Probabilistic forecasting plays an essential role in risk-sensitive decision-making, particularly in long-horizon settings. However, existing approaches often face a fundamental trade-off between distributional flexibility and accurate mean prediction.
arXiv:2609.38632v1 Announce Type: new
Abstract: Recent probabilistic weather forecasters train stochastic predictors with the continuous ranked probability score (CRPS) to generate each ensemble memb...
By Joonhyeong Park, Giung Nam, Hyungi Lee, Kyunghyun Cho, Byoungwoo Park, Juho Lee
arXiv:2605. 05540v2 Announce Type: replace Abstract: Fast surrogate modeling for high-dimensional physical dynamics requires more than low short-term error: useful models must roll out efficiently while preserving the statistical structure of long trajectories.
By Tianyue Yang, Xiao Xue
The paper introduces Physics‑SIMS‑TS, a conditional diffusion model designed for long‑horizon oil and gas production forecasting. It enforces monotone decline through negative guidance, decline‑curve constraints, and isotonic projection during sampling, and incorporates spatial training augmentation and an ensembled stochastic sampler to produce calibrated predictive distributions. Evaluated on over 35,000 wells across three jurisdictions, Physics‑SIMS‑TS achieves the highest accuracy among diffusion forecasters and matches transformer ensembles, with only a 0.5% increase in mean squared error for monotonicity.
By Temesgen Mikael Abraha, Yves Lucet
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...
By Donia Besher, Rajdeep Pathak, Madhurima Panja, Tanujit Chakraborty
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.
By Tingting Wang, Yunyi Zhang, Benyou Wang