arXiv Machine Learning
2d ago

The Nixtlaverse: An Open-Source Ecosystem for Forecasting

arXiv:2609.39741v1 Announce Type: new Abstract: Large forecasting applications often combine statistical, machine-learning, and neural models. These families solve the same problem but differ in fitt...

By Olivier Sprangers, Max Mergenthaler Canseco, Marco Peixeiro, Saul Caballero Ramirez, Mariana Menchero Garc\'ia, Jing-Qiang Goh, Han Wang, Nikhil Gupta, Rogelio Melo, Senbong Gee, Cristian Challu
arXiv Machine Learning
Jun 30

fev-bench: A Realistic Benchmark for Time Series Forecasting

arXiv:2509. 26468v3 Announce Type: replace Abstract: Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models.

By Oleksandr Shchur, Abdul Fatir Ansari, Caner Turkmen, Lorenzo Stella, Nick Erickson, Pablo Guerron, Michael Bohlke-Schneider, Yuyang Wang
arXiv Machine Learning
Jul 13

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

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).

By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares