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Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Statistics Theory · Mathematics 2020-01-01 Xiucai Ding , Zhou Zhou

Dynamic graphs serve as a generic abstraction and description of the evolutionary behaviors of various complex systems (e.g., social networks and communication networks). Temporal link prediction (TLP) is a classic yet challenging inference…

Social and Information Networks · Computer Science 2023-06-30 Meng Qin , Dit-Yan Yeung

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…

Machine Learning · Computer Science 2023-05-01 Peter Mlakar , Janko Merše , Jana Faganeli Pucer

We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches)…

Systems and Control · Electrical Eng. & Systems 2022-07-20 Honglin Wen , Pierre Pinson , Jinghuan Ma , Jie Gu , Zhijian Jin

Time series forecasting is important for applications spanning energy markets, climate analysis, and traffic management. However, existing methods struggle to effectively integrate exogenous texts and align them with the probabilistic…

Machine Learning · Computer Science 2025-07-30 Yueyang Yao , Jiajun Li , Xingyuan Dai , MengMeng Zhang , Xiaoyan Gong , Fei-Yue Wang , Yisheng Lv

Designing predictive models for subjective problems in natural language processing (NLP) remains challenging. This is mainly due to its non-deterministic nature and different perceptions of the content by different humans. It may be solved…

Artificial Intelligence · Computer Science 2023-12-12 Piotr Miłkowski , Konrad Karanowski , Patryk Wielopolski , Jan Kocoń , Przemysław Kazienko , Maciej Zięba

Spatio-temporal forecasting plays a crucial role in various sectors such as transportation systems, logistics, and supply chain management. However, existing methods are limited by their ability to handle large, complex datasets. To…

Machine Learning · Computer Science 2024-08-27 Sakhinana Sagar Srinivas , Chidaksh Ravuru , Geethan Sannidhi , Venkataramana Runkana

In the burgeoning domain of Large Language Models (LLMs), there is a growing interest in applying LLM to time series forecasting, with multiple studies focused on leveraging textual prompts to further enhance the predictive prowess. This…

Machine Learning · Computer Science 2024-11-19 Peisong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

We introduce a universal diffusion-based downscaling framework that lifts deterministic low-resolution weather forecasts into probabilistic high-resolution predictions without any model-specific fine-tuning. A single conditional diffusion…

Machine Learning · Computer Science 2026-04-21 Roberto Molinaro , Niall Siegenheim , Henry Martin , Mark Frey , Niels Poulsen , Philipp Seitz , Marvin Vincent Gabler

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps…

Machine Learning · Computer Science 2019-03-27 Qicheng Chang , Yishen Wang , Xiao Lu , Di Shi , Haifeng Li , Jiajun Duan , Zhiwei Wang

Accurately predicting fluid dynamics and evolution has been a long-standing challenge in physical sciences. Conventional deep learning methods often rely on the nonlinear modeling capabilities of neural networks to establish mappings…

Machine Learning · Computer Science 2025-04-09 Huaguan Chen , Yang Liu , Hao Sun

Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…

Machine Learning · Computer Science 2024-10-07 Yu Chen , Marin Biloš , Sarthak Mittal , Wei Deng , Kashif Rasul , Anderson Schneider

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Temporal Point Processes (TPPs) serve as the standard mathematical framework for modeling asynchronous event sequences in continuous time. However, classical TPP models are often constrained by strong assumptions, limiting their ability to…

Machine Learning · Computer Science 2023-07-11 Tanguy Bosser , Souhaib Ben Taieb

This technical report describes the usage, syntax, semantics and core algorithms of the probabilistic inductive logic programming framework PrASP. PrASP is a research software which integrates non-monotonic reasoning based on Answer Set…

Artificial Intelligence · Computer Science 2017-01-02 Matthias Nickles

Here, we propose a general method for probabilistic time series forecasting. We combine an autoregressive recurrent neural network to model temporal dynamics with Implicit Quantile Networks to learn a large class of distributions over a…

Machine Learning · Computer Science 2021-07-09 Adèle Gouttes , Kashif Rasul , Mateusz Koren , Johannes Stephan , Tofigh Naghibi

Probabilistic forecasting is not only a way to add more information to a prediction of the future, but it also builds on weaknesses in point prediction. Sudden changes in a time series can still be captured by a cumulative distribution…

Machine Learning · Computer Science 2025-11-19 Niklas Erdmann , Lars Bentsen , Roy Stenbro , Heine Nygard Riise , Narada Dilp Warakagoda , Paal E. Engelstad