Daily Papers

In the face of escalating climate changes, typhoon intensities and their ensuing damage have surged. Accurate trajectory prediction is crucial for effective damage control. Traditional physics-based models, while comprehensive, are computationally intensive and rely heavily on the expertise of forecasters. Contemporary data-driven methods often rely on reanalysis data, which can be considered to be the closest to the true representation of weather conditions. However, reanalysis data is not produced in real-time and requires time for adjustment because prediction models are calibrated with observational data. This reanalysis data, such as ERA5, falls short in challenging real-world situations. Optimal preparedness necessitates predictions at least 72 hours in advance, beyond the capabilities of standard physics models. In response to these constraints, we present an approach that harnesses real-time Unified Model (UM) data, sidestepping the limitations of reanalysis data. Our model provides predictions at 6-hour intervals for up to 72 hours in advance and outperforms both state-of-the-art data-driven methods and numerical weather prediction models. In line with our efforts to mitigate adversities inflicted by typhoons, we release our preprocessed PHYSICS TRACK dataset, which includes ERA5 reanalysis data, typhoon best-track, and UM forecast data.

We present a data-driven approach for forecasting global weather using graph neural networks. The system learns to step forward the current 3D atmospheric state by six hours, and multiple steps are chained together to produce skillful forecasts going out several days into the future. The underlying model is trained on reanalysis data from ERA5 or forecast data from GFS. Test performance on metrics such as Z500 (geopotential height) and T850 (temperature) improves upon previous data-driven approaches and is comparable to operational, full-resolution, physical models from GFS and ECMWF, at least when evaluated on 1-degree scales and when using reanalysis initial conditions. We also show results from connecting this data-driven model to live, operational forecasts from GFS.

Large language models (LLMs) cannot be trusted for economic forecasts during periods covered by their training data. We provide the first systematic evaluation of LLMs' memorization of economic and financial data, including major economic indicators, news headlines, stock returns, and conference calls. Our findings show that LLMs can perfectly recall the exact numerical values of key economic variables from before their knowledge cutoff dates. This recall appears to be randomly distributed across different dates and data types. This selective perfect memory creates a fundamental issue -- when testing forecasting capabilities before their knowledge cutoff dates, we cannot distinguish whether LLMs are forecasting or simply accessing memorized data. Explicit instructions to respect historical data boundaries fail to prevent LLMs from achieving recall-level accuracy in forecasting tasks. Further, LLMs seem exceptional at reconstructing masked entities from minimal contextual clues, suggesting that masking provides inadequate protection against motivated reasoning. Our findings raise concerns about using LLMs to forecast historical data or backtest trading strategies, as their apparent predictive success may merely reflect memorization rather than genuine economic insight. Any application where future knowledge would change LLMs' outputs can be affected by memorization. In contrast, consistent with the absence of data contamination, LLMs cannot recall data after their knowledge cutoff date.

Weather forecasting traditionally relies on numerical weather prediction (NWP) systems that integrates global observational systems, data assimilation (DA), and forecasting models. Despite steady improvements in forecast accuracy over recent decades, further advances are increasingly constrained by high computational costs, the underutilization of vast observational datasets, and the challenges of obtaining finer resolution. These limitations, alongside the uneven distribution of observational networks, result in global disparities in forecast accuracy, leaving some regions vulnerable to extreme weather. Recent advances in machine learning present a promising alternative, providing more efficient and accurate forecasts using the same initial conditions as NWP. However, current machine learning models still depend on the initial conditions generated by NWP systems, which require extensive computational resources and expertise. Here we introduce FuXi Weather, a machine learning weather forecasting system that assimilates data from multiple satellites. Operating on a 6-hourly DA and forecast cycle, FuXi Weather generates reliable and accurate 10-day global weather forecasts at a spatial resolution of 0.25^circ. FuXi Weather is the first system to achieve all-grid, all-surface, all-channel, and all-sky DA and forecasting, extending skillful forecast lead times beyond those of the European Centre for Medium-range Weather Forecasts (ECMWF) high-resolution forecasts (HRES) while using significantly fewer observations. FuXi Weather consistently outperforms ECMWF HRES in observation-sparse regions, such as central Africa, demonstrating its potential to improve forecasts where observational infrastructure is limited.

We introduce GraphDOP, a new data-driven, end-to-end forecast system developed at the European Centre for Medium-Range Weather Forecasts (ECMWF) that is trained and initialised exclusively from Earth System observations, with no physics-based (re)analysis inputs or feedbacks. GraphDOP learns the correlations between observed quantities - such as brightness temperatures from polar orbiters and geostationary satellites - and geophysical quantities of interest (that are measured by conventional observations), to form a coherent latent representation of Earth System state dynamics and physical processes, and is capable of producing skilful predictions of relevant weather parameters up to five days into the future.

Data-driven modeling based on machine learning (ML) is showing enormous potential for weather forecasting. Rapid progress has been made with impressive results for some applications. The uptake of ML methods could be a game-changer for the incremental progress in traditional numerical weather prediction (NWP) known as the 'quiet revolution' of weather forecasting. The computational cost of running a forecast with standard NWP systems greatly hinders the improvements that can be made from increasing model resolution and ensemble sizes. An emerging new generation of ML models, developed using high-quality reanalysis datasets like ERA5 for training, allow forecasts that require much lower computational costs and that are highly-competitive in terms of accuracy. Here, we compare for the first time ML-generated forecasts with standard NWP-based forecasts in an operational-like context, initialized from the same initial conditions. Focusing on deterministic forecasts, we apply common forecast verification tools to assess to what extent a data-driven forecast produced with one of the recently developed ML models (PanguWeather) matches the quality and attributes of a forecast from one of the leading global NWP systems (the ECMWF IFS). The results are very promising, with comparable skill for both global metrics and extreme events, when verified against both the operational analysis and synoptic observations. Increasing forecast smoothness and bias drift with forecast lead time are identified as current drawbacks of ML-based forecasts. A new NWP paradigm is emerging relying on inference from ML models and state-of-the-art analysis and reanalysis datasets for forecast initialization and model training.

Machine learning-based weather forecasting models have quickly emerged as a promising methodology for accurate medium-range global weather forecasting. Here, we introduce the Artificial Intelligence Forecasting System (AIFS), a data driven forecast model developed by the European Centre for Medium-Range Weather Forecasts (ECMWF). AIFS is based on a graph neural network (GNN) encoder and decoder, and a sliding window transformer processor, and is trained on ECMWF's ERA5 re-analysis and ECMWF's operational numerical weather prediction (NWP) analyses. It has a flexible and modular design and supports several levels of parallelism to enable training on high-resolution input data. AIFS forecast skill is assessed by comparing its forecasts to NWP analyses and direct observational data. We show that AIFS produces highly skilled forecasts for upper-air variables, surface weather parameters and tropical cyclone tracks. AIFS is run four times daily alongside ECMWF's physics-based NWP model and forecasts are available to the public under ECMWF's open data policy.

This work describes a process for efficiently fine-tuning the GraphCast data-driven forecast model to simulate another analysis system, here the Global Deterministic Prediction System (GDPS) of Environment and Climate Change Canada (ECCC). Using two years of training data (July 2019 -- December 2021) and 37 GPU-days of computation to tune the 37-level, quarter-degree version of GraphCast, the resulting model significantly outperforms both the unmodified GraphCast and operational forecast, showing significant forecast skill in the troposphere over lead times from 1 to 10 days. This fine-tuning is accomplished through abbreviating DeepMind's original training curriculum for GraphCast, relying on a shorter single-step forecast stage to accomplish the bulk of the adaptation work and consolidating the autoregressive stages into separate 12hr, 1d, 2d, and 3d stages with larger learning rates. Additionally, training over 3d forecasts is split into two sub-steps to conserve host memory while maintaining a strong correlation with training over the full period.

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important area of machine learning. In this work we developed a novel method that employs Transformer-based machine learning models to forecast time series data. This approach works by leveraging self-attention mechanisms to learn complex patterns and dynamics from time series data. Moreover, it is a generic framework and can be applied to univariate and multivariate time series data, as well as time series embeddings. Using influenza-like illness (ILI) forecasting as a case study, we show that the forecasting results produced by our approach are favorably comparable to the state-of-the-art.

In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in TSF, primarily attributed to their advantage in apprehending these patterns. However, the quadratic complexity of the Transformer leads to low computational efficiency and high costs, which somewhat hinders the deployment of the TSF model in real-world scenarios. Recently, Mamba, a selective state space model, has gained traction due to its ability to process dependencies in sequences while maintaining near-linear complexity. For TSF tasks, these characteristics enable Mamba to comprehend hidden patterns as the Transformer and reduce computational overhead compared to the Transformer. Therefore, we propose a Mamba-based model named Simple-Mamba (S-Mamba) for TSF. Specifically, we tokenize the time points of each variate autonomously via a linear layer. A bidirectional Mamba layer is utilized to extract inter-variate correlations and a Feed-Forward Network is set to learn temporal dependencies. Finally, the generation of forecast outcomes through a linear mapping layer. Experiments on thirteen public datasets prove that S-Mamba maintains low computational overhead and achieves leading performance. Furthermore, we conduct extensive experiments to explore Mamba's potential in TSF tasks. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

We consider the problem of predicting the future trajectory of scene agents from egocentric views obtained from a moving platform. This problem is important in a variety of domains, particularly for autonomous systems making reactive or strategic decisions in navigation. In an attempt to address this problem, we introduce TITAN (Trajectory Inference using Targeted Action priors Network), a new model that incorporates prior positions, actions, and context to forecast future trajectory of agents and future ego-motion. In the absence of an appropriate dataset for this task, we created the TITAN dataset that consists of 700 labeled video-clips (with odometry) captured from a moving vehicle on highly interactive urban traffic scenes in Tokyo. Our dataset includes 50 labels including vehicle states and actions, pedestrian age groups, and targeted pedestrian action attributes that are organized hierarchically corresponding to atomic, simple/complex-contextual, transportive, and communicative actions. To evaluate our model, we conducted extensive experiments on the TITAN dataset, revealing significant performance improvement against baselines and state-of-the-art algorithms. We also report promising results from our Agent Importance Mechanism (AIM), a module which provides insight into assessment of perceived risk by calculating the relative influence of each agent on the future ego-trajectory. The dataset is available at https://usa.honda-ri.com/titan

Probabilistic forecasting is crucial to decision-making under uncertainty about future weather. The dominant approach is to use an ensemble of forecasts to represent and quantify uncertainty in operational numerical weather prediction. However, generating ensembles is computationally costly. In this paper, we propose to generate ensemble forecasts at scale by leveraging recent advances in generative artificial intelligence. Our approach learns a data-driven probabilistic diffusion model from the 5-member ensemble GEFS reforecast dataset. The model can then be sampled efficiently to produce realistic weather forecasts, conditioned on a few members of the operational GEFS forecasting system. The generated ensembles have similar predictive skill as the full GEFS 31-member ensemble, evaluated against ERA5 reanalysis, and emulate well the statistics of large physics-based ensembles. We also apply the same methodology to developing a diffusion model for generative post-processing: the model directly learns to correct biases present in the emulated forecasting system by leveraging reanalysis data as labels during training. Ensembles from this generative post-processing model show greater reliability and accuracy, particularly in extreme event classification. In general, they are more reliable and forecast the probability of extreme weather more accurately than the GEFS operational ensemble. Our models achieve these results at less than 1/10th of the computational cost incurred by the operational GEFS system.

Large Language Models (LLMs) with Mixture of Experts (MoE) architectures achieve remarkable performance improvements, but their random expert selection mechanism introduces significant data movement overhead that becomes the dominant bottleneck in multi-unit serving systems. To forecast the patterns underlying this data movement, we conduct comprehensive data-movement-centric profiling across three state-of-the-art large-scale MoE models (200B- 671B) using over 24,000 requests spanning diverse workloads. With the resulting 150GB+ trace files, we perform systematic analysis from both temporal and spatial perspectives and distill six key insights to guide the design of diverse future serving systems. Taking wafer-scale GPUs as a case study, we demonstrate that minor architectural modifications leveraging our insights achieve substantial performance gains, delivering 6.3X and 4.0X average speedups on DeepSeek V3 and Qwen3, respectively. Our work provides the first comprehensive data-centric analysis of MoE models at scale. Our profiling traces and analysis results are publicly available at {https://huggingface.co/datasets/core12345/MoE_expert_selection_trace. We will also release our simulation framework shortly to facilitate future research in this area.

Chaotic systems are intrinsically sensitive to small errors, challenging efforts to construct predictive data-driven models of real-world dynamical systems such as fluid flows or neuronal activity. Prior efforts comprise either specialized models trained separately on individual time series, or foundation models trained on vast time series databases with little underlying dynamical structure. Motivated by dynamical systems theory, we present Panda, Patched Attention for Nonlinear DynAmics. We train Panda on a novel synthetic, extensible dataset of 2 times 10^4 chaotic dynamical systems that we discover using an evolutionary algorithm. Trained purely on simulated data, Panda exhibits emergent properties: zero-shot forecasting of unseen real world chaotic systems, and nonlinear resonance patterns in cross-channel attention heads. Despite having been trained only on low-dimensional ordinary differential equations, Panda spontaneously develops the ability to predict partial differential equations without retraining. We demonstrate a neural scaling law for differential equations, underscoring the potential of pretrained models for probing abstract mathematical domains like nonlinear dynamics.

FourCastNet, short for Fourier Forecasting Neural Network, is a global data-driven weather forecasting model that provides accurate short to medium-range global predictions at 0.25^{circ} resolution. FourCastNet accurately forecasts high-resolution, fast-timescale variables such as the surface wind speed, precipitation, and atmospheric water vapor. It has important implications for planning wind energy resources, predicting extreme weather events such as tropical cyclones, extra-tropical cyclones, and atmospheric rivers. FourCastNet matches the forecasting accuracy of the ECMWF Integrated Forecasting System (IFS), a state-of-the-art Numerical Weather Prediction (NWP) model, at short lead times for large-scale variables, while outperforming IFS for variables with complex fine-scale structure, including precipitation. FourCastNet generates a week-long forecast in less than 2 seconds, orders of magnitude faster than IFS. The speed of FourCastNet enables the creation of rapid and inexpensive large-ensemble forecasts with thousands of ensemble-members for improving probabilistic forecasting. We discuss how data-driven deep learning models such as FourCastNet are a valuable addition to the meteorology toolkit to aid and augment NWP models.

We introduce a novel deep learning framework based on Long Short-Term Memory (LSTM) networks to predict galactic cosmic-ray spectra on a one-day-ahead basis by leveraging historical solar activity data, overcoming limitations inherent in traditional transport models. By flexibly incorporating multiple solar parameters, such as the heliospheric magnetic field, solar wind speed, and sunspot numbers, our model achieves accurate short-term and long-term predictions of cosmic-ray flux. The addition of historical cosmic-ray flux data significantly enhances prediction accuracy, allowing the model to capture complex dependencies between past and future flux variations. Additionally, the model reliably predicts full cosmic-ray spectra for different particle species, enhancing its utility for comprehensive space weather forecasting. Our approach offers a scalable, data-driven alternative to traditional physics-based methods, ensuring robust daily and long-term forecasts. This work opens avenues for advanced models that can integrate broader observational data, with significant implications for space weather monitoring and mission planning.

Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This paper addresses this topic through a series of real-time experiments to quantify the relationship between computational cost and forecast error using meteorological nowcasting as an example use-case. We employ a variety of popular regression techniques (XGBoost, FC-MLP, Transformer, and LSTM) for multi-horizon, short-term forecasting of three variables (temperature, wind speed, and cloud cover) for multiple locations. During a 5-day live experiment, 4000 data sources were streamed for training and inferencing 144 models per hour. These models were parameterized to explore forecast error for two computational cost minimization methods: a novel auto-adaptive data reduction technique (Variance Horizon) and a performance-based concept drift-detection mechanism. Forecast error of all model variations were benchmarked in real-time against a state-of-the-art numerical weather prediction model. Performance was assessed using classical and novel evaluation metrics. Results indicate that using the Variance Horizon reduced computational usage by more than 50\%, while increasing between 0-15\% in error. Meanwhile, performance-based retraining reduced computational usage by up to 90\% while also improving forecast error by up to 10\%. Finally, the combination of both the Variance Horizon and performance-based retraining outperformed other model configurations by up to 99.7\% when considering error normalized to computational usage.

Vaccine supply chain optimization can benefit from hierarchical time series forecasting, when grouping the vaccines by type or location. However, forecasts of different hierarchy levels become incoherent when higher levels do not match the sum of the lower levels forecasts, which can be addressed by reconciliation methods. In this paper, we tackle the vaccine sale forecasting problem by modeling sales data from GSK between 2010 and 2021 as a hierarchical time series. After forecasting future values with several ARIMA models, we systematically compare the performance of various reconciliation methods, using statistical tests. We also compare the performance of the forecast before and after COVID. The results highlight Minimum Trace and Weighted Least Squares with Structural scaling as the best performing methods, which provided a coherent forecast while reducing the forecast error of the baseline ARIMA.

Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many existing approaches do not explicitly model the dynamics. To bridge this gap, we introduce DeepEDM, a framework that integrates nonlinear dynamical systems modeling with deep neural networks. Inspired by empirical dynamic modeling (EDM) and rooted in Takens' theorem, DeepEDM presents a novel deep model that learns a latent space from time-delayed embeddings, and employs kernel regression to approximate the underlying dynamics, while leveraging efficient implementation of softmax attention and allowing for accurate prediction of future time steps. To evaluate our method, we conduct comprehensive experiments on synthetic data of nonlinear dynamical systems as well as real-world time series across domains. Our results show that DeepEDM is robust to input noise, and outperforms state-of-the-art methods in forecasting accuracy. Our code is available at: https://abrarmajeedi.github.io/deep_edm.

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures. Empirical evidence consistently shows that even powerful Transformers often fail to outperform much simpler models, e.g., linear models, on TSF tasks; however, a rigorous theoretical understanding of this phenomenon remains limited. In this paper, we provide a theoretical analysis of Transformers' limitations for TSF through the lens of In-Context Learning (ICL) theory. Specifically, under AR(p) data, we establish that: (1) Linear Self-Attention (LSA) models cannot achieve lower expected MSE than classical linear models for in-context forecasting; (2) as the context length approaches to infinity, LSA asymptotically recovers the optimal linear predictor; and (3) under Chain-of-Thought (CoT) style inference, predictions collapse to the mean exponentially. We empirically validate these findings through carefully designed experiments. Our theory not only sheds light on several previously underexplored phenomena but also offers practical insights for designing more effective forecasting architectures. We hope our work encourages the broader research community to revisit the fundamental theoretical limitations of TSF and to critically evaluate the direct application of increasingly sophisticated architectures without deeper scrutiny.

Machine learning (ML) holds great potential for accurately forecasting treatment outcomes over time, which could ultimately enable the adoption of more individualized treatment strategies in many practical applications. However, a significant challenge that has been largely overlooked by the ML literature on this topic is the presence of informative sampling in observational data. When instances are observed irregularly over time, sampling times are typically not random, but rather informative -- depending on the instance's characteristics, past outcomes, and administered treatments. In this work, we formalize informative sampling as a covariate shift problem and show that it can prohibit accurate estimation of treatment outcomes if not properly accounted for. To overcome this challenge, we present a general framework for learning treatment outcomes in the presence of informative sampling using inverse intensity-weighting, and propose a novel method, TESAR-CDE, that instantiates this framework using Neural CDEs. Using a simulation environment based on a clinical use case, we demonstrate the effectiveness of our approach in learning under informative sampling.

Utilizing infrastructure and vehicle-side information to track and forecast the behaviors of surrounding traffic participants can significantly improve decision-making and safety in autonomous driving. However, the lack of real-world sequential datasets limits research in this area. To address this issue, we introduce V2X-Seq, the first large-scale sequential V2X dataset, which includes data frames, trajectories, vector maps, and traffic lights captured from natural scenery. V2X-Seq comprises two parts: the sequential perception dataset, which includes more than 15,000 frames captured from 95 scenarios, and the trajectory forecasting dataset, which contains about 80,000 infrastructure-view scenarios, 80,000 vehicle-view scenarios, and 50,000 cooperative-view scenarios captured from 28 intersections' areas, covering 672 hours of data. Based on V2X-Seq, we introduce three new tasks for vehicle-infrastructure cooperative (VIC) autonomous driving: VIC3D Tracking, Online-VIC Forecasting, and Offline-VIC Forecasting. We also provide benchmarks for the introduced tasks. Find data, code, and more up-to-date information at https://github.com/AIR-THU/DAIR-V2X-Seq{https://github.com/AIR-THU/DAIR-V2X-Seq}.

Recent advancements in data-driven weather forecasting models have delivered deterministic models that outperform the leading operational forecast systems based on traditional, physics-based models. However, these data-driven models are typically trained with a mean squared error loss function, which causes smoothing of fine scales through a "double penalty" effect. We develop a simple, parameter-free modification to this loss function that avoids this problem by separating the loss attributable to decorrelation from the loss attributable to spectral amplitude errors. Fine-tuning the GraphCast model with this new loss function results in sharp deterministic weather forecasts, an increase of the model's effective resolution from 1,250km to 160km, improvements to ensemble spread, and improvements to predictions of tropical cyclone strength and surface wind extremes.

Data assimilation (DA), as an indispensable component within contemporary Numerical Weather Prediction (NWP) systems, plays a crucial role in generating the analysis that significantly impacts forecast performance. Nevertheless, the development of an efficient DA system poses significant challenges, particularly in establishing intricate relationships between the background data and the vast amount of multi-source observation data within limited time windows in operational settings. To address these challenges, researchers design complex pre-processing methods for each observation type, leveraging approximate modeling and the power of super-computing clusters to expedite solutions. The emergence of deep learning (DL) models has been a game-changer, offering unified multi-modal modeling, enhanced nonlinear representation capabilities, and superior parallelization. These advantages have spurred efforts to integrate DL models into various domains of weather modeling. Remarkably, DL models have shown promise in matching, even surpassing, the forecast accuracy of leading operational NWP models worldwide. This success motivates the exploration of DL-based DA frameworks tailored for weather forecasting models. In this study, we introduces FuxiDA, a generalized DL-based DA framework for assimilating satellite observations. By assimilating data from Advanced Geosynchronous Radiation Imager (AGRI) aboard Fengyun-4B, FuXi-DA consistently mitigates analysis errors and significantly improves forecast performance. Furthermore, through a series of single-observation experiments, Fuxi-DA has been validated against established atmospheric physics, demonstrating its consistency and reliability.

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a breadth of decisions in modern society. Using several classic examples from fisheries management, I demonstrate that selecting the model or models that produce the most accurate and precise forecast (measured by statistical scores) can sometimes lead to worse outcomes (measured by real-world objectives). This can create a forecast trap, in which the outcomes such as fish biomass or economic yield decline while the manager becomes increasingly convinced that these actions are consistent with the best models and data available. The forecast trap is not unique to this example, but a fundamental consequence of non-uniqueness of models. Existing practices promoting a broader set of models are the best way to avoid the trap.

The past several years have witnessed a huge surge in the use of social media platforms during mass convergence events such as health emergencies, natural or human-induced disasters. These non-traditional data sources are becoming vital for disease forecasts and surveillance when preparing for epidemic and pandemic outbreaks. In this paper, we present GeoCoV19, a large-scale Twitter dataset containing more than 524 million multilingual tweets posted over a period of 90 days since February 1, 2020. Moreover, we employ a gazetteer-based approach to infer the geolocation of tweets. We postulate that this large-scale, multilingual, geolocated social media data can empower the research communities to evaluate how societies are collectively coping with this unprecedented global crisis as well as to develop computational methods to address challenges such as identifying fake news, understanding communities' knowledge gaps, building disease forecast and surveillance models, among others.

Predicting stock market prices following corporate earnings calls remains a significant challenge for investors and researchers alike, requiring innovative approaches that can process diverse information sources. This study investigates the impact of corporate earnings calls on stock prices by introducing a multi-modal predictive model. We leverage textual data from earnings call transcripts, along with images and tables from accompanying presentations, to forecast stock price movements on the trading day immediately following these calls. To facilitate this research, we developed the MiMIC (Multi-Modal Indian Earnings Calls) dataset, encompassing companies representing the Nifty 50, Nifty MidCap 50, and Nifty Small 50 indices. The dataset includes earnings call transcripts, presentations, fundamentals, technical indicators, and subsequent stock prices. We present a multimodal analytical framework that integrates quantitative variables with predictive signals derived from textual and visual modalities, thereby enabling a holistic approach to feature representation and analysis. This multi-modal approach demonstrates the potential for integrating diverse information sources to enhance financial forecasting accuracy. To promote further research in computational economics, we have made the MiMIC dataset publicly available under the CC-NC-SA-4.0 licence. Our work contributes to the growing body of literature on market reactions to corporate communications and highlights the efficacy of multi-modal machine learning techniques in financial analysis.

Weather forecasting is critical for a range of human activities including transportation, agriculture, industry, as well as the safety of the general public. Machine learning models have the potential to transform the complex weather prediction pipeline, but current approaches still rely on numerical weather prediction (NWP) systems, limiting forecast speed and accuracy. Here we demonstrate that a machine learning model can replace the entire operational NWP pipeline. Aardvark Weather, an end-to-end data-driven weather prediction system, ingests raw observations and outputs global gridded forecasts and local station forecasts. Further, it can be optimised end-to-end to maximise performance over quantities of interest. Global forecasts outperform an operational NWP baseline for multiple variables and lead times. Local station forecasts are skillful up to ten days lead time and achieve comparable and often lower errors than a post-processed global NWP baseline and a state-of-the-art end-to-end forecasting system with input from human forecasters. These forecasts are produced with a remarkably simple neural process model using just 8% of the input data and three orders of magnitude less compute than existing NWP and hybrid AI-NWP methods. We anticipate that Aardvark Weather will be the starting point for a new generation of end-to-end machine learning models for medium-range forecasting that will reduce computational costs by orders of magnitude and enable the rapid and cheap creation of bespoke models for users in a variety of fields, including for the developing world where state-of-the-art local models are not currently available.

Over the past few years, due to the rapid development of machine learning (ML) models for weather forecasting, state-of-the-art ML models have shown superior performance compared to the European Centre for Medium-Range Weather Forecasts (ECMWF)'s high-resolution forecast (HRES) in 10-day forecasts at a spatial resolution of 0.25 degree. However, the challenge remains to perform comparably to the ECMWF ensemble mean (EM) in 15-day forecasts. Previous studies have demonstrated the importance of mitigating the accumulation of forecast errors for effective long-term forecasts. Despite numerous efforts to reduce accumulation errors, including autoregressive multi-time step loss, using a single model is found to be insufficient to achieve optimal performance in both short and long lead times. Therefore, we present FuXi, a cascaded ML weather forecasting system that provides 15-day global forecasts with a temporal resolution of 6 hours and a spatial resolution of 0.25 degree. FuXi is developed using 39 years of the ECMWF ERA5 reanalysis dataset. The performance evaluation, based on latitude-weighted root mean square error (RMSE) and anomaly correlation coefficient (ACC), demonstrates that FuXi has comparable forecast performance to ECMWF EM in 15-day forecasts, making FuXi the first ML-based weather forecasting system to accomplish this achievement.

It stands to reason that the amount and the quality of data is of key importance for setting up accurate AI-driven models. Among others, a fundamental aspect to consider is the bias introduced during sample selection in database generation. This is particularly relevant when a model is trained on a specialized dataset to predict a property of interest, and then applied to forecast the same property over samples having a completely different genesis. Indeed, the resulting biased model will likely produce unreliable predictions for many of those out-of-the-box samples. Neglecting such an aspect may hinder the AI-based discovery process, even when high quality, sufficiently large and highly reputable data sources are available. In this regard, with superconducting and thermoelectric materials as two prototypical case studies in the field of energy material discovery, we present and validate a new method (based on a classification strategy) capable of detecting, quantifying and circumventing the presence of cross-domain data bias.

In this paper, we present Pangu-Weather, a deep learning based system for fast and accurate global weather forecast. For this purpose, we establish a data-driven environment by downloading 43 years of hourly global weather data from the 5th generation of ECMWF reanalysis (ERA5) data and train a few deep neural networks with about 256 million parameters in total. The spatial resolution of forecast is 0.25^circtimes0.25^circ, comparable to the ECMWF Integrated Forecast Systems (IFS). More importantly, for the first time, an AI-based method outperforms state-of-the-art numerical weather prediction (NWP) methods in terms of accuracy (latitude-weighted RMSE and ACC) of all factors (e.g., geopotential, specific humidity, wind speed, temperature, etc.) and in all time ranges (from one hour to one week). There are two key strategies to improve the prediction accuracy: (i) designing a 3D Earth Specific Transformer (3DEST) architecture that formulates the height (pressure level) information into cubic data, and (ii) applying a hierarchical temporal aggregation algorithm to alleviate cumulative forecast errors. In deterministic forecast, Pangu-Weather shows great advantages for short to medium-range forecast (i.e., forecast time ranges from one hour to one week). Pangu-Weather supports a wide range of downstream forecast scenarios, including extreme weather forecast (e.g., tropical cyclone tracking) and large-member ensemble forecast in real-time. Pangu-Weather not only ends the debate on whether AI-based methods can surpass conventional NWP methods, but also reveals novel directions for improving deep learning weather forecast systems.

Food security is a complex, multidimensional concept challenging to measure comprehensively. Effective anticipation, monitoring, and mitigation of food crises require timely and comprehensive global data. This paper introduces the Harmonized Food Insecurity Dataset (HFID), an open-source resource consolidating four key data sources: the Integrated Food Security Phase Classification (IPC)/Cadre Harmonis\'e (CH) phases, the Famine Early Warning Systems Network (FEWS NET) IPC-compatible phases, and the World Food Program's (WFP) Food Consumption Score (FCS) and reduced Coping Strategy Index (rCSI). Updated monthly and using a common reference system for administrative units, the HFID offers extensive spatial and temporal coverage. It serves as a vital tool for food security experts and humanitarian agencies, providing a unified resource for analyzing food security conditions and highlighting global data disparities. The scientific community can also leverage the HFID to develop data-driven predictive models, enhancing the capacity to forecast and prevent future food crises.

Skillful subseasonal forecasts are crucial for various sectors of society but pose a grand scientific challenge. Recently, machine learning based weather forecasting models outperform the most successful numerical weather predictions generated by the European Centre for Medium-Range Weather Forecasts (ECMWF), but have not yet surpassed conventional models at subseasonal timescales. This paper introduces FuXi Subseasonal-to-Seasonal (FuXi-S2S), a machine learning model that provides global daily mean forecasts up to 42 days, encompassing five upper-air atmospheric variables at 13 pressure levels and 11 surface variables. FuXi-S2S, trained on 72 years of daily statistics from ECMWF ERA5 reanalysis data, outperforms the ECMWF's state-of-the-art Subseasonal-to-Seasonal model in ensemble mean and ensemble forecasts for total precipitation and outgoing longwave radiation, notably enhancing global precipitation forecast. The improved performance of FuXi-S2S can be primarily attributed to its superior capability to capture forecast uncertainty and accurately predict the Madden-Julian Oscillation (MJO), extending the skillful MJO prediction from 30 days to 36 days. Moreover, FuXi-S2S not only captures realistic teleconnections associated with the MJO, but also emerges as a valuable tool for discovering precursor signals, offering researchers insights and potentially establishing a new paradigm in Earth system science research.

Large pre-trained language models (LMs) such as GPT-3 have acquired a surprising ability to perform zero-shot learning. For example, to classify sentiment without any training examples, we can "prompt" the LM with the review and the label description "Does the user like this movie?", and ask whether the next word is "yes" or "no". However, the next word prediction training objective is still misaligned with the target zero-shot learning objective. To address this weakness, we propose meta-tuning, which directly optimizes the zero-shot learning objective by fine-tuning pre-trained language models on a collection of datasets. We focus on classification tasks, and construct the meta-dataset by aggregating 43 existing datasets and annotating 441 label descriptions in a question-answering (QA) format. When evaluated on unseen tasks, meta-tuned models outperform a same-sized QA model and the previous SOTA zero-shot learning system based on natural language inference. Additionally, increasing parameter count from 220M to 770M improves AUC-ROC scores by 6.3%, and we forecast that even larger models would perform better. Therefore, measuring zero-shot learning performance on language models out-of-the-box might underestimate their true potential, and community-wide efforts on aggregating datasets and unifying their formats can help build models that answer prompts better.

Time series is a collection of data instances that are ordered according to a time stamp. Stock prices, temperature, etc are examples of time series data in real life. Time series data are used for forecasting sales, predicting trends. Visualization is the process of visually representing data or the relationship between features of a data either in a two-dimensional plot or a three-dimensional plot. Visualizing the time series data constitutes an important part of the process for working with a time series dataset. Visualizing the data not only helps in the modelling process but it can also be used to identify trends and features that cause those trends. In this work, we take a real-life time series dataset and analyse how the target feature relates to other features of the dataset through visualization. From the work that has been carried out, we present an effective method of visualization for time series data which will be much useful for machine learning modelling with such datasets.

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are trained across sets of time series have shown a huge potential in providing accurate forecasts compared with the traditional univariate forecasting models that work on isolated series. However, there are currently no comprehensive time series archives for forecasting that contain datasets of time series from similar sources available for the research community to evaluate the performance of new global forecasting algorithms over a wide variety of datasets. In this paper, we present such a comprehensive time series forecasting archive containing 20 publicly available time series datasets from varied domains, with different characteristics in terms of frequency, series lengths, and inclusion of missing values. We also characterise the datasets, and identify similarities and differences among them, by conducting a feature analysis. Furthermore, we present the performance of a set of standard baseline forecasting methods over all datasets across eight error metrics, for the benefit of researchers using the archive to benchmark their forecasting algorithms.

Forecasting is an important task in many domains, such as technology and economics. However existing forecasting benchmarks largely lack comprehensive confidence assessment, focus on limited question types, and often consist of artificial questions that do not align with real-world human forecasting needs. To address these gaps, we introduce FOReCAst (Future Outcome Reasoning and Confidence Assessment), a benchmark that evaluates models' ability to make predictions and their confidence in them. FOReCAst spans diverse forecasting scenarios involving Boolean questions, timeframe prediction, and quantity estimation, enabling a comprehensive evaluation of both prediction accuracy and confidence calibration for real-world applications.

Forecasting is a critical task in decision-making across numerous domains. While historical numerical data provide a start, they fail to convey the complete context for reliable and accurate predictions. Human forecasters frequently rely on additional information, such as background knowledge and constraints, which can efficiently be communicated through natural language. However, in spite of recent progress with LLM-based forecasters, their ability to effectively integrate this textual information remains an open question. To address this, we introduce "Context is Key" (CiK), a time-series forecasting benchmark that pairs numerical data with diverse types of carefully crafted textual context, requiring models to integrate both modalities; crucially, every task in CiK requires understanding textual context to be solved successfully. We evaluate a range of approaches, including statistical models, time series foundation models, and LLM-based forecasters, and propose a simple yet effective LLM prompting method that outperforms all other tested methods on our benchmark. Our experiments highlight the importance of incorporating contextual information, demonstrate surprising performance when using LLM-based forecasting models, and also reveal some of their critical shortcomings. This benchmark aims to advance multimodal forecasting by promoting models that are both accurate and accessible to decision-makers with varied technical expertise. The benchmark can be visualized at https://servicenow.github.io/context-is-key-forecasting/v0/.

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical data. Accurate forecasting is essential for making well-informed decisions across industries. When it comes to electric vehicles (EVs), precise predictions play a key role in planning infrastructure development, load balancing, and energy management. This study introduces a BI-LSTM embedding denoising autoencoder model (BDM) designed to address time series problems, focusing on short-term EV charging load prediction. The performance of the proposed model is evaluated by comparing it with benchmark models like Transformer, CNN, RNN, LSTM, and GRU. Based on the results of the study, the proposed model outperforms the benchmark models in four of the five-time steps, demonstrating its effectiveness for time series forecasting. This research makes a significant contribution to enhancing time series forecasting, thereby improving decision-making processes.

Time series forecasting is central to decision-making in domains as diverse as energy, finance, climate, and public health. In practice, forecasters face thousands of short, noisy series that vary in frequency, quality, and horizon, where the dominant cost lies not in model fitting, but in the labor-intensive preprocessing, validation, and ensembling required to obtain reliable predictions. Prevailing statistical and deep learning models are tailored to specific datasets or domains and generalize poorly. A general, domain-agnostic framework that minimizes human intervention is urgently in demand. In this paper, we introduce TimeSeriesScientist (TSci), the first LLM-driven agentic framework for general time series forecasting. The framework comprises four specialized agents: Curator performs LLM-guided diagnostics augmented by external tools that reason over data statistics to choose targeted preprocessing; Planner narrows the hypothesis space of model choice by leveraging multi-modal diagnostics and self-planning over the input; Forecaster performs model fitting and validation and, based on the results, adaptively selects the best model configuration as well as ensemble strategy to make final predictions; and Reporter synthesizes the whole process into a comprehensive, transparent report. With transparent natural-language rationales and comprehensive reports, TSci transforms the forecasting workflow into a white-box system that is both interpretable and extensible across tasks. Empirical results on eight established benchmarks demonstrate that TSci consistently outperforms both statistical and LLM-based baselines, reducing forecast error by an average of 10.4% and 38.2%, respectively. Moreover, TSci produces a clear and rigorous report that makes the forecasting workflow more transparent and interpretable.

Forecasts of future events are essential inputs into informed decision-making. Machine learning (ML) systems have the potential to deliver forecasts at scale, but there is no framework for evaluating the accuracy of ML systems on a standardized set of forecasting questions. To address this gap, we introduce ForecastBench: a dynamic benchmark that evaluates the accuracy of ML systems on an automatically generated and regularly updated set of 1,000 forecasting questions. To avoid any possibility of data leakage, ForecastBench is comprised solely of questions about future events that have no known answer at the time of submission. We quantify the capabilities of current ML systems by collecting forecasts from expert (human) forecasters, the general public, and LLMs on a random subset of questions from the benchmark (N=200). While LLMs have achieved super-human performance on many benchmarks, they perform less well here: expert forecasters outperform the top-performing LLM (p-value <0.001). We display system and human scores in a public leaderboard at www.forecastbench.org.

International trade policies have recently garnered attention for limiting cross-border exchange of essential goods (e.g. steel, aluminum, soybeans, and beef). Since trade critically affects employment and wages, predicting future patterns of trade is a high-priority for policy makers around the world. While traditional economic models aim to be reliable predictors, we consider the possibility that Machine Learning (ML) techniques allow for better predictions to inform policy decisions. Open-government data provide the fuel to power the algorithms that can explain and forecast trade flows to inform policies. Data collected in this article describe international trade transactions and commonly associated economic factors. Machine learning (ML) models deployed include: ARIMA, GBoosting, XGBoosting, and LightGBM for predicting future trade patterns, and K-Means clustering of countries according to economic factors. Unlike short-term and subjective (straight-line) projections and medium-term (aggre-gated) projections, ML methods provide a range of data-driven and interpretable projections for individual commodities. Models, their results, and policies are introduced and evaluated for prediction quality.

Armed conflict has led to an unprecedented number of internally displaced persons (IDPs) - individuals who are forced out of their homes but remain within their country. IDPs often urgently require shelter, food, and healthcare, yet prediction of when large fluxes of IDPs will cross into an area remains a major challenge for aid delivery organizations. Accurate forecasting of IDP migration would empower humanitarian aid groups to more effectively allocate resources during conflicts. We show that monthly flow of IDPs from province to province in both Syria and Yemen can be accurately forecasted one month in advance, using publicly available data. We model monthly IDP flow using data on food price, fuel price, wage, geospatial, and news data. We find that machine learning approaches can more accurately forecast migration trends than baseline persistence models. Our findings thus potentially enable proactive aid allocation for IDPs in anticipation of forecasted arrivals.

Warm-sector heavy rainfall often occurs along the coast of South China, and it is usually localized and long-lasting, making it challenging to predict. High-resolution numerical weather prediction (NWP) models are increasingly used to better resolve topographic features and forecast such high-impact weather events. However, when the grid spacing becomes comparable to the length scales of convection, known as the gray zone, the turbulent eddies in the atmospheric boundary layer are only partially resolved and parameterized to some extent. Whether using a convection parameterization (CP) scheme in the gray zone remains controversial. Scale-aware CP schemes are developed to enhance the representation of convective transport within the gray zone. The multi-scale Kain-Fritsch (MSKF) scheme includes modifications that allow for its effective implementation at a grid resolution as high as 2 km. In recent years, there has been an increasing application of machine learning (ML) models to various domains of atmospheric sciences, including the replacement of physical parameterizations with ML models. This work proposes a multi-output bidirectional long short-term memory (Bi-LSTM) model as a replace the scale-aware MSKF CP scheme. The Weather Research and Forecast (WRF) model is used to generate training and testing data over South China at a horizontal resolution of 5 km. Furthermore, the WRF model is coupled with the ML based CP scheme and compared with WRF simulations with original MSKF scheme. The results demonstrate that the Bi-LSTM model can achieve high accuracy, indicating the potential use of ML models to substitute the MSKF scheme in the gray zone.

Artificial Intelligence (AI) weather prediction (AIWP) models often produce "blurry" precipitation forecasts that overestimate drizzle and underestimate extremes. This study provides a novel solution to tackle this problem -- integrating terrain-following coordinates with global mass and energy conservation schemes into AIWP models. Forecast experiments are conducted to evaluate the effectiveness of this solution using FuXi, an example AIWP model, adapted to 1.0-degree grid spacing data. Verification results show large performance gains. The conservation schemes are found to reduce drizzle bias, whereas using terrain-following coordinates improves the estimation of extreme events and precipitation intensity spectra. Furthermore, a case study reveals that terrain-following coordinates capture near-surface winds better over mountains, offering AIWP models more accurate information on understanding the dynamics of precipitation processes. The proposed solution of this study can benefit a wide range of AIWP models and bring insights into how atmospheric domain knowledge can support the development of AIWP models.

Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize recent time series observations as new training samples and update model parameters according to the forecasting feedback on recent data. However, they overlook a critical issue: obtaining ground-truth future values of each sample should be delayed until after the forecast horizon. This delay creates a temporal gap between the training samples and the test sample. Our empirical analysis reveals that the gap can introduce concept drift, causing forecast models to adapt to outdated concepts. In this paper, we present Proceed, a novel proactive model adaptation framework for online time series forecasting. Proceed first estimates the concept drift between the recently used training samples and the current test sample. It then employs an adaptation generator to efficiently translate the estimated drift into parameter adjustments, proactively adapting the model to the test sample. To enhance the generalization capability of the framework, Proceed is trained on synthetic diverse concept drifts. Extensive experiments on five real-world datasets across various forecast models demonstrate that Proceed brings more performance improvements than the state-of-the-art online learning methods, significantly facilitating forecast models' resilience against concept drifts. Code is available at https://github.com/SJTU-DMTai/OnlineTSF.

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY 50 index values of the National Stock Exchange of India, over a period of four years, from January 2015 till December 2019. Based on the NIFTY data during the said period, we build various predictive models using machine learning approaches, and then use those models to predict the Close value of NIFTY 50 for the year 2019, with a forecast horizon of one week. For predicting the NIFTY index movement patterns, we use a number of classification methods, while for forecasting the actual Close values of NIFTY index, various regression models are built. We, then, augment our predictive power of the models by building a deep learning-based regression model using Convolutional Neural Network with a walk-forward validation. The CNN model is fine-tuned for its parameters so that the validation loss stabilizes with increasing number of iterations, and the training and validation accuracies converge. We exploit the power of CNN in forecasting the future NIFTY index values using three approaches which differ in number of variables used in forecasting, number of sub-models used in the overall models and, size of the input data for training the models. Extensive results are presented on various metrics for all classification and regression models. The results clearly indicate that CNN-based multivariate forecasting model is the most effective and accurate in predicting the movement of NIFTY index values with a weekly forecast horizon.

The weather forecasting system is important for science and society, and significant achievements have been made in applying artificial intelligence (AI) to medium-range weather forecasting. However, existing AI-based weather forecasting models rely on analysis or reanalysis products from traditional numerical weather prediction (NWP) systems as initial conditions for making predictions. Initial states are typically generated by traditional data assimilation components, which are computational expensive and time-consuming. Here we present an AI-based data assimilation model, i.e., Adas, for global weather variables. By introducing the confidence matrix, Adas employs gated convolution to handle sparse observations and gated cross-attention for capturing the interactions between the background and observations. Further, we combine Adas with the advanced AI-based forecasting model (i.e., FengWu) to construct the first end-to-end AI-based global weather forecasting system: FengWu-Adas. We demonstrate that Adas can assimilate global observations to produce high-quality analysis, enabling the system operate stably for long term. Moreover, we are the first to apply the methods to real-world scenarios, which is more challenging and has considerable practical application potential. We have also achieved the forecasts based on the analyses generated by AI with a skillful forecast lead time exceeding that of the IFS for the first time.

Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, and availability of high-performance hardware has made it possible to process and analyze high volume stock market time series data effectively, in real-time. Among many other important characteristics and behavior of such data, forecasting is an area which has witnessed considerable focus. In this work, we have used time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the trend, the seasonal component, and the random component. Based on this structural analysis, we have also designed five approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. Extensive results are presented to demonstrate the effectiveness of our proposed decomposition approaches of time series and the efficiency of our forecasting techniques, even in presence of a random component and a sharply changing trend component in the time-series.

Background: Electronic Health Records hold detailed longitudinal information about each patient's health status and general clinical history, a large portion of which is stored within the unstructured text. Existing approaches focus mostly on structured data and a subset of single-domain outcomes. We explore how temporal modelling of patients from free text and structured data, using deep generative transformers can be used to forecast a wide range of future disorders, substances, procedures or findings. Methods: We present Foresight, a novel transformer-based pipeline that uses named entity recognition and linking tools to convert document text into structured, coded concepts, followed by providing probabilistic forecasts for future medical events such as disorders, substances, procedures and findings. We processed the entire free-text portion from three different hospital datasets totalling 811336 patients covering both physical and mental health. Findings: On tests in two UK hospitals (King's College Hospital, South London and Maudsley) and the US MIMIC-III dataset precision@10 0.68, 0.76 and 0.88 was achieved for forecasting the next disorder in a patient timeline, while precision@10 of 0.80, 0.81 and 0.91 was achieved for forecasting the next biomedical concept. Foresight was also validated on 34 synthetic patient timelines by five clinicians and achieved relevancy of 97% for the top forecasted candidate disorder. As a generative model, it can forecast follow-on biomedical concepts for as many steps as required. Interpretation: Foresight is a general-purpose model for biomedical concept modelling that can be used for real-world risk forecasting, virtual trials and clinical research to study the progression of disorders, simulate interventions and counterfactuals, and educational purposes.

Accurate forecasts for day-ahead photovoltaic (PV) power generation are crucial to support a high PV penetration rate in the local electricity grid and to assure stability in the grid. We use state-of-the-art tree-based machine learning methods to produce such forecasts and, unlike previous studies, we hereby account for (i) the effects various meteorological as well as astronomical features have on PV power production, and this (ii) at coarse as well as granular spatial locations. To this end, we use data from Belgium and forecast day-ahead PV power production at an hourly resolution. The insights from our study can assist utilities, decision-makers, and other stakeholders in optimizing grid operations, economic dispatch, and in facilitating the integration of distributed PV power into the electricity grid.

Conventional surveillance systems for monitoring infectious diseases, such as influenza, face challenges due to shortage of skilled healthcare professionals, remoteness of communities and absence of communication infrastructures. Internet-based approaches for surveillance are appealing logistically as well as economically. Search engine queries and Twitter have been the primarily used data sources in such approaches. The aim of this study is to assess the predictive power of an alternative data source, Instagram. By using 317 weeks of publicly available data from Instagram, we trained several machine learning algorithms to both nowcast and forecast the number of official influenza-like illness incidents in Finland where population-wide official statistics about the weekly incidents are available. In addition to date and hashtag count features of online posts, we were able to utilize also the visual content of the posted images with the help of deep convolutional neural networks. Our best nowcasting model reached a mean absolute error of 11.33 incidents per week and a correlation coefficient of 0.963 on the test data. Forecasting models for predicting 1 week and 2 weeks ahead showed statistical significance as well by reaching correlation coefficients of 0.903 and 0.862, respectively. This study demonstrates how social media and in particular, digital photographs shared in them, can be a valuable source of information for the field of infodemiology.

A key aspect of temporal domains is the ability to make predictions multiple time steps into the future, a process known as multi-step forecasting (MSF). At the core of this process is selecting a forecasting strategy, however, with no existing frameworks to map out the space of strategies, practitioners are left with ad-hoc methods for strategy selection. In this work, we propose Stratify, a parameterised framework that addresses multi-step forecasting, unifying existing strategies and introducing novel, improved strategies. We evaluate Stratify on 18 benchmark datasets, five function classes, and short to long forecast horizons (10, 20, 40, 80). In over 84% of 1080 experiments, novel strategies in Stratify improved performance compared to all existing ones. Importantly, we find that no single strategy consistently outperforms others in all task settings, highlighting the need for practitioners explore the Stratify space to carefully search and select forecasting strategies based on task-specific requirements. Our results are the most comprehensive benchmarking of known and novel forecasting strategies. We make code available to reproduce our results.

Advances in medical imaging technologies have enabled the collection of longitudinal images, which involve repeated scanning of the same patients over time, to monitor disease progression. However, predictive modeling of such data remains challenging due to high dimensionality, irregular sampling, and data sparsity. To address these issues, we propose ImageFlowNet, a novel model designed to forecast disease trajectories from initial images while preserving spatial details. ImageFlowNet first learns multiscale joint representation spaces across patients and time points, then optimizes deterministic or stochastic flow fields within these spaces using a position-parameterized neural ODE/SDE framework. The model leverages a UNet architecture to create robust multiscale representations and mitigates data scarcity by combining knowledge from all patients. We provide theoretical insights that support our formulation of ODEs, and motivate our regularizations involving high-level visual features, latent space organization, and trajectory smoothness. We validate ImageFlowNet on three longitudinal medical image datasets depicting progression in geographic atrophy, multiple sclerosis, and glioblastoma, demonstrating its ability to effectively forecast disease progression and outperform existing methods. Our contributions include the development of ImageFlowNet, its theoretical underpinnings, and empirical validation on real-world datasets. The official implementation is available at https://github.com/KrishnaswamyLab/ImageFlowNet.

We introduce AutoGluon-TimeSeries - an open-source AutoML library for probabilistic time series forecasting. Focused on ease of use and robustness, AutoGluon-TimeSeries enables users to generate accurate point and quantile forecasts with just 3 lines of Python code. Built on the design philosophy of AutoGluon, AutoGluon-TimeSeries leverages ensembles of diverse forecasting models to deliver high accuracy within a short training time. AutoGluon-TimeSeries combines both conventional statistical models, machine-learning based forecasting approaches, and ensembling techniques. In our evaluation on 29 benchmark datasets, AutoGluon-TimeSeries demonstrates strong empirical performance, outperforming a range of forecasting methods in terms of both point and quantile forecast accuracy, and often even improving upon the best-in-hindsight combination of prior methods.

This paper presents a systematic study of scaling laws for the deepfake detection task. Specifically, we analyze the model performance against the number of real image domains, deepfake generation methods, and training images. Since no existing dataset meets the scale requirements for this research, we construct ScaleDF, the largest dataset to date in this field, which contains over 5.8 million real images from 51 different datasets (domains) and more than 8.8 million fake images generated by 102 deepfake methods. Using ScaleDF, we observe power-law scaling similar to that shown in large language models (LLMs). Specifically, the average detection error follows a predictable power-law decay as either the number of real domains or the number of deepfake methods increases. This key observation not only allows us to forecast the number of additional real domains or deepfake methods required to reach a target performance, but also inspires us to counter the evolving deepfake technology in a data-centric manner. Beyond this, we examine the role of pre-training and data augmentations in deepfake detection under scaling, as well as the limitations of scaling itself.

Studies show that the model-independent, fully non-perturbative covariant cosmographic approach is suitable for analyzing the local Universe (zlesssim 0.1). However, accurately characterizing large and inhomogeneous mass distributions requires the fourth-order term in the redshift expansion of the covariant luminosity distance d_L(z,n). We calculate the covariant snap parameter S and its spherical harmonic multipole moments using the matter expansion tensor and the evolution equations for lightray bundles. The fourth-order term adds 36 degrees of freedom, since the highest independent multipole of the snap is the 32-pole (dotriacontapole) (ell=5). Including this term helps to de-bias estimations of the covariant deceleration parameter. Given that observations suggest axially symmetric anisotropies in the Hubble diagram for z lesssim 0.1 and theory shows that only a subset of multipoles contributes to the signal, we demonstrate that only 12 degrees of freedom are needed for a model-independent description of the local universe. We use an analytical axisymmetric model of the local Universe, with data that matches the Zwicky Transient Facility survey, in order to provide a numerical example of the amplitude of the snap multipoles and to forecast precision.

Air pollution poses a significant threat to public health and well-being, particularly in urban areas. This study introduces a series of machine-learning models that integrate data from the Sentinel-5P satellite, meteorological conditions, and topological characteristics to forecast future levels of five major pollutants. The investigation delineates the process of data collection, detailing the combination of diverse data sources utilized in the study. Through experiments conducted in the Milan metropolitan area, the models demonstrate their efficacy in predicting pollutant levels for the forthcoming day, achieving a percentage error of around 30%. The proposed models are advantageous as they are independent of monitoring stations, facilitating their use in areas without existing infrastructure. Additionally, we have released the collected dataset to the public, aiming to stimulate further research in this field. This research contributes to advancing our understanding of urban air quality dynamics and emphasizes the importance of amalgamating satellite, meteorological, and topographical data to develop robust pollution forecasting models.

Global medium-range weather forecasting is critical to decision-making across many social and economic domains. Traditional numerical weather prediction uses increased compute resources to improve forecast accuracy, but cannot directly use historical weather data to improve the underlying model. We introduce a machine learning-based method called "GraphCast", which can be trained directly from reanalysis data. It predicts hundreds of weather variables, over 10 days at 0.25 degree resolution globally, in under one minute. We show that GraphCast significantly outperforms the most accurate operational deterministic systems on 90% of 1380 verification targets, and its forecasts support better severe event prediction, including tropical cyclones, atmospheric rivers, and extreme temperatures. GraphCast is a key advance in accurate and efficient weather forecasting, and helps realize the promise of machine learning for modeling complex dynamical systems.

Molecular dynamics (MD) simulations play a crucial role in scientific research. Yet their computational cost often limits the timescales and system sizes that can be explored. Most data-driven efforts have been focused on reducing the computational cost of accurate interatomic forces required for solving the equations of motion. Despite their success, however, these machine learning interatomic potentials (MLIPs) are still bound to small time-steps. In this work, we introduce TrajCast, a transferable and data-efficient framework based on autoregressive equivariant message passing networks that directly updates atomic positions and velocities lifting the constraints imposed by traditional numerical integration. We benchmark our framework across various systems, including a small molecule, crystalline material, and bulk liquid, demonstrating excellent agreement with reference MD simulations for structural, dynamical, and energetic properties. Depending on the system, TrajCast allows for forecast intervals up to 30times larger than traditional MD time-steps, generating over 15 ns of trajectory data per day for a solid with more than 4,000 atoms. By enabling efficient large-scale simulations over extended timescales, TrajCast can accelerate materials discovery and explore physical phenomena beyond the reach of traditional simulations and experiments. An open-source implementation of TrajCast is accessible under https://github.com/IBM/trajcast.

In this study, we propose a volume-to-point framework for quantitative precipitation estimation (QPE) based on the Quantitative Precipitation Estimation and Segregation Using Multiple Sensor (QPESUMS) Mosaic Radar data set. With a data volume consisting of the time series of gridded radar reflectivities over the Taiwan area, we used machine learning algorithms to establish a statistical model for QPE in weather stations. The model extracts spatial and temporal features from the input data volume and then associates these features with the location-specific precipitations. In contrast to QPE methods based on the Z-R relation, we leverage the machine learning algorithms to automatically detect the evolution and movement of weather systems and associate these patterns to a location with specific topographic attributes. Specifically, we evaluated this framework with the hourly precipitation data of 45 weather stations in Taipei during 2013-2016. In comparison to the operational QPE scheme used by the Central Weather Bureau, the volume-to-point framework performed comparably well in general cases and excelled in detecting heavy-rainfall events. By using the current results as the reference benchmark, the proposed method can integrate the heterogeneous data sources and potentially improve the forecast in extreme precipitation scenarios.

This work addresses the challenge of forecasting urban water dynamics by developing a multi-input, multi-output deep learning model that incorporates both endogenous variables (e.g., water height or discharge) and exogenous factors (e.g., precipitation history and forecast reports). Unlike conventional forecasting, the proposed model, AquaCast, captures both inter-variable and temporal dependencies across all inputs, while focusing forecast solely on endogenous variables. Exogenous inputs are fused via an embedding layer, eliminating the need to forecast them and enabling the model to attend to their short-term influences more effectively. We evaluate our approach on the LausanneCity dataset, which includes measurements from four urban drainage sensors, and demonstrate state-of-the-art performance when using only endogenous variables. Performance also improves with the inclusion of exogenous variables and forecast reports. To assess generalization and scalability, we additionally test the model on three large-scale synthesized datasets, generated from MeteoSwiss records, the Lorenz Attractors model, and the Random Fields model, each representing a different level of temporal complexity across 100 nodes. The results confirm that our model consistently outperforms existing baselines and maintains a robust and accurate forecast across both real and synthetic datasets.

In traditional quantitative trading practice, navigating the complicated and dynamic financial market presents a persistent challenge. Fully capturing various market variables, including long-term information, as well as essential signals that may lead to profit remains a difficult task for learning algorithms. In order to tackle this challenge, this paper introduces quantformer, an enhanced neural network architecture based on transformers, to build investment factors. By transfer learning from sentiment analysis, quantformer not only exploits its original inherent advantages in capturing long-range dependencies and modeling complex data relationships, but is also able to solve tasks with numerical inputs and accurately forecast future returns over a given period. This work collects more than 5,000,000 rolling data of 4,601 stocks in the Chinese capital market from 2010 to 2019. The results of this study demonstrated the model's superior performance in predicting stock trends compared with other 100 factor-based quantitative strategies. Notably, the model's innovative use of transformer-liked model to establish factors, in conjunction with market sentiment information, has been shown to enhance the accuracy of trading signals significantly, thereby offering promising implications for the future of quantitative trading strategies.

Fake news detection has been a critical task for maintaining the health of the online news ecosystem. However, very few existing works consider the temporal shift issue caused by the rapidly-evolving nature of news data in practice, resulting in significant performance degradation when training on past data and testing on future data. In this paper, we observe that the appearances of news events on the same topic may display discernible patterns over time, and posit that such patterns can assist in selecting training instances that could make the model adapt better to future data. Specifically, we design an effective framework FTT (Forecasting Temporal Trends), which could forecast the temporal distribution patterns of news data and then guide the detector to fast adapt to future distribution. Experiments on the real-world temporally split dataset demonstrate the superiority of our proposed framework. The code is available at https://github.com/ICTMCG/FTT-ACL23.

Quality analysis of weather forecasts is an essential topic in meteorology. Although traditional score-based evaluation metrics can quantify certain forecast errors, they are still far from meteorological experts in terms of descriptive capability, interpretability, and understanding of dynamic evolution. With the rapid development of Multi-modal Large Language Models (MLLMs), these models become potential tools to overcome the above challenges. In this work, we introduce an MLLM-based weather forecast analysis method, RadarQA, integrating key physical attributes with detailed assessment reports. We introduce a novel and comprehensive task paradigm for multi-modal quality analysis, encompassing both single frame and sequence, under both rating and assessment scenarios. To support training and benchmarking, we design a hybrid annotation pipeline that combines human expert labeling with automated heuristics. With such an annotation method, we construct RQA-70K, a large-scale dataset with varying difficulty levels for radar forecast quality evaluation. We further design a multi-stage training strategy that iteratively improves model performance at each stage. Extensive experiments show that RadarQA outperforms existing general MLLMs across all evaluation settings, highlighting its potential for advancing quality analysis in weather prediction.

Precise crop yield prediction is essential for improving agricultural practices and ensuring crop resilience in varying climates. Integrating weather data across the growing season, especially for different crop varieties, is crucial for understanding their adaptability in the face of climate change. In the MLCAS2021 Crop Yield Prediction Challenge, we utilized a dataset comprising 93,028 training records to forecast yields for 10,337 test records, covering 159 locations across 28 U.S. states and Canadian provinces over 13 years (2003-2015). This dataset included details on 5,838 distinct genotypes and daily weather data for a 214-day growing season, enabling comprehensive analysis. As one of the winning teams, we developed two novel convolutional neural network (CNN) architectures: the CNN-DNN model, combining CNN and fully-connected networks, and the CNN-LSTM-DNN model, with an added LSTM layer for weather variables. Leveraging the Generalized Ensemble Method (GEM), we determined optimal model weights, resulting in superior performance compared to baseline models. The GEM model achieved lower RMSE (5.55% to 39.88%), reduced MAE (5.34% to 43.76%), and higher correlation coefficients (1.1% to 10.79%) when evaluated on test data. We applied the CNN-DNN model to identify top-performing genotypes for various locations and weather conditions, aiding genotype selection based on weather variables. Our data-driven approach is valuable for scenarios with limited testing years. Additionally, a feature importance analysis using RMSE change highlighted the significance of location, MG, year, and genotype, along with the importance of weather variables MDNI and AP.

We focus on solving the univariate times series point forecasting problem using deep learning. We propose a deep neural architecture based on backward and forward residual links and a very deep stack of fully-connected layers. The architecture has a number of desirable properties, being interpretable, applicable without modification to a wide array of target domains, and fast to train. We test the proposed architecture on several well-known datasets, including M3, M4 and TOURISM competition datasets containing time series from diverse domains. We demonstrate state-of-the-art performance for two configurations of N-BEATS for all the datasets, improving forecast accuracy by 11% over a statistical benchmark and by 3% over last year's winner of the M4 competition, a domain-adjusted hand-crafted hybrid between neural network and statistical time series models. The first configuration of our model does not employ any time-series-specific components and its performance on heterogeneous datasets strongly suggests that, contrarily to received wisdom, deep learning primitives such as residual blocks are by themselves sufficient to solve a wide range of forecasting problems. Finally, we demonstrate how the proposed architecture can be augmented to provide outputs that are interpretable without considerable loss in accuracy.

Recent deep learning approaches for river discharge forecasting have improved the accuracy and efficiency in flood forecasting, enabling more reliable early warning systems for risk management. Nevertheless, existing deep learning approaches in hydrology remain largely confined to local-scale applications and do not leverage the inherent spatial connections of bodies of water. Thus, there is a strong need for new deep learning methodologies that are capable of modeling spatio-temporal relations to improve river discharge and flood forecasting for scientific and operational applications. To address this, we present RiverMamba, a novel deep learning model that is pretrained with long-term reanalysis data and that can forecast global river discharge and floods on a 0.05^circ grid up to 7 days lead time, which is of high relevance in early warning. To achieve this, RiverMamba leverages efficient Mamba blocks that enable the model to capture spatio-temporal relations in very large river networks and enhance its forecast capability for longer lead times. The forecast blocks integrate ECMWF HRES meteorological forecasts, while accounting for their inaccuracies through spatio-temporal modeling. Our analysis demonstrates that RiverMamba provides reliable predictions of river discharge across various flood return periods, including extreme floods, and lead times, surpassing both AI- and physics-based models. The source code and datasets are publicly available at the project page https://hakamshams.github.io/RiverMamba.

This paper proposes to model chaos in the ATM cash withdrawal time series of a big Indian bank and forecast the withdrawals using deep learning methods. It also considers the importance of day-of-the-week and includes it as a dummy exogenous variable. We first modelled the chaos present in the withdrawal time series by reconstructing the state space of each series using the lag, and embedding dimension found using an auto-correlation function and Cao's method. This process converts the uni-variate time series into multi variate time series. The "day-of-the-week" is converted into seven features with the help of one-hot encoding. Then these seven features are augmented to the multivariate time series. For forecasting the future cash withdrawals, using algorithms namely ARIMA, random forest (RF), support vector regressor (SVR), multi-layer perceptron (MLP), group method of data handling (GMDH), general regression neural network (GRNN), long short term memory neural network and 1-dimensional convolutional neural network. We considered a daily cash withdrawals data set from an Indian commercial bank. After modelling chaos and adding exogenous features to the data set, we observed improvements in the forecasting for all models. Even though the random forest (RF) yielded better Symmetric Mean Absolute Percentage Error (SMAPE) value, deep learning algorithms, namely LSTM and 1D CNN, showed similar performance compared to RF, based on t-test.

Foundation models have transformed machine learning for language and vision, but achieving comparable impact in physical simulation remains a challenge. Data heterogeneity and unstable long-term dynamics inhibit learning from sufficiently diverse dynamics, while varying resolutions and dimensionalities challenge efficient training on modern hardware. Through empirical and theoretical analysis, we incorporate new approaches to mitigate these obstacles, including a harmonic-analysis-based stabilization method, load-balanced distributed 2D and 3D training strategies, and compute-adaptive tokenization. Using these tools, we develop Walrus, a transformer-based foundation model developed primarily for fluid-like continuum dynamics. Walrus is pretrained on nineteen diverse scenarios spanning astrophysics, geoscience, rheology, plasma physics, acoustics, and classical fluids. Experiments show that Walrus outperforms prior foundation models on both short and long term prediction horizons on downstream tasks and across the breadth of pretraining data, while ablation studies confirm the value of our contributions to forecast stability, training throughput, and transfer performance over conventional approaches. Code and weights are released for community use.

Scaling laws are a critical component of the LLM development pipeline, most famously as a way to forecast training decisions such as 'compute-optimally' trading-off parameter count and dataset size, alongside a more recent growing list of other crucial decisions. In this work, we ask whether compute-optimal scaling behaviour can be skill-dependent. In particular, we examine knowledge and reasoning-based skills such as knowledge-based QA and code generation, and we answer this question in the affirmative: scaling laws are skill-dependent. Next, to understand whether skill-dependent scaling is an artefact of the pretraining datamix, we conduct an extensive ablation of different datamixes and find that, also when correcting for datamix differences, knowledge and code exhibit fundamental differences in scaling behaviour. We conclude with an analysis of how our findings relate to standard compute-optimal scaling using a validation set, and find that a misspecified validation set can impact compute-optimal parameter count by nearly 50%, depending on its skill composition.

Chaos and unpredictability are traditionally synonymous, yet large-scale machine learning methods recently have demonstrated a surprising ability to forecast chaotic systems well beyond typical predictability horizons. However, recent works disagree on whether specialized methods grounded in dynamical systems theory, such as reservoir computers or neural ordinary differential equations, outperform general-purpose large-scale learning methods such as transformers or recurrent neural networks. These prior studies perform comparisons on few individually-chosen chaotic systems, thereby precluding robust quantification of how statistical modeling choices and dynamical invariants of different chaotic systems jointly determine empirical predictability. Here, we perform the largest to-date comparative study of forecasting methods on the classical problem of forecasting chaos: we benchmark 24 state-of-the-art forecasting methods on a crowdsourced database of 135 low-dimensional systems with 17 forecast metrics. We find that large-scale, domain-agnostic forecasting methods consistently produce predictions that remain accurate up to two dozen Lyapunov times, thereby accessing a new long-horizon forecasting regime well beyond classical methods. We find that, in this regime, accuracy decorrelates with classical invariant measures of predictability like the Lyapunov exponent. However, in data-limited settings outside the long-horizon regime, we find that physics-based hybrid methods retain a comparative advantage due to their strong inductive biases.

Forecasting future world events is a challenging but valuable task. Forecasts of climate, geopolitical conflict, pandemics and economic indicators help shape policy and decision making. In these domains, the judgment of expert humans contributes to the best forecasts. Given advances in language modeling, can these forecasts be automated? To this end, we introduce Autocast, a dataset containing thousands of forecasting questions and an accompanying news corpus. Questions are taken from forecasting tournaments, ensuring high quality, real-world importance, and diversity. The news corpus is organized by date, allowing us to precisely simulate the conditions under which humans made past forecasts (avoiding leakage from the future). Motivated by the difficulty of forecasting numbers across orders of magnitude (e.g. global cases of COVID-19 in 2022), we also curate IntervalQA, a dataset of numerical questions and metrics for calibration. We test language models on our forecasting task and find that performance is far below a human expert baseline. However, performance improves with increased model size and incorporation of relevant information from the news corpus. In sum, Autocast poses a novel challenge for large language models and improved performance could bring large practical benefits.

Forecasting future events is important for policy and decision making. In this work, we study whether language models (LMs) can forecast at the level of competitive human forecasters. Towards this goal, we develop a retrieval-augmented LM system designed to automatically search for relevant information, generate forecasts, and aggregate predictions. To facilitate our study, we collect a large dataset of questions from competitive forecasting platforms. Under a test set published after the knowledge cut-offs of our LMs, we evaluate the end-to-end performance of our system against the aggregates of human forecasts. On average, the system nears the crowd aggregate of competitive forecasters, and in some settings surpasses it. Our work suggests that using LMs to forecast the future could provide accurate predictions at scale and help to inform institutional decision making.

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks, models for time series forecasting are often specialized, necessitating distinct designs for different tasks and applications. While pre-trained foundation models have made impressive strides in NLP and CV, their development in time series domains has been constrained by data sparsity. Recent studies have revealed that large language models (LLMs) possess robust pattern recognition and reasoning abilities over complex sequences of tokens. However, the challenge remains in effectively aligning the modalities of time series data and natural language to leverage these capabilities. In this work, we present Time-LLM, a reprogramming framework to repurpose LLMs for general time series forecasting with the backbone language models kept intact. We begin by reprogramming the input time series with text prototypes before feeding it into the frozen LLM to align the two modalities. To augment the LLM's ability to reason with time series data, we propose Prompt-as-Prefix (PaP), which enriches the input context and directs the transformation of reprogrammed input patches. The transformed time series patches from the LLM are finally projected to obtain the forecasts. Our comprehensive evaluations demonstrate that Time-LLM is a powerful time series learner that outperforms state-of-the-art, specialized forecasting models. Moreover, Time-LLM excels in both few-shot and zero-shot learning scenarios.

Traditional time-series forecasting often focuses only on minimizing prediction errors, ignoring the specific requirements of real-world applications that employ them. This paper presents a new training methodology, which allows a forecasting model to dynamically adjust its focus based on the importance of forecast ranges specified by the end application. Unlike previous methods that fix these ranges beforehand, our training approach breaks down predictions over the entire signal range into smaller segments, which are then dynamically weighted and combined to produce accurate forecasts. We tested our method on standard datasets, including a new dataset from wireless communication, and found that not only it improves prediction accuracy but also improves the performance of end application employing the forecasting model. This research provides a basis for creating forecasting systems that better connect prediction and decision-making in various practical applications.

A data-driven model (DDM) suitable for regional weather forecasting applications is presented. The model extends the Artificial Intelligence Forecasting System by introducing a stretched-grid architecture that dedicates higher resolution over a regional area of interest and maintains a lower resolution elsewhere on the globe. The model is based on graph neural networks, which naturally affords arbitrary multi-resolution grid configurations. The model is applied to short-range weather prediction for the Nordics, producing forecasts at 2.5 km spatial and 6 h temporal resolution. The model is pre-trained on 43 years of global ERA5 data at 31 km resolution and is further refined using 3.3 years of 2.5 km resolution operational analyses from the MetCoOp Ensemble Prediction System (MEPS). The performance of the model is evaluated using surface observations from measurement stations across Norway and is compared to short-range weather forecasts from MEPS. The DDM outperforms both the control run and the ensemble mean of MEPS for 2 m temperature. The model also produces competitive precipitation and wind speed forecasts, but is shown to underestimate extreme events.

In a rapidly evolving job market, skill demand forecasting is crucial as it enables policymakers and businesses to anticipate and adapt to changes, ensuring that workforce skills align with market needs, thereby enhancing productivity and competitiveness. Additionally, by identifying emerging skill requirements, it directs individuals towards relevant training and education opportunities, promoting continuous self-learning and development. However, the absence of comprehensive datasets presents a significant challenge, impeding research and the advancement of this field. To bridge this gap, we present Job-SDF, a dataset designed to train and benchmark job-skill demand forecasting models. Based on 10.35 million public job advertisements collected from major online recruitment platforms in China between 2021 and 2023, this dataset encompasses monthly recruitment demand for 2,324 types of skills across 521 companies. Our dataset uniquely enables evaluating skill demand forecasting models at various granularities, including occupation, company, and regional levels. We benchmark a range of models on this dataset, evaluating their performance in standard scenarios, in predictions focused on lower value ranges, and in the presence of structural breaks, providing new insights for further research. Our code and dataset are publicly accessible via the https://github.com/Job-SDF/benchmark.

Weather forecasting is one of the cornerstones of meteorological work. In this paper, we present a new benchmark dataset named Weather2K, which aims to make up for the deficiencies of existing weather forecasting datasets in terms of real-time, reliability, and diversity, as well as the key bottleneck of data quality. To be specific, our Weather2K is featured from the following aspects: 1) Reliable and real-time data. The data is hourly collected from 2,130 ground weather stations covering an area of 6 million square kilometers. 2) Multivariate meteorological variables. 20 meteorological factors and 3 constants for position information are provided with a length of 40,896 time steps. 3) Applicable to diverse tasks. We conduct a set of baseline tests on time series forecasting and spatio-temporal forecasting. To the best of our knowledge, our Weather2K is the first attempt to tackle weather forecasting task by taking full advantage of the strengths of observation data from ground weather stations. Based on Weather2K, we further propose Meteorological Factors based Multi-Graph Convolution Network (MFMGCN), which can effectively construct the intrinsic correlation among geographic locations based on meteorological factors. Sufficient experiments show that MFMGCN improves both the forecasting performance and temporal robustness. We hope our Weather2K can significantly motivate researchers to develop efficient and accurate algorithms to advance the task of weather forecasting. The dataset can be available at https://github.com/bycnfz/weather2k/.

Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance. Despite recent advances, forecasting accuracy remains limited due to the challenge of integrating historical numerical sequences with contextual features, which often comprise unstructured textual data. To address this challenge, we propose TokenCast, an LLM-driven framework that leverages language-based symbolic representations as a unified intermediary for context-aware time series forecasting. Specifically, TokenCast employs a discrete tokenizer to transform continuous numerical sequences into temporal tokens, enabling structural alignment with language-based inputs. To bridge the semantic gap between modalities, both temporal and contextual tokens are embedded into a shared representation space via a pre-trained large language model (LLM), further optimized with autoregressive generative objectives. Building upon this unified semantic space, the aligned LLM is subsequently fine-tuned in a supervised manner to predict future temporal tokens, which are then decoded back into the original numerical space. Extensive experiments on diverse real-world datasets enriched with contextual features demonstrate the effectiveness and generalizability of TokenCast.

Motivated by recent advances in large language models for Natural Language Processing (NLP), we design a time-series foundation model for forecasting whose out-of-the-box zero-shot performance on a variety of public datasets comes close to the accuracy of state-of-the-art supervised forecasting models for each individual dataset. Our model is based on pretraining a patched-decoder style attention model on a large time-series corpus, and can work well across different forecasting history lengths, prediction lengths and temporal granularities.

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time series as text using large language models (LLMs), these methods remain limited by the discrete nature of token sequences and lack the perceptual intuition humans typically apply, such as interpreting visual patterns. In this paper, we propose a multimodal contrastive learning framework that transforms raw time series into structured visual and textual perspectives. Rather than using natural language or real-world images, we construct both modalities directly from numerical sequences. We then align these views in a shared semantic space via contrastive learning, enabling the model to capture richer and more complementary representations. Furthermore, we introduce a variate selection module that leverages the aligned representations to identify the most informative variables for multivariate forecasting. Extensive experiments on fifteen short-term and six long-term forecasting benchmarks demonstrate that our approach consistently outperforms strong unimodal and cross-modal baselines, highlighting the effectiveness of multimodal alignment in enhancing time series forecasting. Code is available at: https://github.com/Ironieser/TimesCLIP.

Severe convective weather events, such as hail, tornadoes, and thunderstorms, often occur quickly yet cause significant damage, costing billions of dollars every year. This highlights the importance of forecasting severe weather threats hours in advance to better prepare meteorologists and residents in at-risk areas. Can modern large foundation models perform such forecasting? Existing weather benchmarks typically focus only on predicting time-series changes in certain weather parameters (e.g., temperature, moisture) with text-only features. In this work, we introduce WeatherQA, the first multimodal dataset designed for machines to reason about complex combinations of weather parameters (a.k.a., ingredients) and predict severe weather in real-world scenarios. The dataset includes over 8,000 (multi-images, text) pairs for diverse severe weather events. Each pair contains rich information crucial for forecasting -- the images describe the ingredients capturing environmental instability, surface observations, and radar reflectivity, and the text contains forecast analyses written by human experts. With WeatherQA, we evaluate state-of-the-art vision language models, including GPT4, Claude3.5, Gemini-1.5, and a fine-tuned Llama3-based VLM, by designing two challenging tasks: (1) multi-choice QA for predicting affected area and (2) classification of the development potential of severe convection. These tasks require deep understanding of domain knowledge (e.g., atmospheric dynamics) and complex reasoning over multimodal data (e.g., interactions between weather parameters). We show a substantial gap between the strongest VLM, GPT4o, and human reasoning. Our comprehensive case study with meteorologists further reveals the weaknesses of the models, suggesting that better training and data integration are necessary to bridge this gap. WeatherQA link: https://github.com/chengqianma/WeatherQA.

Recognizing that traditional forecasting models often rely solely on historical demand, this work investigates the potential of data-driven techniques to automatically select and integrate market indicators for improving customer demand predictions. By adopting an exploratory methodology, we integrate macroeconomic time series, such as national GDP growth, from the Eurostat database into Neural Prophet and SARIMAX forecasting models. Suitable time series are automatically identified through different state-of-the-art feature selection methods and applied to sales data from our industrial partner. It could be shown that forecasts can be significantly enhanced by incorporating external information. Notably, the potential of feature selection methods stands out, especially due to their capability for automation without expert knowledge and manual selection effort. In particular, the Forward Feature Selection technique consistently yielded superior forecasting accuracy for both SARIMAX and Neural Prophet across different company sales datasets. In the comparative analysis of the errors of the selected forecasting models, namely Neural Prophet and SARIMAX, it is observed that neither model demonstrates a significant superiority over the other.

Machine-based prediction of real-world events is garnering attention due to its potential for informed decision-making. Whereas traditional forecasting predominantly hinges on structured data like time-series, recent breakthroughs in language models enable predictions using unstructured text. In particular, (Zou et al., 2022) unveils AutoCast, a new benchmark that employs news articles for answering forecasting queries. Nevertheless, existing methods still trail behind human performance. The cornerstone of accurate forecasting, we argue, lies in identifying a concise, yet rich subset of news snippets from a vast corpus. With this motivation, we introduce AutoCast++, a zero-shot ranking-based context retrieval system, tailored to sift through expansive news document collections for event forecasting. Our approach first re-ranks articles based on zero-shot question-passage relevance, honing in on semantically pertinent news. Following this, the chosen articles are subjected to zero-shot summarization to attain succinct context. Leveraging a pre-trained language model, we conduct both the relevance evaluation and article summarization without needing domain-specific training. Notably, recent articles can sometimes be at odds with preceding ones due to new facts or unanticipated incidents, leading to fluctuating temporal dynamics. To tackle this, our re-ranking mechanism gives preference to more recent articles, and we further regularize the multi-passage representation learning to align with human forecaster responses made on different dates. Empirical results underscore marked improvements across multiple metrics, improving the performance for multiple-choice questions (MCQ) by 48% and true/false (TF) questions by up to 8%.

WeatherBench 2 is an update to the global, medium-range (1-14 day) weather forecasting benchmark proposed by Rasp et al. (2020), designed with the aim to accelerate progress in data-driven weather modeling. WeatherBench 2 consists of an open-source evaluation framework, publicly available training, ground truth and baseline data as well as a continuously updated website with the latest metrics and state-of-the-art models: https://sites.research.google/weatherbench. This paper describes the design principles of the evaluation framework and presents results for current state-of-the-art physical and data-driven weather models. The metrics are based on established practices for evaluating weather forecasts at leading operational weather centers. We define a set of headline scores to provide an overview of model performance. In addition, we also discuss caveats in the current evaluation setup and challenges for the future of data-driven weather forecasting.

We present Visuelle 2.0, the first dataset useful for facing diverse prediction problems that a fast-fashion company has to manage routinely. Furthermore, we demonstrate how the use of computer vision is substantial in this scenario. Visuelle 2.0 contains data for 6 seasons / 5355 clothing products of Nuna Lie, a famous Italian company with hundreds of shops located in different areas within the country. In particular, we focus on a specific prediction problem, namely short-observation new product sale forecasting (SO-fore). SO-fore assumes that the season has started and a set of new products is on the shelves of the different stores. The goal is to forecast the sales for a particular horizon, given a short, available past (few weeks), since no earlier statistics are available. To be successful, SO-fore approaches should capture this short past and exploit other modalities or exogenous data. To these aims, Visuelle 2.0 is equipped with disaggregated data at the item-shop level and multi-modal information for each clothing item, allowing computer vision approaches to come into play. The main message that we deliver is that the use of image data with deep networks boosts performances obtained when using the time series in long-term forecasting scenarios, ameliorating the WAPE and MAE by up to 5.48% and 7% respectively compared to competitive baseline methods. The dataset is available at https://humaticslab.github.io/forecasting/visuelle

By encoding time series as a string of numerical digits, we can frame time series forecasting as next-token prediction in text. Developing this approach, we find that large language models (LLMs) such as GPT-3 and LLaMA-2 can surprisingly zero-shot extrapolate time series at a level comparable to or exceeding the performance of purpose-built time series models trained on the downstream tasks. To facilitate this performance, we propose procedures for effectively tokenizing time series data and converting discrete distributions over tokens into highly flexible densities over continuous values. We argue the success of LLMs for time series stems from their ability to naturally represent multimodal distributions, in conjunction with biases for simplicity, and repetition, which align with the salient features in many time series, such as repeated seasonal trends. We also show how LLMs can naturally handle missing data without imputation through non-numerical text, accommodate textual side information, and answer questions to help explain predictions. While we find that increasing model size generally improves performance on time series, we show GPT-4 can perform worse than GPT-3 because of how it tokenizes numbers, and poor uncertainty calibration, which is likely the result of alignment interventions such as RLHF.

Recent advancements in time series forecasting have explored augmenting models with text or vision modalities to improve accuracy. While text provides contextual understanding, it often lacks fine-grained temporal details. Conversely, vision captures intricate temporal patterns but lacks semantic context, limiting the complementary potential of these modalities. To address this, we propose \method, a novel multimodal framework that leverages pre-trained Vision-Language Models (VLMs) to bridge temporal, visual, and textual modalities for enhanced forecasting. Our framework comprises three key components: (1) a Retrieval-Augmented Learner, which extracts enriched temporal features through memory bank interactions; (2) a Vision-Augmented Learner, which encodes time series as informative images; and (3) a Text-Augmented Learner, which generates contextual textual descriptions. These components collaborate with frozen pre-trained VLMs to produce multimodal embeddings, which are then fused with temporal features for final prediction. Extensive experiments demonstrate that Time-VLM achieves superior performance, particularly in few-shot and zero-shot scenarios, thereby establishing a new direction for multimodal time series forecasting. Code is available at https://github.com/CityMind-Lab/ICML25-TimeVLM.

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named GPHT. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach under the channel-independent assumption, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling a single model to forecast at arbitrary horizon settings. We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task, providing support for verifying the feasibility of pretrained time series large models.

Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.

Weather forecasting is a fundamental problem for anticipating and mitigating the impacts of climate change. Recently, data-driven approaches for weather forecasting based on deep learning have shown great promise, achieving accuracies that are competitive with operational systems. However, those methods often employ complex, customized architectures without sufficient ablation analysis, making it difficult to understand what truly contributes to their success. Here we introduce Stormer, a simple transformer model that achieves state-of-the-art performance on weather forecasting with minimal changes to the standard transformer backbone. We identify the key components of Stormer through careful empirical analyses, including weather-specific embedding, randomized dynamics forecast, and pressure-weighted loss. At the core of Stormer is a randomized forecasting objective that trains the model to forecast the weather dynamics over varying time intervals. During inference, this allows us to produce multiple forecasts for a target lead time and combine them to obtain better forecast accuracy. On WeatherBench 2, Stormer performs competitively at short to medium-range forecasts and outperforms current methods beyond 7 days, while requiring orders-of-magnitude less training data and compute. Additionally, we demonstrate Stormer's favorable scaling properties, showing consistent improvements in forecast accuracy with increases in model size and training tokens. Code and checkpoints are available at https://github.com/tung-nd/stormer.

Predicting the future is of great interest across many aspects of human activity. Businesses are interested in future trends, traders are interested in future stock prices, and companies are highly interested in future technological breakthroughs. While there are many automated systems for predicting future numerical data, such as weather, stock prices, and demand for products, there is relatively little work in automatically predicting textual data. Humans are interested in textual data predictions because it is a natural format for our consumption, and experts routinely make predictions in a textual format (Christensen et al., 2004; Tetlock & Gardner, 2015; Frick, 2015). However, there has been relatively little formalization of this general problem in the machine learning or natural language processing communities. To address this gap, we introduce the task of future language modeling: probabilistic modeling of texts in the future based on a temporal history of texts. To our knowledge, our work is the first work to formalize the task of predicting the future in this way. We show that it is indeed possible to build future language models that improve upon strong non-temporal language model baselines, opening the door to working on this important, and widely applicable problem.

Progress in large language models is constrained by an evaluation bottleneck: build a benchmark, evaluate models and settings, then iterate. We therefore ask a simple question: can we forecast outcomes before running any experiments? We study text-only performance forecasting: estimating a model's score from a redacted task description and intended configuration, with no access to dataset instances. To support systematic study, we curate PRECOG, a corpus of redacted description-performance pairs spanning diverse tasks, domains, and metrics. Experiments show the task is challenging but feasible: models equipped with a retrieval module that excludes source papers achieve moderate prediction performance with well-calibrated uncertainty, reaching mean absolute error as low as 8.7 on the Accuracy subset at high-confidence thresholds. Our analysis indicates that stronger reasoning models engage in diverse, iterative querying, whereas current open-source models lag and often skip retrieval or gather evidence with limited diversity. We further test a zero-leakage setting, forecasting on newly released datasets or experiments before their papers are indexed, where GPT-5 with built-in web search still attains nontrivial prediction accuracy. Overall, our corpus and analyses offer an initial step toward open-ended anticipatory evaluation, supporting difficulty estimation and smarter experiment prioritization.

Recent advancements in deep learning models for time series forecasting have been significant. These models often leverage fundamental time series properties such as seasonality and non-stationarity, which may suggest an intrinsic link between model performance and data properties. However, existing benchmark datasets fail to offer diverse and well-defined temporal patterns, restricting the systematic evaluation of such connections. Additionally, there is no effective model recommendation approach, leading to high time and cost expenditures when testing different architectures across different downstream applications. For those reasons, we propose ARIES, a framework for assessing relation between time series properties and modeling strategies, and for recommending deep forcasting models for realistic time series. First, we construct a synthetic dataset with multiple distinct patterns, and design a comprehensive system to compute the properties of time series. Next, we conduct an extensive benchmarking of over 50 forecasting models, and establish the relationship between time series properties and modeling strategies. Our experimental results reveal a clear correlation. Based on these findings, we propose the first deep forecasting model recommender, capable of providing interpretable suggestions for real-world time series. In summary, ARIES is the first study to establish the relations between the properties of time series data and modeling strategies, while also implementing a model recommendation system. The code is available at: https://github.com/blisky-li/ARIES.

Time series has been left behind in the era of pre-training and transfer learning. While research in the fields of natural language processing and computer vision are enjoying progressively larger datasets to train massive models, the most popular time series datasets consist of only tens of thousands of time steps, limiting our ability to study the effectiveness of pre-training and scaling. Recent studies have also cast doubt on the need for expressive models and scale. To alleviate these issues, we introduce three large-scale time series forecasting datasets from the cloud operations (CloudOps) domain, the largest having billions of observations, enabling further study into pre-training and scaling of time series models. We build the empirical groundwork for studying pre-training and scaling of time series models and pave the way for future research by identifying a promising candidate architecture. We show that it is a strong zero-shot baseline and benefits from further scaling, both in model and dataset size. Accompanying these datasets and results is a suite of comprehensive benchmark results comparing classical and deep learning baselines to our pre-trained method - achieving a 27% reduction in error on the largest dataset. Code and datasets will be released.

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series datasets often suffer from inherent biases and imbalanced distributions, leading to suboptimal model performance and generalization. To address this gap, we introduce BLAST, a novel pre-training corpus designed to enhance data diversity through a balanced sampling strategy. First, BLAST incorporates 321 billion observations from publicly available datasets and employs a comprehensive suite of statistical metrics to characterize time series patterns. Then, to facilitate pattern-oriented sampling, the data is implicitly clustered using grid-based partitioning. Furthermore, by integrating grid sampling and grid mixup techniques, BLAST ensures a balanced and representative coverage of diverse patterns. Experimental results demonstrate that models pre-trained on BLAST achieve state-of-the-art performance with a fraction of the computational resources and training tokens required by existing methods. Our findings highlight the pivotal role of data diversity in improving both training efficiency and model performance for the universal forecasting task.

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual modalities to enhance forecasting performance. However, the vast discrepancy between text and temporal data often leads current multimodal architectures to over-emphasise one modality while neglecting the other, resulting in information loss that harms forecasting performance. To address this modality imbalance, we introduce BALM-TSF (Balanced Multimodal Alignment for LLM-Based Time Series Forecasting), a lightweight time series forecasting framework that maintains balance between the two modalities. Specifically, raw time series are processed by the time series encoder, while descriptive statistics of raw time series are fed to an LLM with learnable prompt, producing compact textual embeddings. To ensure balanced cross-modal context alignment of time series and textual embeddings, a simple yet effective scaling strategy combined with a contrastive objective then maps these textual embeddings into the latent space of the time series embeddings. Finally, the aligned textual semantic embeddings and time series embeddings are together integrated for forecasting. Extensive experiments on standard benchmarks show that, with minimal trainable parameters, BALM-TSF achieves state-of-the-art performance in both long-term and few-shot forecasting, confirming its ability to harness complementary information from text and time series. Code is available at https://github.com/ShiqiaoZhou/BALM-TSF.

We introduce NeuralProphet, a successor to Facebook Prophet, which set an industry standard for explainable, scalable, and user-friendly forecasting frameworks. With the proliferation of time series data, explainable forecasting remains a challenging task for business and operational decision making. Hybrid solutions are needed to bridge the gap between interpretable classical methods and scalable deep learning models. We view Prophet as a precursor to such a solution. However, Prophet lacks local context, which is essential for forecasting the near-term future and is challenging to extend due to its Stan backend. NeuralProphet is a hybrid forecasting framework based on PyTorch and trained with standard deep learning methods, making it easy for developers to extend the framework. Local context is introduced with auto-regression and covariate modules, which can be configured as classical linear regression or as Neural Networks. Otherwise, NeuralProphet retains the design philosophy of Prophet and provides the same basic model components. Our results demonstrate that NeuralProphet produces interpretable forecast components of equivalent or superior quality to Prophet on a set of generated time series. NeuralProphet outperforms Prophet on a diverse collection of real-world datasets. For short to medium-term forecasts, NeuralProphet improves forecast accuracy by 55 to 92 percent.

Accurately predicting the future would be an important milestone in the capabilities of artificial intelligence. However, research on the ability of large language models to provide probabilistic predictions about future events remains nascent. To empirically test this ability, we enrolled OpenAI's state-of-the-art large language model, GPT-4, in a three-month forecasting tournament hosted on the Metaculus platform. The tournament, running from July to October 2023, attracted 843 participants and covered diverse topics including Big Tech, U.S. politics, viral outbreaks, and the Ukraine conflict. Focusing on binary forecasts, we show that GPT-4's probabilistic forecasts are significantly less accurate than the median human-crowd forecasts. We find that GPT-4's forecasts did not significantly differ from the no-information forecasting strategy of assigning a 50% probability to every question. We explore a potential explanation, that GPT-4 might be predisposed to predict probabilities close to the midpoint of the scale, but our data do not support this hypothesis. Overall, we find that GPT-4 significantly underperforms in real-world predictive tasks compared to median human-crowd forecasts. A potential explanation for this underperformance is that in real-world forecasting tournaments, the true answers are genuinely unknown at the time of prediction; unlike in other benchmark tasks like professional exams or time series forecasting, where strong performance may at least partly be due to the answers being memorized from the training data. This makes real-world forecasting tournaments an ideal environment for testing the generalized reasoning and prediction capabilities of artificial intelligence going forward.

The fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic. One of the complexities is the volatility associated with stock prices. Volatility is a tendency for prices to change unexpectedly [1]. Price volatility is often detrimental to the return economics, and thus, investors should factor it in whenever making investment decisions, choices, and temporal or permanent moves. It is, therefore, crucial to make necessary and regular short and long-term stock price volatility forecasts for the safety and economics of investors returns. These forecasts should be accurate and not misleading. Different models and methods, such as ARCH GARCH models, have been intuitively implemented to make such forecasts. However, such traditional means fail to capture the short-term volatility forecasts effectively. This paper, therefore, investigates and implements a combination of numeric and probabilistic models for short-term volatility and return forecasting for high-frequency trades. The essence is that one-day-ahead volatility forecasts were made with Gaussian Processes (GPs) applied to the outputs of a Numerical market prediction (NMP) model. Firstly, the stock price data from NMP was corrected by a GP. Since it is not easy to set price limits in a market due to its free nature and randomness, a Censored GP was used to model the relationship between the corrected stock prices and returns. Forecasting errors were evaluated using the implied and estimated data.

This paper presents OLinear, a linear-based multivariate time series forecasting model that operates in an orthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize OrthoTrans, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, NormLin, which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://anonymous.4open.science/r/OLinear

Artificial Neural Networks (ANN) which are a branch of artificial intelligence, have shown their high value in lots of applications and are used as a suitable forecasting method. Therefore, this study aims at forecasting imports in OECD member selected countries and Iran for 20 seasons from 2021 to 2025 by means of ANN. Data related to the imports of such countries collected over 50 years from 1970 to 2019 from valid resources including World Bank, WTO, IFM,the data turned into seasonal data to increase the number of collected data for better performance and high accuracy of the network by using Diz formula that there were totally 200 data related to imports. This study has used LSTM to analyse data in Pycharm. 75% of data considered as training data and 25% considered as test data and the results of the analysis were forecasted with 99% accuracy which revealed the validity and reliability of the output. Since the imports is consumption function and since the consumption is influenced during Covid-19 Pandemic, so it is time-consuming to correct and improve it to be influential on the imports, thus the imports in the years after Covid-19 Pandemic has had a fluctuating trend.

With the rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, the research community has started spending considerable effort in technical analysis of such data. Forecasting is also an area which has witnessed a paradigm shift in its approach. In this work, we have used the time series of the index values of the Auto sector in India during January 2010 to December 2015 for a deeper understanding of the behavior of its three constituent components, e.g., the Trend, the Seasonal component, and the Random component. Based on this structural analysis, we have also designed three approaches for forecasting and also computed their accuracy in prediction using suitably chosen training and test data sets. The results clearly demonstrate the accuracy of our decomposition results and efficiency of our forecasting techniques, even in presence of a dominant Random component in the time series.

Modeling weather and climate is an essential endeavor to understand the near- and long-term impacts of climate change, as well as inform technology and policymaking for adaptation and mitigation efforts. In recent years, there has been a surging interest in applying data-driven methods based on machine learning for solving core problems such as weather forecasting and climate downscaling. Despite promising results, much of this progress has been impaired due to the lack of large-scale, open-source efforts for reproducibility, resulting in the use of inconsistent or underspecified datasets, training setups, and evaluations by both domain scientists and artificial intelligence researchers. We introduce ClimateLearn, an open-source PyTorch library that vastly simplifies the training and evaluation of machine learning models for data-driven climate science. ClimateLearn consists of holistic pipelines for dataset processing (e.g., ERA5, CMIP6, PRISM), implementation of state-of-the-art deep learning models (e.g., Transformers, ResNets), and quantitative and qualitative evaluation for standard weather and climate modeling tasks. We supplement these functionalities with extensive documentation, contribution guides, and quickstart tutorials to expand access and promote community growth. We have also performed comprehensive forecasting and downscaling experiments to showcase the capabilities and key features of our library. To our knowledge, ClimateLearn is the first large-scale, open-source effort for bridging research in weather and climate modeling with modern machine learning systems. Our library is available publicly at https://github.com/aditya-grover/climate-learn.

Weather forecasts are fundamentally uncertain, so predicting the range of probable weather scenarios is crucial for important decisions, from warning the public about hazardous weather, to planning renewable energy use. Here, we introduce GenCast, a probabilistic weather model with greater skill and speed than the top operational medium-range weather forecast in the world, the European Centre for Medium-Range Forecasts (ECMWF)'s ensemble forecast, ENS. Unlike traditional approaches, which are based on numerical weather prediction (NWP), GenCast is a machine learning weather prediction (MLWP) method, trained on decades of reanalysis data. GenCast generates an ensemble of stochastic 15-day global forecasts, at 12-hour steps and 0.25 degree latitude-longitude resolution, for over 80 surface and atmospheric variables, in 8 minutes. It has greater skill than ENS on 97.4% of 1320 targets we evaluated, and better predicts extreme weather, tropical cyclones, and wind power production. This work helps open the next chapter in operational weather forecasting, where critical weather-dependent decisions are made with greater accuracy and efficiency.

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

California is a global leader in agricultural production, contributing 12.5% of the United States total output and ranking as the fifth-largest food and cotton supplier in the world. Despite the availability of extensive historical yield data from the USDA National Agricultural Statistics Service, accurate and timely crop yield forecasting remains a challenge due to the complex interplay of environmental, climatic, and soil-related factors. In this study, we introduce a comprehensive crop yield benchmark dataset covering over 70 crops across all California counties from 2008 to 2022. The benchmark integrates diverse data sources, including Landsat satellite imagery, daily climate records, monthly evapotranspiration, and high-resolution soil properties. To effectively learn from these heterogeneous inputs, we develop a multi-modal deep learning model tailored for county-level, crop-specific yield forecasting. The model employs stratified feature extraction and a timeseries encoder to capture spatial and temporal dynamics during the growing season. Static inputs such as soil characteristics and crop identity inform long-term variability. Our approach achieves an overall R2 score of 0.76 across all crops of unseen test dataset, highlighting strong predictive performance across California diverse agricultural regions. This benchmark and modeling framework offer a valuable foundation for advancing agricultural forecasting, climate adaptation, and precision farming. The full dataset and codebase are publicly available at our GitHub repository.

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting, emerging from pre-training on a vast collection of time series datasets, envisions a single Large Time Series Model capable of addressing diverse downstream forecasting tasks. However, constructing such a model poses unique challenges specific to time series data: i) cross-frequency learning, ii) accommodating an arbitrary number of variates for multivariate time series, and iii) addressing the varying distributional properties inherent in large-scale data. To address these challenges, we present novel enhancements to the conventional time series Transformer architecture, resulting in our proposed Masked Encoder-based Universal Time Series Forecasting Transformer (Moirai). Trained on our newly introduced Large-scale Open Time Series Archive (LOTSA) featuring over 27B observations across nine domains, Moirai achieves competitive or superior performance as a zero-shot forecaster when compared to full-shot models. Code, model weights, and data will be released.

The widespread adoption of scalable mobile sensing has led to large amounts of time series data for real-world applications. A fundamental application is multivariate time series forecasting (MTSF), which aims to predict future time series values based on historical observations. Existing MTSF methods suffer from limited parameterization and small-scale training data. Recently, Large language models (LLMs) have been introduced in time series, which achieve promising forecasting performance but incur heavy computational costs. To solve these challenges, we propose TimeCMA, an LLM-empowered framework for time series forecasting with cross-modality alignment. We design a dual-modality encoding module with two branches, where the time series encoding branch extracts relatively low-quality yet pure embeddings of time series through an inverted Transformer. In addition, the LLM-empowered encoding branch wraps the same time series as prompts to obtain high-quality yet entangled prompt embeddings via a Pre-trained LLM. Then, we design a cross-modality alignment module to retrieve high-quality and pure time series embeddings from the prompt embeddings. Moreover, we develop a time series forecasting module to decode the aligned embeddings while capturing dependencies among multiple variables for forecasting. Notably, we tailor the prompt to encode sufficient temporal information into a last token and design the last token embedding storage to reduce computational costs. Extensive experiments on real data offer insight into the accuracy and efficiency of the proposed framework.

Time series data is fundamental to decision-making in many crucial domains including healthcare, finance, and environmental science. However, analyzing this data often requires incorporating unstructured contextual information, answering domain-specific questions, and generating natural language explanations -- capabilities that traditional time series models lack due to their inability to process text. While Large Language Models (LLMs) excel at contextual reasoning and knowledge integration, they struggle with numerical time series due to inefficient text-based representations and limited exposure to temporal data during pretraining. We address this gap by augmenting an LLM with specialized time series perception through a patch-based encoder-decoder architecture. We train this Time Series-augmented LLM (TsLLM) on a large corpus of over 2 million interleaved time series and text examples spanning diverse analysis tasks: forecasting with contextual information, time series question-answering, pattern explanation, classification with natural language outputs, and report generation. This training enables TsLLM to leverage both its language understanding and newly acquired temporal reasoning capabilities. While not designed to surpass specialized models on traditional benchmarks, TsLLM demonstrates strong performance on tasks requiring the integration of time series analysis with natural language -- capabilities that existing approaches cannot provide. Our work establishes a new paradigm for time series analysis that bridges numerical computation and natural language understanding, democratizing access to sophisticated temporal reasoning through natural language interaction.

We present a parsimonious deep learning weather prediction model to forecast seven atmospheric variables with 3-h time resolution for up to one-year lead times on a 110-km global mesh using the Hierarchical Equal Area isoLatitude Pixelization (HEALPix). In comparison to state-of-the-art (SOTA) machine learning (ML) weather forecast models, such as Pangu-Weather and GraphCast, our DLWP-HPX model uses coarser resolution and far fewer prognostic variables. Yet, at one-week lead times, its skill is only about one day behind both SOTA ML forecast models and the SOTA numerical weather prediction model from the European Centre for Medium-Range Weather Forecasts. We report several improvements in model design, including switching from the cubed sphere to the HEALPix mesh, inverting the channel depth of the U-Net, and introducing gated recurrent units (GRU) on each level of the U-Net hierarchy. The consistent east-west orientation of all cells on the HEALPix mesh facilitates the development of location-invariant convolution kernels that successfully propagate weather patterns across the globe without requiring separate kernels for the polar and equatorial faces of the cube sphere. Without any loss of spectral power after the first two days, the model can be unrolled autoregressively for hundreds of steps into the future to generate realistic states of the atmosphere that respect seasonal trends, as showcased in one-year simulations.

Accurate electricity load forecasting is essential for grid stability, resource optimization, and renewable energy integration. While transformer-based deep learning models like TimeGPT have gained traction in time-series forecasting, their effectiveness in long-term electricity load prediction remains uncertain. This study evaluates forecasting models ranging from classical regression techniques to advanced deep learning architectures using data from the ESD 2025 competition. The dataset includes two years of historical electricity load data, alongside temperature and global horizontal irradiance (GHI) across five sites, with a one-day-ahead forecasting horizon. Since actual test set load values remain undisclosed, leveraging predicted values would accumulate errors, making this a long-term forecasting challenge. We employ (i) Principal Component Analysis (PCA) for dimensionality reduction and (ii) frame the task as a regression problem, using temperature and GHI as covariates to predict load for each hour, (iii) ultimately stacking 24 models to generate yearly forecasts. Our results reveal that deep learning models, including TimeGPT, fail to consistently outperform simpler statistical and machine learning approaches due to the limited availability of training data and exogenous variables. In contrast, XGBoost, with minimal feature engineering, delivers the lowest error rates across all test cases while maintaining computational efficiency. This highlights the limitations of deep learning in long-term electricity forecasting and reinforces the importance of model selection based on dataset characteristics rather than complexity. Our study provides insights into practical forecasting applications and contributes to the ongoing discussion on the trade-offs between traditional and modern forecasting methods.

This paper investigates the potential privacy risks associated with forecasting models, with specific emphasis on their application in the context of smart grids. While machine learning and deep learning algorithms offer valuable utility, concerns arise regarding their exposure of sensitive information. Previous studies have focused on classification models, overlooking risks associated with forecasting models. Deep learning based forecasting models, such as Long Short Term Memory (LSTM), play a crucial role in several applications including optimizing smart grid systems but also introduce privacy risks. Our study analyzes the ability of forecasting models to leak global properties and privacy threats in smart grid systems. We demonstrate that a black box access to an LSTM model can reveal a significant amount of information equivalent to having access to the data itself (with the difference being as low as 1% in Area Under the ROC Curve). This highlights the importance of protecting forecasting models at the same level as the data.

Planning safe robot motions in the presence of humans requires reliable forecasts of future human motion. However, simply predicting the most likely motion from prior interactions does not guarantee safety. Such forecasts fail to model the long tail of possible events, which are rarely observed in limited datasets. On the other hand, planning for worst-case motions leads to overtly conservative behavior and a "frozen robot". Instead, we aim to learn forecasts that predict counterfactuals that humans guard against. We propose a novel game-theoretic framework for joint planning and forecasting with the payoff being the performance of the planner against the demonstrator, and present practical algorithms to train models in an end-to-end fashion. We demonstrate that our proposed algorithm results in safer plans in a crowd navigation simulator and real-world datasets of pedestrian motion. We release our code at https://github.com/portal-cornell/Game-Theoretic-Forecasting-Planning.

Time series forecasting plays a crucial role in decision-making across various domains, but it presents significant challenges. Recent studies have explored image-driven approaches using computer vision models to address these challenges, often employing lineplots as the visual representation of time series data. In this paper, we propose a novel approach that uses time-frequency spectrograms as the visual representation of time series data. We introduce the use of a vision transformer for multimodal learning, showcasing the advantages of our approach across diverse datasets from different domains. To evaluate its effectiveness, we compare our method against statistical baselines (EMA and ARIMA), a state-of-the-art deep learning-based approach (DeepAR), other visual representations of time series data (lineplot images), and an ablation study on using only the time series as input. Our experiments demonstrate the benefits of utilizing spectrograms as a visual representation for time series data, along with the advantages of employing a vision transformer for simultaneous learning in both the time and frequency domains.

Social and collaborative platforms emit multivariate time-series traces in which early interactions-such as views, likes, or downloads-are followed, sometimes months or years later, by higher impact like citations, sales, or reviews. We formalize this setting as Lead-Lag Forecasting (LLF): given an early usage channel (the lead), predict a correlated but temporally shifted outcome channel (the lag). Despite the ubiquity of such patterns, LLF has not been treated as a unified forecasting problem within the time-series community, largely due to the absence of standardized datasets. To anchor research in LLF, here we present two high-volume benchmark datasets-arXiv (accesses -> citations of 2.3M papers) and GitHub (pushes/stars -> forks of 3M repositories)-and outline additional domains with analogous lead-lag dynamics, including Wikipedia (page views -> edits), Spotify (streams -> concert attendance), e-commerce (click-throughs -> purchases), and LinkedIn profile (views -> messages). Our datasets provide ideal testbeds for lead-lag forecasting, by capturing long-horizon dynamics across years, spanning the full spectrum of outcomes, and avoiding survivorship bias in sampling. We documented all technical details of data curation and cleaning, verified the presence of lead-lag dynamics through statistical and classification tests, and benchmarked parametric and non-parametric baselines for regression. Our study establishes LLF as a novel forecasting paradigm and lays an empirical foundation for its systematic exploration in social and usage data. Our data portal with downloads and documentation is available at https://lead-lag-forecasting.github.io/.

Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM (S^2IP-LLM) to align the pre-trained semantic space with time series embeddings space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, S^2IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed S^2IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.

Urgent care clinics and emergency departments around the world periodically suffer from extended wait times beyond patient expectations due to inadequate staffing levels. These delays have been linked with adverse clinical outcomes. Previous research into forecasting demand this domain has mostly used a collection of statistical techniques, with machine learning approaches only now beginning to emerge in recent literature. The forecasting problem for this domain is difficult and has also been complicated by the COVID-19 pandemic which has introduced an additional complexity to this estimation due to typical demand patterns being disrupted. This study explores the ability of machine learning methods to generate accurate patient presentations at two large urgent care clinics located in Auckland, New Zealand. A number of machine learning algorithms were explored in order to determine the most effective technique for this problem domain, with the task of making forecasts of daily patient demand three months in advance. The study also performed an in-depth analysis into the model behaviour in respect to the exploration of which features are most effective at predicting demand and which features are capable of adaptation to the volatility caused by the COVID-19 pandemic lockdowns. The results showed that ensemble-based methods delivered the most accurate and consistent solutions on average, generating improvements in the range of 23%-27% over the existing in-house methods for estimating the daily demand.

Climate and weather prediction traditionally relies on complex numerical simulations of atmospheric physics. Deep learning approaches, such as transformers, have recently challenged the simulation paradigm with complex network forecasts. However, they often act as data-driven black-box models that neglect the underlying physics and lack uncertainty quantification. We address these limitations with ClimODE, a spatiotemporal continuous-time process that implements a key principle of advection from statistical mechanics, namely, weather changes due to a spatial movement of quantities over time. ClimODE models precise weather evolution with value-conserving dynamics, learning global weather transport as a neural flow, which also enables estimating the uncertainty in predictions. Our approach outperforms existing data-driven methods in global and regional forecasting with an order of magnitude smaller parameterization, establishing a new state of the art.