Probabilistic Time-Series
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Related Articles from SNS
ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting
arXiv:2606.02117v1 Announce Type: cross Abstract: Probabilistic time series forecasting has attracted increasing attention in financial applications due to the need to quantify risk and uncertainty in future observations. We propose ProbRes, a post-hoc probabilistic calibration method that explicitly learns and incorporates volatility dynamics into probabilistic forecasting, enabling effective handling of heteroskedastic data. During training, ProbRes employs two architecture-agnostic...
Report the Floor: A Training-Free Conformal Interval Is a Mandatory Baseline for Probabilistic Time-Series Forecasting
arXiv:2606.09473v1 Announce Type: cross Abstract: Probabilistic forecasters are increasingly learned, yet the baselines they are compared against are often weak or omitted. We show that the simplest possible conformal interval - a last-value point forecast wrapped in a finite-sample split-conformal residual quantile, with no parameters and no training - is a far stronger baseline than its near-total absence from recent learned-forecasting and conformal-time-series comparisons would suggest....
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
arXiv:2606.03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps. Real-world benchmarks offer limited failure attribution: researchers can observe underperformance, but often cannot isolate why because mechanisms are unobservable and entangled. Real financial data reveal only one realized path, making it difficult to assess tail-risk calibration or data efficiency.
The Dynamic-Probabilistic Consistency Gap in Chaotic Surrogate Modeling
arXiv:2605.31547v1 Announce Type: new Abstract: Dynamical systems reconstruction (DSR) aims to learn surrogate models that capture the dynamics underlying time-series data. Reliably deploying these surrogates requires uncertainty estimates consistent with the learned dynamics. We expose a dynamic-probabilistic consistency (DPC) gap: the pursuit of finite-horizon probabilistic objectives can degrade dynamics or decouple predictive uncertainty from the local tangent dynamics it ought to reflect.
Uncertainty-Guided Label Rebalancing for CPS Safety Monitoring
Announce Type: replace Abstract: Safety monitoring is essential for Cyber-Physical Systems (CPSs). However, unsafe events are rare in real-world CPS operations, creating an extreme class imbalance that degrades safety predictors. Standard rebalancing techniques perform poorly on time-series CPS telemetry, either generating unrealistic synthetic samples or overfitting on the minority class.
Disentangling Answer Engine Optimization from Platform Growth: A Log-Based Natural Experiment on ChatGPT Referral Traffic
Announce Type: new Abstract: Large language model (LLM) "answer engines" such as ChatGPT now send measurable referral traffic to the open web, and a practice analogous to search engine optimization, here called Answer Engine Optimization (AEO), has emerged. Public AEO success stories typically quote large raw growth multiples, but raw referral growth is confounded by the rapid platform-level growth of the answer engines themselves. We report a longitudinal field study on a single...