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Research · AI field

Forecasting time

Found by the topic model: forecasting time, weather forecasting, financial forecasting.

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76papers this week−17.4% vs last week449 this month

Papers

  • arXiv cs.AIOct 19

    WhatIf-Bench: Benchmarking Intervention-Aware Time Series Forecasting

    Arjun Ashok, Mihir Parmar, Palash Goyal, Bhavana Dalvi Mishra, Chun-Liang Li +4

    Recent time series foundation models (TSFMs) can consume covariates in-context, extending zero-shot forecasting to problems driven by external factors. This enables scenario analysis: forecasting how a target responds to events that set covariates to chosen future values. Whether they can do this reliably is an open question. We introduce WhatIf-Bench, a benchmark measuring how well forecasters use covariates to forecast a target's response to future events. WhatIf-Bench is semi-synthetic: time series come from mechanistic simulators of data centers, power grids, road traffic, and water networks, with controlled covariate-target relationships grounded in each system. Each task presents a history of events intervening on covariates, then asks to forecast a future event that either replays seen values (Replay) or sets them to unseen ones (Novel). Varying the number of covariates, historical events, and event length yields 37,665 tasks. Evaluating TSFMs, frontier LLMs, and simple regression baselines, we find the LLMs reach the highest skill (improvement over a naive baseline), ahead of the best TSFMs. Every model forecasts well on Replay futures (48 to 85% skill) but drops to -7 to…

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  • arXiv cs.AIOct 19

    Beyond Behavioral Accuracy: Evaluating Individual-Level Fidelity in LLM Investor Simulation

    Jiajie He, Yuanhong Jiang, Xintong Chen, Dongling Ni, Wenjin Liu

    Large language models (LLMs) are increasingly used as user simulators, but can they faithfully reproduce an individual's behavior and decision logic over time? We investigate this question in a longitudinal paper-trading study with 80 participants. Using rolling next-day predictions, we evaluate trading activity, buy-sell structure, asset selection, and portfolio outcomes, complemented by controlled input ablations and participant-rated explanation alignment. No evaluated LLM reliably outperforms a simple recent-activity persistence baseline for predicting trade occurrence, while buy-sell structure and asset selection remain difficult to reproduce. Similar activity-level performance can also yield substantially different portfolio trajectories. Ablations show that activity predictions depend primarily on recent trades, whereas asset choices are sensitive to multiple evidence sources. Participants rate explanations as more aligned with their recurring strategies than with their decision-specific rationales. These findings reveal a gap between coarse behavioral agreement and individual-level fidelity, motivating separate evaluation of behavioral accuracy, explanation alignment, and…

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  • arXiv cs.AIOct 19

    Toward Structured Financial Foundation Models

    Natraj Raman, Saumitra Mishra, Vamsi Potluru, Sumitra Ganesh

    Foundation models promise reusable capabilities and step-change performance gains across tasks. In finance, large-scale pretraining of domain-specialized foundation models can advance both goals. However, prevailing architectures and objectives do not by themselves address the combined demands of financial systems: partial observability, interacting entities, asynchronous events, changing regimes, action-dependent outcomes, and rare states with disproportionate consequences. Moreover, independently developed specialists may learn incompatible representations, while multi-domain monolithic alternatives couple data access, model updates, and governance. We therefore propose a structured-data-first research agenda centered on modular, domain-specialized financial foundation models connected by a representation fabric for reuse and composition across domains and tasks. These models should maintain persistent financial state across aggregation levels and time horizons, capture its dynamics, and simulate action-conditioned futures, while remaining calibrated across regimes and for tail outcomes. They must also learn efficiently under data and access constraints and provide faithful,…

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  • arXiv cs.LGOct 19

    Wet-Biased Data Pipelines Mislead the Training and Evaluation of Generative Precipitation Nowcasting

    Christoph Metzl, Stefan Kapsreiter, Kianusch Vahid Yousefnia, Virginia Poli, Richard Müller +2

    Generative models for precipitation nowcasting are trained and evaluated predominantly on wet-biased datasets, which over-represent precipitation events to emphasize rare extremes. Selecting test cases based on target observations is known to favor forecasts that match the selected distribution rather than the intended deployment distribution. We show analytically how this target-dependent sampling also shifts the conditional distribution learned by generative models. When training and test sampling match, even an ideal model learns precisely the distribution favored by evaluation, allowing the evaluation bias to conceal the training bias. Using a fixed satellite-to-radar diffusion model, we demonstrate that target-dependent test sampling can reverse the calibration assessment. The model appears under-predictive on a wet-biased test set but over-predictive on a deployment-representative test set. This result is replicated outside the model's training domain after a seven-year gap. Utilizing classifier-free guidance as an example, we demonstrate how the contradictory calibration assessment can misdirect downstream model development.

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  • arXiv q-fin.PMOct 19

    Regime-Aware Interpretable Ranking for Sector Rotation

    Kelvin J. L. Koa, Ziling Liu, Xinyang Li, Shuowei Feng, Ruoyu Liang +5

    Sector rotation is a common decision in benchmark-relative portfolio management, where portfolio managers rank sectors for overweight and underweight positions. We formulate this task as ranking sector actions by expected future risk-adjusted active performance, measured with forward sector-benchmark Sharpe ratios. Such rankings should preserve temporal information, express model outputs through economically familiar signal characteristics, account for changes in signal relevance across macroeconomic environments, and capture dependencies among sectors. We propose RegimeRank, an interpretable sector-ranking model that represents fundamental and technical signals through expert-defined temporal characteristics, conditions them on learned macro factors via cross-attention, and models cross-sector dependencies through self-attention. Expected-gradient attributions identify the contributions of individual signal-transformation pairs, while macroeconomic and cross-sector attention maps provide diagnostics of the learned conditioning and relational structure. We evaluate RegimeRank on weekly S&P 500 data from 2002 to 2024 under combinatorial purged cross-validation, where it…

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  • arXiv cs.LGOct 19

    CTLite: Lightweight Irregular Multivariate Time Series Forecasting with Reusable Continuous-Time Summaries

    Shusen Ma, Xudong Zuo, Yangchun Xie, Yun-Bo Zhao

    Irregular multivariate time series forecasting (IMTSF) requires capturing temporal dynamics and cross-variable dependencies from sparse, asynchronous observations. Existing methods often rely on learned temporal encoders, coupling historical representation construction with model optimisation and repeatedly processing the same observations. We propose CTLite, a lightweight forecasting framework that decouples historical summarisation from learned prediction. Specifically, a parameter-free continuous-time moment encoder summarises local levels and trends at multiple temporal scales while suppressing poorly supported slope estimates. A compact readout combines damped local extrapolation with a low-rank cross-variable correction that accounts for observation freshness, target availability, and forecast horizon. Since the historical summaries are independent of trainable parameters and forecast queries, they can be reused across optimisation steps and repeated predictions for an unchanged history without altering predictions or parameter gradients. Experiments on four real-world benchmarks show that CTLite achieves the best or second-best mean MSE and MAE among the evaluated methods…

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  • arXiv cs.AIOct 19

    Beyond Static Leaderboards: Capability-Focused Evaluation with Structural Diversity for Time Series Foundation Models

    Hongyin Zhang, Mingyi Xiang, Rongzhao Chen, Yankai Wang, Jialin Qiao +5

    Static public benchmarks for time series foundation models (TSFMs) typically have fixed and narrow test distributions. Their repeated reuse encourages benchmark-specific tuning, making reported performance reflect adaptation to the fixed test set rather than genuine forecasting generalization. In addition, a single aggregate score cannot fully characterize model capabilities across distinct temporal structures and input relationships. We propose CaFE (Capability-Focused Evaluation), a refreshable evaluation extension grounded in original benchmark data that enriches static benchmarks with structural diversity and enriches single-score black-box evaluation with multi-dimensional, capability-oriented assessment. CaFE first profiles the original benchmark and defines eight Structural Features (SFs) that characterize its temporal structure. For each SF, it resamples the original data according to its structural support, removes edge-of-distribution samples, and augments the retained samples by varying the SF's salience, producing samples with different structural profiles. After filtering out out-of-distribution samples while preserving diversity, CaFE yields a refreshed evaluation…

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  • arXiv cs.LGOct 19

    OceanTensorCube and ST-MMT: A Multimodal Data and Transformer System for Seven-Day Forecasting of Pyropia Bleaching

    Gwangjin Kim, Cheolyoung Jang, Yosep Jo

    Bleaching of cultured Pyropia (laver) causes losses in Korean seaweed farming. We present a system that forecasts bleaching seven days ahead for farm clusters. OceanTensorCube aligns 32 channels from public marine, meteorological, ocean-model and satellite sources on a 30 m grid, and ST-MMT, a 9.2-million-parameter spatiotemporal transformer with hub-style multi-head cross-attention between variable groups, maps a 14-day input window to a seven-day-ahead bleaching probability. On the validation set, a six-seed ensemble detects every reported positive at a false-alarm rate of at most 3.5%, an upper bound because the report-based labels are positive-unlabeled. A same-date control on separately trained models indicates that the architecture discriminates between clusters when the calendar is held fixed. We also report the system's weaknesses: skill falls steeply as the quarterly nutrient survey ages (ROC-AUC 0.94 at 30 days, 0.53 at 129 days), and a single LSTM on cluster-average series outperforms a single ST-MMT, with only the ensemble leading at the operating point. We describe the labeling procedure, the evaluation protocol and the operational gate that withholds forecasts when…

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  • arXiv cs.LGOct 19

    FinHopper: A Progressive Multi-Hop Benchmark for Complex Financial Agents with Step-wise Evaluation

    Yuxuan Wu, Miaopei Lin, Qiufang Ying, Lin Dan, Hao Zhao +7

    Financial agents are expected to answer factual investment queries through open search, but financial multi-hop retrieval differs from general multi-hop QA in a crucial way: each intermediate answer is an exact typed constraint, such as an entity, date, event, or numerical indicator, that determines the next query. This strict answer-conditioned dependency makes small intermediate errors cascade into plausible but wrong search trajectories. We introduce FinHopper, a benchmark for complex financial agents with controlled reasoning depth from 1 to 6 hops, covering stocks, funds, and macroeconomic facts, with gold intermediate answers for process-level evaluation. To construct FinHopper at scale, we design a state-transition-based synthesis framework that composes verified atomic financial QA patterns into dependency-preserving chains, followed by targeted in-synthesis verification, model-ensemble checking, and public-search validation by financial experts. Experiments with 20 LLM-agent configurations show that public search tools are necessary but insufficient: performance drops sharply as hop depth increases, the best model remains far below human experts, and process-aware…

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  • arXiv cs.AIOct 19

    TimesJev: Thinking Fast on Time Series with System 1 Sufficiency

    Chenghao Liu, Wei Fan, Jindong Han, Dongjie Wang, Aniket Mahanti +2

    Large language models (LLMs) have recently shown strong potential for time series reasoning, while models that reason over time series are usually with long chains of thought. However, this process often consumes thousands of tokens, directly leading to substantial latency during inference. In contrast, System 1 models such as Jev make decisions instantly and can naturally be an alternative, but raw time series are not compatible with the embedding space of these models, thus hindering the reasoning performance, especially when input series contain thousands of numeric points. In this paper, we make a very early attempt to propose a time series System 1 model, namely TimesJev. Specifically, we first formalize System 1 sufficiency in time series reasoning, which motivates a compressed representation for time series with key frequency patterns preserved. To construct this representation, we derive a dimension reduction objective that combines (i) a sufficiency divergence that measures the core information lost during compression, and (ii) a realizability divergence that quantifies the incompatibility of the System 1 model to the optimal prediction given this representation. We…

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  • arXiv cs.AIOct 19

    Global probabilistic forecasting of air pollution

    Ammar Kheder, Michael Boy, Zhi-song Liu

    Fine particulate matter (PM2.5) refers to particulate matter with an aerodynamic diameter of 2.5 micrometre or less. It comes from human activities, such as traffic and industry, and from wildfires, desert dust and gases emitted by vegetation. Short-term exposure to it accounts for about a million deaths a year. Operational forecasts run on grids tens of kilometres wide, which hide the pollution breathed by nearly two hundred million people a day. Machine learning has transformed weather forecasting, but data-driven forecasts of air pollution still blur extremes and lose skill as the air travels. Here we introduce Foehn, a generative model that learns from global kilometre-scale estimates of PM2.5 and computes where the air comes from. Over a year of retrospective forecasts, it outperforms the operational forecast at three stations in four and forecasts at the scale of this hidden exposure. Its ensembles are calibrated, and their mean detects local pollution extremes four days ahead as well as the operational forecast does one day ahead. Such forecasts could warn the millions whom coarse maps miss, once kilometre-scale data are available in real time.

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  • arXiv cs.CLOct 19

    LEAPS: Long-context Evaluation of Adaptive Pattern Learning and State Tracking

    Howard Yen, Nitya Mani, Alex Renda, Christopher S. Hardin

    Long-context language models (LCLMs) power agents that act over long trajectories, from improving a codebase to running research experiments to forecasters that condition on lengthy histories. These applications draw on three distinct long-context capabilities: recall, where the answer is a fact present in the context; state tracking, where the outcome can be computed by performing a series of transformations to a specified state; and pattern learning, where the goal is to make a prediction by sampling from a distribution inferred from many observations. Existing benchmarks primarily focus on the first capability. In this work, we introduce LEAPS (Long-context Evaluation of Adaptive Pattern learning and State tracking), a collection of 12 novel datasets, spanning agentic workflows, behavioral modeling, and forecasting of market and world events. By construction, LEAPS is resistant to data contamination, extends to millions of input tokens, and uses reliable metrics. We evaluate 30 API and open models from 8K to 512K input tokens. LEAPS distinguishes models that perform near perfectly on recall tasks, finding that such models' state tracking and pattern learning abilities can vary…

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  • arXiv cs.LGOct 19

    ACE-Trader: Adversarial Co-Evolution for Generator-Critic Trading Systems

    Chang Zhou, Jiarun Zhou, Xingtong Yu, Hong Cheng, Hui Zhang +1

    Generator--critic trading systems pair an LLM-based trader that makes trading decisions with a red team agent that evaluates these decisions and provides feedback for revision. However, improving individual trading decisions does not ensure that both agents learn from experience and improve together over time. This raises an important question: how can the trader and red-Team select useful experience and learn from each other's evolving behavior? On one hand, experience that benefits decisions under one market condition may become ineffective or harmful under another. On the other hand, trading outcomes reflect both agents' actions, making it difficult to derive appropriate experience for each role. In this work, we propose ACE-Trader, an adversarial co-evolution trading framework. Specifically, we first develop separate context-dependent memory selectors that learn to identify useful experience for the current trading decision. Both selectors receive shared feedback from net-return differences between complete memory-assisted and memory-free trading pipelines, with online updates emphasizing recent outcomes. We further design a co-evolution mechanism that links role-specific…

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  • arXiv physics.ao-phOct 19

    AirMPA: A Meteorology-to-Pollution Adapter for Global Air Quality Forecasting

    Yiheng Wang, Kai Zheng, Yuetan Lin, Fanglu Fan, Chenliang Tao +3

    Accurate real-time forecasting of atmospheric pollutants is essential for reducing exposure risks and improving public health. Traditional numerical forecasting systems suffer from incomplete parameterizations, uncertain inputs, and high computational cost. Existing deep learning approaches improve efficiency, but often entangle meteorological and pollutant variables within unified forecasting frameworks, limiting flexibility and pollutant-specific representation learning. To address these challenges, we propose AirMPA, a decoupled autoregressive framework for meteorology-to-pollution forecasting. AirMPA predicts 13 atmospheric pollutants at 0.4° spatial resolution and 12-h temporal resolution using meteorological fields, emission priors, and historical pollutant concentrations. The model is built on an improved Swin-Transformer architecture with zonal release attention and dual-branch fusion, enabling more effective modeling of global transport continuity and heterogeneous pollutant dynamics. During training, AirMPA uses the fifth-generation atmospheric reanalysis from the European Centre for Medium-Range Weather Forecasts (ERA5) as meteorological forcing, while during inference…

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  • arXiv cs.LGOct 19

    Adversarial Post-Training of Foundation Models for High-Frequency Trading

    Alexandre Bismuth, Kang Li, Aramis Marti-Shahandeh, Valentin Mohl, Jakob Foerster +1

    While autoregressive foundation models trained on limit order book (LOB) data show state-of-the-art performance for market simulation, pre-training with cross-entropy neither penalizes the compounding of sampling errors over free-running rollouts nor targets desired market properties. We introduce a post-training method for LOB foundation models using a Wasserstein generative adversarial network (GAN) objective. A critic, trained online on rollouts through the true, non-differentiable matching engine, guides updates from evolution strategies over rank-4 LoRA perturbations of the pre-trained generator, under a KL trust region. For efficiency, we use EGGROLL (Evolution Guided GeneRal Optimisation via Low-rank Learning), a memory-efficient variant of evolution strategies. On a held-out panel, adversarial post-training improves LOB-Bench realism by 17.6% (WS-21) and 17.0% (Mean-$L_1$), while selection-matched random-perturbation and compute-matched continued-pre-training controls yield no improvement. Post-training is thus a necessary stage that more pre-training does not replace. Per-position divergence measurements show that it slows error accumulation over 500-message rollouts…

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  • arXiv cs.LGOct 18

    CVTA: Cross-Variable Temporal Attention for Multivariate Irregular Time Series Prediction

    Ankitkumar Joshi, Milos Hauskrecht

    Irregularly sampled multivariate time series arise in many real-world domains such as healthcare, climate science, and large-scale monitoring systems. Characterized by asynchronous observations and heterogeneity across variables, such time series pose significant challenges for forecasting. In this work, we introduce Cross-Variable Temporal Attention (CVTA), a short-term, continuous-time forecasting framework that learns prediction functions from its compact, interpretable state summarizing recent temporal dynamics across variables. CVTA uses Variable-Conditioned Embeddings to project heterogeneous variables into variable-specific latent spaces, and applies temporal attention to capture cross-variable dependencies from this state. Furthermore, we demonstrate that CVTA can be integrated as an auxiliary module into existing state-of-the-art prediction models through a dynamic meta-decision model. Extensive experiments on multiple real-world benchmarks show that CVTA achieves strong short-term predictive accuracy, supports efficient online inference, improves existing prediction models when used as an auxiliary module, and learns attention patterns that align well with domain…

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  • arXiv cs.LGOct 18

    Beyond the record: evaluating probabilistic AI weather forecasts deep in the tail

    Bastiaan Van Velthoven, Cas Decancq, Diego G. Miralles, Stijn Luca, Thomas Mortier

    Can probabilistic artificial intelligence (AI) weather forecasts retain skill beyond their training domain? We compare four state-of-the-art AI models (ArchesWeatherGen, U-Cast, WeatherNext2 and GenCast-mini) with the physics-based IFS-ENS over land in 2022, at 1.5° resolution and lead times of 2--10 days. Monthly ERA5 records from 1979--2021 define common historical boundaries, and we characterize new records set in 2022 by their depth, i.e., the exceedance margin relative to local historical variability. Two proper scores, record-threshold weighted CRPS and Brier score, assess the magnitude and probability of record exceedances across all eligible cases, retaining both missed extremes and false alarms. Verified against ERA5, AI models outperform IFS-ENS for heat and cold records at almost every lead and depth. For heat, the advantage strengthens with depth, partly because IFS-ENS over-forecasts deep records, and largely persists for deeper records under HRES-fc0 verification. For wind, gains erode for deeper records and longer leads. Better tail scores can nevertheless coexist with aggregate probability deficits or surpluses, and some improvements arise chiefly on…

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  • arXiv cs.LGOct 18

    Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models

    Junyu Chen, Franklin Liu, Moshu Xu, Lijian Yang

    Modeling limit order book (LOB) dynamics is central to market forecasting and execution-strategy evaluation. While diffusion models achieve strong empirical performance, existing LOB snapshot models typically lack a learned recurrent encoder and formal statistical guarantees. We introduce LOBGrad, a conditional DDPM framework for probabilistic LOB forecasting that combines an autoregressive RNN encoder with a diffusion-based generator. In particular, we establish an excess-risk oracle inequality for the one-step DDPM noise-prediction objective under exponential mixing and regularity assumptions. We further show that, under contractive dynamics, the dependence on the conditioning-window length can be reduced to a dependence on the latent-state dimension. Experiments on BTC/USDT, GOOGL, and META show that LOBGrad improves on its encoder-free diffusion ablation across all reported queue metrics and obtains competitive results against other baselines. It also reproduces the key stylized facts of LOB microstructure, and yields reasonably calibrated queue-based predictive intervals. A stylized downstream task illustrates the potential value of the generated forecasts.

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  • arXiv cs.LGOct 18

    Paloma: Phase-Conditioned Residual Modulation for Time Series Forecasting

    Jingru Fei, Wei Fan, Kun Yi, Qi Zhang, Zhendong Niu

    Explicitly modeling periodicity has proven to be an efficient approach for time series forecasting, where the residual, obtained after removing the periodic component from the time series, is typically treated as unstructured noise. However, in this work, we show that such residuals still exhibit structured, \textit{phase-dependent} deviations, as supported by both empirical observations and theoretical analysis. This suggests that residuals should not be treated merely as unstructured noise, but instead as \textit{phase-conditioned signals} whose variations arise in both direction and magnitude. Motivated by this perspective and inspired by phase and amplitude modulation in classical signal processing, we propose \textit{Paloma}, a simple yet effective framework for modeling residual deviations. Specifically, Paloma comprises two complementary modules: \textit{a Phase Rotation module}, which performs phase-conditioned rotations to capture directional changes in the feature space, and \textit{an Amplitude Scaling module}, which applies phase-conditioned affine transformations to model magnitude variations. We further abstract the two modules into a general-purpose plugin, termed…

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  • arXiv cs.LGOct 18

    The Hidden Look-Ahead: Point-in-Time Leakage in Electricity Market Data

    Abdelkrim Alfalah

    Empirical studies of electricity prices routinely state that their models use only information available at the time of the trading decision. For weather-driven forecasts drawn from commercial archives, this condition is harder to meet than it appears, and whether it holds can change over time. We identify three timing pitfalls. A forecast run is labelled by the issue time of its weather model, but becomes available hours later and keeps changing after publication. Auction gates follow local clock time, while archives use UTC. Outturn series are revised after publication without earlier values being kept. Using the timestamps of 128,656 forecast runs from ten weather-model configurations, matched to the day-ahead and first intraday auction gates in Great Britain over 2022-2026, we find that selecting "the latest run issued before the gate" picks a run not yet published at the gate on more than 99% of delivery days for six of the ten configurations at one of the two gates. For GFS at the day-ahead gate, the share is 0.6% in winter and 99.8% in summer. The exposure also shifts as publication delays drift, and an action margin of a few minutes can cost a full six-hour forecast…

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Open problems in Forecasting time

  • Event-driven forecasting with noisy and sparse signals1 paper raises it · 2 address it

    Real-world time series are often influenced by exogenous events, but current methods struggle to retrieve, filter, and reason about these events causally.

    • SEER: Self-Evolving Event Reasoning and Retrieval for Time Series Forecastingraises · addresses
    • TimeBraid: Unifying Time Series and Language for Understanding and Forecastingaddresses
  • Dependence structure in multivariate trajectory forecasting1 paper raises it · 1 addresses it

    Most models predict marginal quantiles, ignoring the joint dependence of future paths, which is critical for downstream tasks like cumulative demand or peak load.

    • PathFM: Fast Generative Forecasting of Multivariate Trajectoriesraises · addresses
  • Intervention-aware forecasting under covariate shifts1 paper raises it · 1 addresses it

    Models must reliably forecast responses to future events that set covariates to unseen values, but current benchmarks and methods fall short.

    • WhatIf-Bench: Benchmarking Intervention-Aware Time Series Forecastingraises · addresses
  • Evaluation bias from wet-biased data pipelines1 paper raises it · 1 addresses it

    Generative models for precipitation nowcasting are misled by target-dependent sampling, which distorts calibration assessment and model development.

    • Wet-Biased Data Pipelines Mislead the Training and Evaluation of Generative Precipitation Nowcastingraises · addresses
  • Individual-level fidelity in agentic forecasting1 paper raises it · 0 address it

    LLMs used as user simulators often fail to reproduce fine-grained decision logic and portfolio trajectories, despite coarse behavioral agreement.

    • Beyond Behavioral Accuracy: Evaluating Individual-Level Fidelity in LLM Investor Simulationraises

Named by an AI from these papers' abstracts.