forecasting engineers

Abstract: Time-series forecasting models typically use a fixed decoding strategy at inference time: either one-shot prediction of the full horizon or autoregressive rollout over atomic chunks. While one-shot decoding reduces error accumulation, it can discard useful sequential structure; conversely, autoregressive decoding preserves temporal dependencies but may compound errors. We argue that the optimal decoding strategy is not fixed across inputs, but should be selected adaptively for each forecasting instance. We propose a dynamic strategy selector that treats the forecast rollout schedule as an inference-time decision problem for frozen pretrained time-series foundation models. The selector is a learned network that ranks candidate rollout schedules using hidden states of the backbone, and is trained on historical windows of the evaluated tasks for each backbone. To make the candidate set tractable over the exponentially large space of horizon partitions, we use dynamic programming that reduces candidate evaluation to quadratic complexity while preserving much of the oracle gain. At deployment, five independently trained selectors vote on each decision, and the policy follows their consensus, falling back to the backbone's one-shot forecast where they disagree. The construction requires only the backbone's hidden states and lightweight selectors, with no fine-tuning of the forecasting backbone. On fev-bench with a frozen Chronos-2 backbone, agreement-gated selection improves point-forecast skill (MASE) over one-shot decoding with statistical significance, mostly on longer horizons. It recovers about 6-8% of the gain that the same dynamic program attains with ground-truth selection. With a frozen Moirai-1.1-R-small backbone, the improvement is also significant on the full benchmark, and for both backbones we claim gains in point accuracy only.

Abstract: We introduce a two-stage data-driven neural framework for discovering dynamically admissible extreme scenarios. Rather than assuming prior knowledge of the governing equations, the first stage infers the effective dynamical constraints directly from observational data. When the underlying physical system possesses suitable symmetries, the learned dynamics can be represented in a geometry-agnostic form, independent of any fixed grid, coordinate system, dimensionality, and intrinsic curvature. In the second stage, a physics-informed neural-search uses this learned dynamics to uncover rare, high-impact coherent structures that may not have appeared in the original observations. We demonstrate this framework through representative examples of increasing dimensionality and geometric complexity. Starting from a traditionally learned Duffing dynamics, we find a homoclinic pulse as a plausible localized extreme scenario. Next, since the same equation also appears in the stationary nonlinear Schrodinger system, with the coordinate interpreted as space instead of time, this pulse becomes a standing soliton. We then retrain the first stage using a geometry-agnostic neural representation, enabling the learned dynamics to be lifted to higher-dimensional space to obtain higher-dimensional solitary profile, known as Townes soliton. Finally, with a Liouville system, we demonstrate that dynamics learned from data on a (1+1)-dimensional Lorentzian quasi-manifold can be transferred to a (2+0)-dimensional Euclidean manifold to identify an instanton. Our approach can be applied to other coherent spatiotemporal structures, including kinks, rogue waves, compactons, peakons, and potentially even singularities, with applications in risk analysis, nonlinear forecasting, and anomaly detection.

Abstract: Causal representation learning for time-series data aims to identify latent states and their causal relations from observations. In this setting, an important challenge is to model both lagged causal relations across observation intervals and faster causal effects that appear as instantaneous relations within an interval, while accounting for nonstationarity in time-series data. However, methods that jointly handle these causal relations and nonstationarity remain limited. To address this gap, we establish sufficient conditions for identifying latent states up to component permutation and component-wise invertible transformations, and their instantaneous and lagged causal structures up to the same permutation, using an observed auxiliary variable, such as time or a condition label, associated with changes in transition-noise distributions. Based on these results, we propose iCReN, a framework that uses contrastive learning with discrete or continuous auxiliary variables to learn latent representations and estimate their instantaneous and lagged causal structures. Experiments demonstrate accurate recovery of latent states and both instantaneous and lagged causal structures on synthetic data and the utility of the learned representations for downstream forecasting on real-world data.

Abstract: Large language models have achieved significant progress in event forecasting, yet their probability outputs exhibit systematic calibration bias that varies heterogeneously across different domains and question types, undermining the trustworthiness of probabilistic outputs for decision-making under uncertainty. However, existing calibration methods typically correct probability outputs after prediction is complete, without modeling the structural sources of bias within the prediction process itself. To address this challenge, we decompose probabilistic prediction over causal-temporal hypergraphs into three stages, evidence weighting, evidence aggregation, and source fusion, and propose CHAIN, which designs stage-specific mechanisms to mitigate bias at each stage: (i) modulating the temporal decay function by causal topological distance, (ii) aggregating approximately independent causal chains via Noisy-OR after direction-aware deduplication, and (iii) driving adaptive fusion by causal coverage and directional balance. Experimental results on cross-domain forecasting benchmarks show CHAIN outperforms existing methods in expected calibration error, Brier score, and accuracy. Our project is available at https://github.com/QwenQKing/Chain.

Abstract: Time series foundation models must preserve multi-domain breadth, probabilistic output, and multiple temporal scales, but parameter count grows when each scale receives a separate representation. We introduce Fracast-0, a probabilistic forecasting foundation model that exploits temporal self-similarity to reuse one operator across scales. A parameter-free detector extracts significant seasonal structure. The encoder applies a shared local block along a geometric dilation ladder with scale conditioning, while the decoder combines context-gathered states with an explicit seasonal future state and reuses a second block along another ladder before emitting nine quantiles. Pretraining across six corpora preserves multi-domain breadth within 85,001 parameters. On 97 GIFT-Eval configurations without per-dataset fine-tuning, Fracast-0 is the smallest of 28 evaluated checkpoints and remains non-dominated in the aggregate parameter-accuracy plane with MASE 0.808 and WQL 0.564. It uses 42.0% fewer parameters than TinyCast, whose MASE and WQL are 4.2% and 3.3% lower. These results support cross-scale weight reuse as a practical route to further time series foundation model compression.

Abstract: Zero-shot time-series forecasting (TSF) is often described as forecasting without target-specific parameter updates, but that training-status condition does not specify what evidence the system may use. A frozen language model prompted with serialized values, a time-series model pretrained on broad forecasting corpora, and a retrieval-augmented forecaster may all satisfy the no-update condition while drawing on different transferable evidence. This paper argues that zero-shot TSF should therefore be governed as an evidence-access claim. We propose a source-first taxonomy that separates three primary evidence sources---frozen LLM prior reuse, parametric time-series pretraining, and retrieval-augmented external memory---from the architectures that implement them. After the source is identified, four additional audit questions remain: task interface, forecast object and scoring, prediction-time context, and resource budget. The resulting agenda is to make zero-shot leaderboards auditable by reporting evidence boundaries and interface assumptions alongside scores, so that benchmark progress reflects transferable forecasting capability rather than undisclosed changes in context, memory, or budget.