilistic forecasting requires accurate central predictions and calibrated uncertainty estimates. This paper presents TEMPER, the Temporal Encoder-Masked Probabilistic Ensemble Regressor, a univar...
Data-driven models now rival numerical weather prediction in the medium range, but extending them to sub-seasonal lead times raises challenges absent at shorter horizons. Errors accumulate over long autoregressive rollouts, systematic biases grow with lead time, and several years of data must be held out for independent verification, even though machine-learning models otherwise benefit from longer training records.
arXiv:2607. 05100v1 Announce Type: cross Abstract: Data-driven models now rival numerical weather prediction in the medium range, but extending them to sub-seasonal lead times raises challenges absent at shorter horizons.
arXiv:2606. 09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted.
The paper introduces Generalized Gibbs Ensemble Weighting (GGEW), a probabilistic framework that assigns weights to forecasting models using a Gibbs-style exponential transformation of normalized predictive loss. GGEW extends basic weighting through numerical stabilization, diversity-aware score corrections, and online hyperparameter adaptation, yielding variants such as Stable Gibbs weighting, Directional Gibbs-NCL, and Symmetric Gibbs-NCL. The authors evaluate GGEW on M4 competition submissions and real-world datasets (Monash Traffic, Electricity, Solar), finding that Gibbs-style adaptive weighting is competitive across various settings, though performance varies by dataset, horizon, and deployment protocol.
arXiv:2510. 20769v2 Announce Type: replace-cross Abstract: Accurate medium-range precipitation forecasting is essential for hydrometeorological risk management but remains challenging for both numerical weather prediction (NWP) systems and data-driven models.