Koopman VAE

Beyond Static Uncertainty: Modeling Temporal Uncertainty Dynamics for Probabilistic Time Series Forecasting

arXiv:2603.24254v3 Announce Type: replace Abstract: Real-world time series exhibit temporally structured uncertainty: volatility clusters in turbulent regimes, dissipates in stable periods, and shifts abruptly around structural breaks. Yet many probabilistic forecasting methods estimate predictive uncertainty as an independent per-step quantity, leaving the evolution and persistence of volatility regimes under-modeled. We formalize this missing dimension as temporal uncertainty dynamics and...