arXiv Machine Learning July 21, 2026 By Andres Potapczynski, Ravi Kiran Selvam, Tatiana Konstantinova, Malcolm Wolff, Kin G. Olivares, Ruijun Ma, Michael W. Mahoney, Andrew Gordon Wilson, Boris N. Oreshkin, Dmitry Efimov

Time-Aware Prior Fitted Networks for Zero-Shot Forecasting with Exogenous Variables

Read the original on arXiv Machine Learning →

arXiv:2603. 15802v2 Announce Type: replace Abstract: In many time series forecasting settings, the target time series is accompanied by exogenous covariates, such as promotions and prices in retail demand; temperature in energy load; calendar and holiday indicators for traffic or sales; and grid load or fuel costs in electricity pricing.

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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arXiv AI

Sep 10

Assessing Covariate-Informed Grid Load Forecasting with a Time-Series Foundation Model

arXiv:2609.06656v1 Announce Type: cross Abstract: Modern power systems are growing increasingly complex as they integrate diverse generation sources to meet rising demand, making accurate load foreca...

By Varsha Pendyala, Yiwei Fu, Weizhong Yan, Nurali Virani

fine-tuning benchmarks

arXiv AI

Jun 29

The Simulacrum: Decision-Theoretic Pretraining for Near-Optimal Time-Series Forecasting and Inference

arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.

By Pablo Montero-Manso, Marcel Scharth

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arXiv Machine Learning

Jun 8

Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors

arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.

By Tao Chen, Yexu Zhou, Zhi Gong, Hengwei He, Hongda Li, Zhewei Chen, Dongjing Wang, Xin Zhang, Decheng Liu, Chunlei Peng, Zheng Chen, Wenyue Ding

benchmarks

arXiv Machine Learning

Jun 3

FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance

arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.

By Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni, Yize Liu, Haonan Chen, Ke-Wei Huang

llms multimodal benchmarks safety

arXiv Machine Learning

Jul 7

Evaluating Time Series Foundation Models for Electricity Price Forecasting: Contamination Risk, Distributional Shifts, and Covariate Dependence

arXiv:2607. 02623v1 Announce Type: new Abstract: Time series foundation models (TSFMs) have shown strong zero-shot forecasting performance, but their generalization in covariate-driven, non-stationary settings is underexplored.

By Zhenghua Pan, Ahmed Aziz Ezzat

benchmarks

arXiv Machine Learning

Aug 28

A causal graph-informed temporal convolution architecture for interpretable retail electricity price forecasting

The paper presents a Causal Graph‑Informed Temporal Convolutional Network (CG‑TCN) that fuses a learned causal graph with a temporal convolutional network to forecast retail electricity prices. By decomposing price series into multi‑resolution trends and discovering a causal graph over these components and key covariates, the model conditions its convolutions and attention on causal pathways. On ten years of Ohio residential contracts, CG‑TCN outperforms benchmarks, achieving MAEps of 3.08%, 3.82%, and 5.43% for one‑, ten‑, and fifteen‑step‑ahead forecasts, respectively.

By Yufan Ji, Abdollah Shafieezadeh, Noah Dormady

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Assessing Covariate-Informed Grid Load Forecasting with a Time-Series Foundation Model

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