Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

2535067591,012 · Jun 202019922001200920172026
48 results for base forecasts

Researchers improve deep ensemble forecast aggregation methods.

problem Aggregating forecast distributions from deep ensembles for better predictive performance.
method Comprehensive analysis of twelve benchmark data sets, comparing probability- and quantile-based aggregation methods for three neural network-based approaches.
result A general quantile aggregation framework for deep ensembles improves predictive performance in various settings.

Paper proposes a new method for selecting the best hierarchical forecasting approach.

problem Selecting the best method for reconciling base forecasts in hierarchical time series.
method Conditional hierarchical forecasting using machine learning and time series features.
result Conditional hierarchical forecasting leads to significantly more accurate forecasts, especially at lower levels.

Proposes a new algorithm for efficient probabilistic reconciliation of forecasts.

problem Ensuring coherence in forecasts for hierarchical time series.
method Bottom-Up Importance Sampling algorithm for any type of forecast distribution.
result Significant improvement over base probabilistic forecasts in experiments.

Time series forecasting models fail to consistently select the best model across different datasets.

problem Inconsistency in model selection for time series forecasting across varying data regimes.
method Characterized time series using descriptors like trend strength, seasonality, noise level, and temporal dependence. Developed a rule-based selection mechanism to map data regimes to candidate models.
result Rule-based model selection achieves low accuracy, with correct model identification occurring in only a small fraction of cases.

New tests for VaR and ES forecast encompassing using flexible link functions.

problem Testing forecast encompassing for Value at Risk and Expected Shortfall.
method Flexible link functions for testing convex forecast combinations and nonstandard asymptotic theory for boundary parameters.
result Tests based on new link functions outperform unrestricted linear link functions for one-step and multi-step forecasts.

Paper introduces probabilistic forecasting methods for cryptocurrency volatility.

problem Inadequate point forecasting methods for capturing full spectrum of volatility outcomes.
method Combines multiple base models (statistical and machine learning) to estimate conditional quantiles of cryptocurrency realized variance.
result QRS method outperforms sophisticated alternatives for Bitcoin volatility forecasting.

A new hierarchical forecasting method using machine learning improves forecast accuracy.

problem Improving forecast accuracy in hierarchical forecasting systems.
method Non-linear combination of base forecasts, focusing on both accuracy and coherence.
result The proposed method outperforms existing approaches, especially for diverse series.

An ensemble of randomized NNs improves time series forecasting accuracy.

problem Forecasting time series with multiple seasonality and nonstationarity.
method Randomized neural networks with pattern-based time series representation and diversity control strategies.
result Outperforms statistical and machine learning models in forecasting accuracy.

The study analyzes how probabilistic forecasts improve battery trading strategies in electricity markets.

problem Improvements in statistical forecast quality do not directly translate to economic value in battery trading strategies.
method The study frames battery optimization as a stochastic program based on fully probabilistic forecasts and examines decision quality under different uncertainty models.
result The study identifies two critical flaws in quantile-based trading strategies and provides theoretical justification and empirical evidence.

Enhances traffic forecasting with dynamic regression incorporating error modeling.

problem Improving accuracy of traffic forecasts using deep spatiotemporal models.
method Integrates matrix-variate autoregressive (AR) model into loss function for error series of base model.
result Improved traffic forecasting performance on SOTA models with interpretable AR coefficients.

ModelRadar evaluates forecasting models across multiple aspects.

problem Evaluating forecasting models using single scores hides relevant performance variations.
method ModelRadar, a framework for aspect-based evaluation of univariate time series forecasting models.
result NHITS performs best overall but its superiority varies with forecasting conditions.

This paper develops copula-based models for forecasting multivariate realized volatility.

problem Forecasting multivariate realized volatility matrices with hidden dependence structure.
method Copula-based time series models to capture hidden dependence structure and ensure positive definiteness.
result Copula-based models achieve significant performance in volatility matrix forecasting.

MPPN network improves long-term time series forecasting accuracy.

problem Inaccurate long-term time series forecasting due to noise and lack of interpretability.
method MPPN network constructs context-aware multi-resolution semantic units and employs multi-periodic pattern mining and channel adaptive module.
result MPPN significantly outperforms state-of-the-art methods on nine real-world benchmarks.

New method evaluates language model forecasters by checking consistency of predictions.

problem Evaluating the performance of language model forecasters is difficult due to lack of ground truth.
method Developed a consistency check framework based on arbitrage to evaluate forecasters.
result Consistency metrics correlate with ground truth performance of LLM forecasters.

Simplifies forecast combination by using diversity of out-of-sample forecasts.

problem Estimating optimal weights for forecast combinations is challenging.
method Use out-of-sample forecasts to extract features and calculate weights for forecast combination.
result Achieves superior forecasting performance in point forecasts and prediction intervals.

The study improves solar irradiance forecasts for Chile using machine learning.

problem Accurate short-term PV power forecasts for Chile's Atacama Desert.
method 8-member ensemble forecasts of solar irradiance using WRF model, calibrated with EMOS and DRN.
result Machine learning-based post-processing methods improve forecast accuracy and calibration.

We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove some results concerning the strong law of large numbers in the probability forecasting game with side information based on …

2012-04-16abs ↗pdf ↗

New neural network model improves long-term financial forecasts.

problem Challenges in forecasting financial time series with limited data.
method Spatiotemporal adaptive neural network using dynamic factor graph and attention-based mechanism.
result Significantly outperforms typical models in forecasting 21-day price trajectories.

The paper evaluates various forecasting methods for inflation, finding ML models superior.

problem Forecasting inflation using disaggregated data and machine learning.
method Examines traditional and machine learning models, including random forest, for disaggregated and aggregated inflation forecasts.
result Aggregating disaggregated forecasts performs similarly to survey-based expectations and aggregate models.

Improved wind speed forecasts for power generation using machine learning.

problem Improving the accuracy and reliability of wind speed predictions for power generation.
method A novel machine learning approach for calibrating wind speed ensemble forecasts.
result The proposed method improves the calibration and accuracy of probabilistic and point forecasts.

Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some information. We would ideally have a way to query the posterior probability of the enti…

2012-11-13abs ↗pdf ↗

ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.

problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.

Study compares different scoring rules for machine-learned weather forecasts, finding scale-awareness improves forecast realism.

problem Improving the accuracy of machine-learned probabilistic weather forecasts.
method Comparison of scoring rules (CRPS, fair global energy score, graph energy score) and analysis of their impact on forecast field spectra.
result Scale-awareness improves forecast realism, particularly in the tropics.

Novel time series forecasting method using sliding window signatures.

problem Challenges in forecasting nonlinear and delayed time series data.
method Ridge regression with signature features calculated on sliding windows.
result Signature features effectively encode temporal and nonlinear dependencies, leading to accurate forecasts.

EBLR improves time series forecasting with interpretable results.

problem Forecasting future events to reduce uncertainty.
method Iterative method starting with a base model, adding regression trees to explain errors at each iteration.
result EBLR substantially improves base model performance through extracted features and provides comparable performance to other methods.

Neural networks learn from ensemble forecasts without considering their order.

problem Improving reliability of probabilistic weather forecasts.
method Permutation-invariant neural networks for postprocessing ensemble forecasts.
result Models achieve state-of-the-art prediction quality in surface temperature and wind gust forecasts.