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Oct 15

An Evaluation of Deep Learning Models for Stock Market Trend Prediction

The stock market is a fundamental component of financial systems, reflecting economic health, providing investment opportunities, and influencing global dynamics. Accurate stock market predictions can lead to significant gains and promote better investment decisions. However, predicting stock market trends is challenging due to their non-linear and stochastic nature. This study investigates the efficacy of advanced deep learning models for short-term trend forecasting using daily and hourly closing prices from the S&P 500 index and the Brazilian ETF EWZ. The models explored include Temporal Convolutional Networks (TCN), Neural Basis Expansion Analysis for Time Series Forecasting (N-BEATS), Temporal Fusion Transformers (TFT), Neural Hierarchical Interpolation for Time Series Forecasting (N-HiTS), and Time-series Dense Encoder (TiDE). Furthermore, we introduce the Extended Long Short-Term Memory for Time Series (xLSTM-TS) model, an xLSTM adaptation optimised for time series prediction. Wavelet denoising techniques were applied to smooth the signal and reduce minor fluctuations, providing cleaner data as input for all approaches. Denoising significantly improved performance in predicting stock price direction. Among the models tested, xLSTM-TS consistently outperformed others. For example, it achieved a test accuracy of 72.82% and an F1 score of 73.16% on the EWZ daily dataset. By leveraging advanced deep learning models and effective data preprocessing techniques, this research provides valuable insights into the application of machine learning for market movement forecasting, highlighting both the potential and the challenges involved.

  • 3 authors
·
Aug 22, 2024

ShuttleSet: A Human-Annotated Stroke-Level Singles Dataset for Badminton Tactical Analysis

With the recent progress in sports analytics, deep learning approaches have demonstrated the effectiveness of mining insights into players' tactics for improving performance quality and fan engagement. This is attributed to the availability of public ground-truth datasets. While there are a few available datasets for turn-based sports for action detection, these datasets severely lack structured source data and stroke-level records since these require high-cost labeling efforts from domain experts and are hard to detect using automatic techniques. Consequently, the development of artificial intelligence approaches is significantly hindered when existing models are applied to more challenging structured turn-based sequences. In this paper, we present ShuttleSet, the largest publicly-available badminton singles dataset with annotated stroke-level records. It contains 104 sets, 3,685 rallies, and 36,492 strokes in 44 matches between 2018 and 2021 with 27 top-ranking men's singles and women's singles players. ShuttleSet is manually annotated with a computer-aided labeling tool to increase the labeling efficiency and effectiveness of selecting the shot type with a choice of 18 distinct classes, the corresponding hitting locations, and the locations of both players at each stroke. In the experiments, we provide multiple benchmarks (i.e., stroke influence, stroke forecasting, and movement forecasting) with baselines to illustrate the practicability of using ShuttleSet for turn-based analytics, which is expected to stimulate both academic and sports communities. Over the past two years, a visualization platform has been deployed to illustrate the variability of analysis cases from ShuttleSet for coaches to delve into players' tactical preferences with human-interactive interfaces, which was also used by national badminton teams during multiple international high-ranking matches.

  • 4 authors
·
Jun 7, 2023

Unfolding AIS transmission behavior for vessel movement modeling on noisy data leveraging machine learning

The oceans are a source of an impressive mixture of complex data that could be used to uncover relationships yet to be discovered. Such data comes from the oceans and their surface, such as Automatic Identification System (AIS) messages used for tracking vessels' trajectories. AIS messages are transmitted over radio or satellite at ideally periodic time intervals but vary irregularly over time. As such, this paper aims to model the AIS message transmission behavior through neural networks for forecasting upcoming AIS messages' content from multiple vessels, particularly in a simultaneous approach despite messages' temporal irregularities as outliers. We present a set of experiments comprising multiple algorithms for forecasting tasks with horizon sizes of varying lengths. Deep learning models (e.g., neural networks) revealed themselves to adequately preserve vessels' spatial awareness regardless of temporal irregularity. We show how convolutional layers, feed-forward networks, and recurrent neural networks can improve such tasks by working together. Experimenting with short, medium, and large-sized sequences of messages, our model achieved 36/37/38% of the Relative Percentage Difference - the lower, the better, whereas we observed 92/45/96% on the Elman's RNN, 51/52/40% on the GRU, and 129/98/61% on the LSTM. These results support our model as a driver for improving the prediction of vessel routes when analyzing multiple vessels of diverging types simultaneously under temporally noise data.

  • 4 authors
·
Feb 24, 2022

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies. Not surprisingly, this area has attracted considerable attention from researchers, who have proposed a wide range of methods based on various backbones. However, the evaluation of the area often exhibits three systemic limitations: 1. Failure to account for the full spectrum of stock movement patterns observed in dynamic financial markets. (Diversity Gap), 2. The absence of unified assessment protocols undermines the validity of cross-study performance comparisons. (Standardization Deficit), and 3. Neglect of critical market structure factors, resulting in inflated performance metrics that lack practical applicability. (Real-World Mismatch). Addressing these limitations, we propose FinTSB, a comprehensive and practical benchmark for financial time series forecasting (FinTSF). To increase the variety, we categorize movement patterns into four specific parts, tokenize and pre-process the data, and assess the data quality based on some sequence characteristics. To eliminate biases due to different evaluation settings, we standardize the metrics across three dimensions and build a user-friendly, lightweight pipeline incorporating methods from various backbones. To accurately simulate real-world trading scenarios and facilitate practical implementation, we extensively model various regulatory constraints, including transaction fees, among others. Finally, we conduct extensive experiments on FinTSB, highlighting key insights to guide model selection under varying market conditions. Overall, FinTSB provides researchers with a novel and comprehensive platform for improving and evaluating FinTSF methods. The code is available at https://github.com/TongjiFinLab/FinTSB.

  • 9 authors
·
May 31

UniEgoMotion: A Unified Model for Egocentric Motion Reconstruction, Forecasting, and Generation

Egocentric human motion generation and forecasting with scene-context is crucial for enhancing AR/VR experiences, improving human-robot interaction, advancing assistive technologies, and enabling adaptive healthcare solutions by accurately predicting and simulating movement from a first-person perspective. However, existing methods primarily focus on third-person motion synthesis with structured 3D scene contexts, limiting their effectiveness in real-world egocentric settings where limited field of view, frequent occlusions, and dynamic cameras hinder scene perception. To bridge this gap, we introduce Egocentric Motion Generation and Egocentric Motion Forecasting, two novel tasks that utilize first-person images for scene-aware motion synthesis without relying on explicit 3D scene. We propose UniEgoMotion, a unified conditional motion diffusion model with a novel head-centric motion representation tailored for egocentric devices. UniEgoMotion's simple yet effective design supports egocentric motion reconstruction, forecasting, and generation from first-person visual inputs in a unified framework. Unlike previous works that overlook scene semantics, our model effectively extracts image-based scene context to infer plausible 3D motion. To facilitate training, we introduce EE4D-Motion, a large-scale dataset derived from EgoExo4D, augmented with pseudo-ground-truth 3D motion annotations. UniEgoMotion achieves state-of-the-art performance in egocentric motion reconstruction and is the first to generate motion from a single egocentric image. Extensive evaluations demonstrate the effectiveness of our unified framework, setting a new benchmark for egocentric motion modeling and unlocking new possibilities for egocentric applications.

  • 6 authors
·
Aug 1, 2025 3

DriveMotion: A Large-Scale Multi-Source Benchmark for Driver Motion Sequence Modeling and Forecasting

Driver motion can provide cues to ongoing behavior, attention, and near-term driving intent. However, most existing driver-centric datasets focus on recognizing predefined driver behaviors from short video clips, while human motion forecasting benchmarks largely target motion outside the vehicle. We introduce DriveMotion, a multi-source benchmark for continuous driver motion forecasting. DriveMotion contains 393 hours of 133-keypoint motion sequences at 10 Hz from 360 drivers, integrating naturalistic driving data, curated public in-cabin videos, and the AIDE dataset into a unified representation with per-joint validity masks and synchronized driving context. Naturalistic driving contains long periods of limited body movement, making uniformly sampled evaluation dominated by persistence and less sensitive to brief but behaviorally meaningful motion. To address this, we use dynamics-anchored evaluation, placing forecasting windows around vehicle maneuvers identified offline from CAN signals without providing CAN to the model at inference. Arm motion in pre-maneuver windows is 3.4x greater than in route-matched stable-driving controls. On these anchored windows, learned models reduce forecasting error over persistence by up to 15%, while maneuver-enriched training improves forecast-derived Part-State F1 by 44% over the zero-motion reference. Training on the full multi-source corpus further reduces forecasting error on held-out web drivers by 38% compared with BATON-only training. DriveMotion provides identity-disjoint splits, fixed evaluation subsets, and reference implementations for reproducible evaluation of continuous driver motion forecasting. The dataset and benchmark are available at https://huggingface.co/datasets/HenryYHW/DriveMotion

  • 5 authors
·
Sep 7

Building a Safer Maritime Environment Through Multi-Path Long-Term Vessel Trajectory Forecasting

Maritime transportation is paramount in achieving global economic growth, entailing concurrent ecological obligations in sustainability and safeguarding endangered marine species, most notably preserving large whale populations. In this regard, the Automatic Identification System (AIS) data plays a significant role by offering real-time streaming data on vessel movement, allowing enhanced traffic monitoring. This study explores using AIS data to prevent vessel-to-whale collisions by forecasting long-term vessel trajectories from engineered AIS data sequences. For such a task, we have developed an encoder-decoder model architecture using Bidirectional Long Short-Term Memory Networks (Bi-LSTM) to predict the next 12 hours of vessel trajectories using 1 to 3 hours of AIS data as input. We feed the model with probabilistic features engineered from historical AIS data that refer to each trajectory's potential route and destination. The model then predicts the vessel's trajectory, considering these additional features by leveraging convolutional layers for spatial feature learning and a position-aware attention mechanism that increases the importance of recent timesteps of a sequence during temporal feature learning. The probabilistic features have an F1 Score of approximately 85% and 75% for each feature type, respectively, demonstrating their effectiveness in augmenting information to the neural network. We test our model on the Gulf of St. Lawrence, a region known to be the habitat of North Atlantic Right Whales (NARW). Our model achieved a high R2 score of over 98% using various techniques and features. It stands out among other approaches as it can make complex decisions during turnings and path selection. Our study highlights the potential of data engineering and trajectory forecasting models for marine life species preservation.

  • 11 authors
·
Oct 29, 2023

Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY 50 index values of the National Stock Exchange of India, over a period of four years, from January 2015 till December 2019. Based on the NIFTY data during the said period, we build various predictive models using machine learning approaches, and then use those models to predict the Close value of NIFTY 50 for the year 2019, with a forecast horizon of one week. For predicting the NIFTY index movement patterns, we use a number of classification methods, while for forecasting the actual Close values of NIFTY index, various regression models are built. We, then, augment our predictive power of the models by building a deep learning-based regression model using Convolutional Neural Network with a walk-forward validation. The CNN model is fine-tuned for its parameters so that the validation loss stabilizes with increasing number of iterations, and the training and validation accuracies converge. We exploit the power of CNN in forecasting the future NIFTY index values using three approaches which differ in number of variables used in forecasting, number of sub-models used in the overall models and, size of the input data for training the models. Extensive results are presented on various metrics for all classification and regression models. The results clearly indicate that CNN-based multivariate forecasting model is the most effective and accurate in predicting the movement of NIFTY index values with a weekly forecast horizon.

  • 2 authors
·
Jan 9, 2020

MolmoMotion: Forecasting Point Trajectories in 3D with Language Instruction

Motion forecasting is central to visual intelligence: agents must anticipate how objects will move in order to plan actions, reason about physical interactions, and synthesize realistic futures. We argue that 3D points in world coordinates provide a general representation that is class-agnostic, view-stable, compact, and directly useful for downstream tasks. We formalize the task of goal-conditioned 3D point motion forecasting: given a short visual history, a set of 3D query points on an object of interest, and a language description of the intended goal, the model predicts the future 3D trajectory of each point. We introduce a full stack to study this task at scale: (1) MolmoMotion-1M is a large corpus of action-described, object-grounded 3D point trajectories annotated from 1.16M unconstrained videos; (2) PointMotionBench is a human-verified benchmark spanning 111 object categories and 61 motion types; and (3) MolmoMotion is a general motion forecasting model that supports both autoregressive coordinate prediction and flow-matching-based trajectory generation. MolmoMotion accurately predicts diverse motion patterns with different language instructions, and significantly outperforms existing motion prediction baselines on PointMotionBench. Finally, we show that the learned 3D motion prior transfers well to downstream applications: it improves training efficiency and generalization for robot manipulation, and its predicted trajectories provide effective motion guidance for generative models to synthesize videos with more realistic object motion.

allenai Ai2
·
Jun 16 1

Towards Robust and Adaptive Motion Forecasting: A Causal Representation Perspective

Learning behavioral patterns from observational data has been a de-facto approach to motion forecasting. Yet, the current paradigm suffers from two shortcomings: brittle under distribution shifts and inefficient for knowledge transfer. In this work, we propose to address these challenges from a causal representation perspective. We first introduce a causal formalism of motion forecasting, which casts the problem as a dynamic process with three groups of latent variables, namely invariant variables, style confounders, and spurious features. We then introduce a learning framework that treats each group separately: (i) unlike the common practice mixing datasets collected from different locations, we exploit their subtle distinctions by means of an invariance loss encouraging the model to suppress spurious correlations; (ii) we devise a modular architecture that factorizes the representations of invariant mechanisms and style confounders to approximate a sparse causal graph; (iii) we introduce a style contrastive loss that not only enforces the structure of style representations but also serves as a self-supervisory signal for test-time refinement on the fly. Experiments on synthetic and real datasets show that our proposed method improves the robustness and reusability of learned motion representations, significantly outperforming prior state-of-the-art motion forecasting models for out-of-distribution generalization and low-shot transfer.

  • 5 authors
·
Nov 29, 2021

Deep Stochastic Kinematic Models for Probabilistic Motion Forecasting in Traffic

In trajectory forecasting tasks for traffic, future output trajectories can be computed by advancing the ego vehicle's state with predicted actions according to a kinematics model. By unrolling predicted trajectories via time integration and models of kinematic dynamics, predicted trajectories should not only be kinematically feasible but also relate uncertainty from one timestep to the next. While current works in probabilistic prediction do incorporate kinematic priors for mean trajectory prediction, variance is often left as a learnable parameter, despite uncertainty in one time step being inextricably tied to uncertainty in the previous time step. In this paper, we show simple and differentiable analytical approximations describing the relationship between variance at one timestep and that at the next with the kinematic bicycle model. These approximations can be easily incorporated with negligible additional overhead into any existing trajectory forecasting framework utilizing probabilistic predictions, whether it is autoregressive or one-shot prediction. In our results, we find that encoding the relationship between variance across timesteps works especially well in unoptimal settings, such as with small or noisy datasets. We observe up to a 50% performance boost in partial dataset settings and up to an 8% performance boost in large-scale learning compared to previous kinematic prediction methods on SOTA trajectory forecasting architectures out-of-the-box, with no fine-tuning. In this paper, we show four analytical formulations of probabilistic kinematic priors which can be used for any Gaussian Mixture Model (GMM)-based deep learning models, quantify the error bound on linear approximations applied during trajectory unrolling, and show results to evaluate each formulation in trajectory forecasting.

  • 6 authors
·
Jun 3, 2024

Large Scale Interactive Motion Forecasting for Autonomous Driving : The Waymo Open Motion Dataset

As autonomous driving systems mature, motion forecasting has received increasing attention as a critical requirement for planning. Of particular importance are interactive situations such as merges, unprotected turns, etc., where predicting individual object motion is not sufficient. Joint predictions of multiple objects are required for effective route planning. There has been a critical need for high-quality motion data that is rich in both interactions and annotation to develop motion planning models. In this work, we introduce the most diverse interactive motion dataset to our knowledge, and provide specific labels for interacting objects suitable for developing joint prediction models. With over 100,000 scenes, each 20 seconds long at 10 Hz, our new dataset contains more than 570 hours of unique data over 1750 km of roadways. It was collected by mining for interesting interactions between vehicles, pedestrians, and cyclists across six cities within the United States. We use a high-accuracy 3D auto-labeling system to generate high quality 3D bounding boxes for each road agent, and provide corresponding high definition 3D maps for each scene. Furthermore, we introduce a new set of metrics that provides a comprehensive evaluation of both single agent and joint agent interaction motion forecasting models. Finally, we provide strong baseline models for individual-agent prediction and joint-prediction. We hope that this new large-scale interactive motion dataset will provide new opportunities for advancing motion forecasting models.

  • 18 authors
·
Apr 19, 2021

Generative Causal Representation Learning for Out-of-Distribution Motion Forecasting

Conventional supervised learning methods typically assume i.i.d samples and are found to be sensitive to out-of-distribution (OOD) data. We propose Generative Causal Representation Learning (GCRL) which leverages causality to facilitate knowledge transfer under distribution shifts. While we evaluate the effectiveness of our proposed method in human trajectory prediction models, GCRL can be applied to other domains as well. First, we propose a novel causal model that explains the generative factors in motion forecasting datasets using features that are common across all environments and with features that are specific to each environment. Selection variables are used to determine which parts of the model can be directly transferred to a new environment without fine-tuning. Second, we propose an end-to-end variational learning paradigm to learn the causal mechanisms that generate observations from features. GCRL is supported by strong theoretical results that imply identifiability of the causal model under certain assumptions. Experimental results on synthetic and real-world motion forecasting datasets show the robustness and effectiveness of our proposed method for knowledge transfer under zero-shot and low-shot settings by substantially outperforming the prior motion forecasting models on out-of-distribution prediction. Our code is available at https://github.com/sshirahmad/GCRL.

  • 4 authors
·
Feb 16, 2023

Conditional Generative Adversarial Networks for Speed Control in Trajectory Simulation

Motion behaviour is driven by several factors -- goals, presence and actions of neighbouring agents, social relations, physical and social norms, the environment with its variable characteristics, and further. Most factors are not directly observable and must be modelled from context. Trajectory prediction, is thus a hard problem, and has seen increasing attention from researchers in the recent years. Prediction of motion, in application, must be realistic, diverse and controllable. In spite of increasing focus on multimodal trajectory generation, most methods still lack means for explicitly controlling different modes of the data generation. Further, most endeavours invest heavily in designing special mechanisms to learn the interactions in latent space. We present Conditional Speed GAN (CSG), that allows controlled generation of diverse and socially acceptable trajectories, based on user controlled speed. During prediction, CSG forecasts future speed from latent space and conditions its generation based on it. CSG is comparable to state-of-the-art GAN methods in terms of the benchmark distance metrics, while being simple and useful for simulation and data augmentation for different contexts such as fast or slow paced environments. Additionally, we compare the effect of different aggregation mechanisms and show that a naive approach of concatenation works comparable to its attention and pooling alternatives.

  • 4 authors
·
Mar 21, 2021

CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecasting

Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future values in a single pass. Under this paradigm, forecasting is constrained by limited temporal pattern extraction, single-round acquisition of contextual features, one-shot forecast generation, and lack of support from ensemble forecasts. To address these limitations, in this work, we propose CastFlow, a dynamic agentic forecasting framework that enables multi-view temporal pattern extraction, multi-round contextual features acquisition, iterative forecast refinement, and forecasting with ensemble forecasts. First, CastFlow organizes the forecasting process into planning, action, forecasting, and reflection, establishing an agentic workflow. Second, this workflow is supported by a memory module that retrieves prior experience and a multi-view toolkit that constructs diagnostic evidence and provides a reliable ensemble forecast baseline. Third, CastFlow adopts a role-specialized design that combines general-purpose reasoning with specialized numerical forecasting. Under this design, a frozen LLM preserves general-purpose reasoning, while a fine-tuned domain-specific LLM performs evidence-guided numerical forecasting based on the ensemble forecast baseline, rather than from scratch. To optimize a fine-tuned domain-specific LLM, we further develop a two-stage workflow-oriented training that combines supervised fine-tuning (SFT) and reinforcement learning with verifiable rewards (RLVR). To evaluate the effectiveness of CastFlow, we conduct extensive experiments on diverse datasets and show that it achieves superior overall results against strong baselines. We hope that this work can serve as a step toward more adaptive and accurate time series forecasting.

  • 9 authors
·
May 3

EigenTrajectory: Low-Rank Descriptors for Multi-Modal Trajectory Forecasting

Capturing high-dimensional social interactions and feasible futures is essential for predicting trajectories. To address this complex nature, several attempts have been devoted to reducing the dimensionality of the output variables via parametric curve fitting such as the B\'ezier curve and B-spline function. However, these functions, which originate in computer graphics fields, are not suitable to account for socially acceptable human dynamics. In this paper, we present EigenTrajectory (ET), a trajectory prediction approach that uses a novel trajectory descriptor to form a compact space, known here as ET space, in place of Euclidean space, for representing pedestrian movements. We first reduce the complexity of the trajectory descriptor via a low-rank approximation. We transform the pedestrians' history paths into our ET space represented by spatio-temporal principle components, and feed them into off-the-shelf trajectory forecasting models. The inputs and outputs of the models as well as social interactions are all gathered and aggregated in the corresponding ET space. Lastly, we propose a trajectory anchor-based refinement method to cover all possible futures in the proposed ET space. Extensive experiments demonstrate that our EigenTrajectory predictor can significantly improve both the prediction accuracy and reliability of existing trajectory forecasting models on public benchmarks, indicating that the proposed descriptor is suited to represent pedestrian behaviors. Code is publicly available at https://github.com/inhwanbae/EigenTrajectory .

  • 3 authors
·
Jul 18, 2023

LLM-enhanced spatio-temporal learning for grid-level docked bike sharing demand prediction

Short-term bike-sharing demand forecasting is complicated by spatial-temporal non-stationarity and the practical difficulty of incorporating unstructured external text into numerical pipelines. Conventional approaches rely on historical flow sequences and fixed graph structures, thereby constraining their accuracy when anomalous social events perturb normal travel patterns. We propose a forecasting framework in which a Large Language Model (LLM) drives a semantic shockwave mechanism that converts free-form urban text, such as municipal event schedules, local news, and transit bulletins, into quantified spatial-temporal perturbation fields. The LLM extracts three physically interpretable parameters per event (intensity, spatial reach, and temporal lag), from which Gaussian decay fields are constructed and injected into a Zero-Inflated Adaptive Spatio-Temporal Graph Convolutional Network (ZI-ASTGCN). To handle the pronounced sparsity of grid-level measurements, the model couples a dual-branch output head with a multi-task zero-inflated loss that jointly trains a gating probability and a conditional flow intensity. Experiments on the operational Barcelona Bicing dataset show that ZI-ASTGCN outperforms established neural baselines, with particularly strong gains during high-demand periods, validating the utility of physics-grounded semantic signals in spatial-temporal mobility forecasting.

  • 2 authors
·
Oct 1

TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis

Time series forecasting is central to decision-making in domains as diverse as energy, finance, climate, and public health. In practice, forecasters face thousands of short, noisy series that vary in frequency, quality, and horizon, where the dominant cost lies not in model fitting, but in the labor-intensive preprocessing, validation, and ensembling required to obtain reliable predictions. Prevailing statistical and deep learning models are tailored to specific datasets or domains and generalize poorly. A general, domain-agnostic framework that minimizes human intervention is urgently in demand. In this paper, we introduce TimeSeriesScientist (TSci), the first LLM-driven agentic framework for general time series forecasting. The framework comprises four specialized agents: Curator performs LLM-guided diagnostics augmented by external tools that reason over data statistics to choose targeted preprocessing; Planner narrows the hypothesis space of model choice by leveraging multi-modal diagnostics and self-planning over the input; Forecaster performs model fitting and validation and, based on the results, adaptively selects the best model configuration as well as ensemble strategy to make final predictions; and Reporter synthesizes the whole process into a comprehensive, transparent report. With transparent natural-language rationales and comprehensive reports, TSci transforms the forecasting workflow into a white-box system that is both interpretable and extensible across tasks. Empirical results on eight established benchmarks demonstrate that TSci consistently outperforms both statistical and LLM-based baselines, reducing forecast error by an average of 10.4% and 38.2%, respectively. Moreover, TSci produces a clear and rigorous report that makes the forecasting workflow more transparent and interpretable.

  • 7 authors
·
Oct 1, 2025 2

Wayformer: Motion Forecasting via Simple & Efficient Attention Networks

Motion forecasting for autonomous driving is a challenging task because complex driving scenarios result in a heterogeneous mix of static and dynamic inputs. It is an open problem how best to represent and fuse information about road geometry, lane connectivity, time-varying traffic light state, and history of a dynamic set of agents and their interactions into an effective encoding. To model this diverse set of input features, many approaches proposed to design an equally complex system with a diverse set of modality specific modules. This results in systems that are difficult to scale, extend, or tune in rigorous ways to trade off quality and efficiency. In this paper, we present Wayformer, a family of attention based architectures for motion forecasting that are simple and homogeneous. Wayformer offers a compact model description consisting of an attention based scene encoder and a decoder. In the scene encoder we study the choice of early, late and hierarchical fusion of the input modalities. For each fusion type we explore strategies to tradeoff efficiency and quality via factorized attention or latent query attention. We show that early fusion, despite its simplicity of construction, is not only modality agnostic but also achieves state-of-the-art results on both Waymo Open MotionDataset (WOMD) and Argoverse leaderboards, demonstrating the effectiveness of our design philosophy

  • 6 authors
·
Jul 12, 2022

The Invisible EgoHand: 3D Hand Forecasting through EgoBody Pose Estimation

Forecasting hand motion and pose from an egocentric perspective is essential for understanding human intention. However, existing methods focus solely on predicting positions without considering articulation, and only when the hands are visible in the field of view. This limitation overlooks the fact that approximate hand positions can still be inferred even when they are outside the camera's view. In this paper, we propose a method to forecast the 3D trajectories and poses of both hands from an egocentric video, both in and out of the field of view. We propose a diffusion-based transformer architecture for Egocentric Hand Forecasting, EgoH4, which takes as input the observation sequence and camera poses, then predicts future 3D motion and poses for both hands of the camera wearer. We leverage full-body pose information, allowing other joints to provide constraints on hand motion. We denoise the hand and body joints along with a visibility predictor for hand joints and a 3D-to-2D reprojection loss that minimizes the error when hands are in-view. We evaluate EgoH4 on the Ego-Exo4D dataset, combining subsets with body and hand annotations. We train on 156K sequences and evaluate on 34K sequences, respectively. EgoH4 improves the performance by 3.4cm and 5.1cm over the baseline in terms of ADE for hand trajectory forecasting and MPJPE for hand pose forecasting. Project page: https://masashi-hatano.github.io/EgoH4/

  • 4 authors
·
Apr 10, 2025

Regions are Who Walk Them: a Large Pre-trained Spatiotemporal Model Based on Human Mobility for Ubiquitous Urban Sensing

User profiling and region analysis are two tasks of significant commercial value. However, in practical applications, modeling different features typically involves four main steps: data preparation, data processing, model establishment, evaluation, and optimization. This process is time-consuming and labor-intensive. Repeating this workflow for each feature results in abundant development time for tasks and a reduced overall volume of task development. Indeed, human mobility data contains a wealth of information. Several successful cases suggest that conducting in-depth analysis of population movement data could potentially yield meaningful profiles about users and areas. Nonetheless, most related works have not thoroughly utilized the semantic information within human mobility data and trained on a fixed number of the regions. To tap into the rich information within population movement, based on the perspective that Regions Are Who walk them, we propose a large spatiotemporal model based on trajectories (RAW). It possesses the following characteristics: 1) Tailored for trajectory data, introducing a GPT-like structure with a parameter count of up to 1B; 2) Introducing a spatiotemporal fine-tuning module, interpreting trajectories as collection of users to derive arbitrary region embedding. This framework allows rapid task development based on the large spatiotemporal model. We conducted extensive experiments to validate the effectiveness of our proposed large spatiotemporal model. It's evident that our proposed method, relying solely on human mobility data without additional features, exhibits a certain level of relevance in user profiling and region analysis. Moreover, our model showcases promising predictive capabilities in trajectory generation tasks based on the current state, offering the potential for further innovative work utilizing this large spatiotemporal model.

  • 6 authors
·
Nov 17, 2023

Eyes Will Shut: A Vision-Based Next GPS Location Prediction Model by Reinforcement Learning from Visual Map Feed Back

Next Location Prediction is a fundamental task in the study of human mobility, with wide-ranging applications in transportation planning, urban governance, and epidemic forecasting. In practice, when humans attempt to predict the next location in a trajectory, they often visualize the trajectory on a map and reason based on road connectivity and movement trends. However, the vast majority of existing next-location prediction models do not reason over maps in the way that humans do. Fortunately, the recent development of Vision-Language Models (VLMs) has demonstrated strong capabilities in visual perception and even visual reasoning. This opens up a new possibility: by rendering both the road network and trajectory onto an image and leveraging the reasoning abilities of VLMs, we can enable models to perform trajectory inference in a human-like manner. To explore this idea, we first propose a method called Vision-Guided Location Search (VGLS), which evaluates whether a general-purpose VLM is capable of trajectory-based reasoning without modifying any of its internal parameters. Based on insights from the VGLS results, we further propose our main approach: VLMLocPredictor, which is composed of two stages: In the first stage, we design two Supervised Fine-Tuning (SFT) tasks that help the VLM understand road network and trajectory structures and acquire basic reasoning ability on such visual inputs. In the second stage, we introduce Reinforcement Learning from Visual Map Feedback, enabling the model to self-improve its next-location prediction ability through interaction with the environment. Experiments conducted on datasets from four different cities show that our method achieves state-of-the-art (SOTA) performance and exhibits superior cross-city generalization compared to other LLM-based approaches.

  • 5 authors
·
Jul 23, 2025

FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective

Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually require both graph networks (e.g., GCN) and temporal networks (e.g., LSTM) to capture inter-series (spatial) dynamics and intra-series (temporal) dependencies, respectively. However, the uncertain compatibility of the two networks puts an extra burden on handcrafted model designs. Moreover, the separate spatial and temporal modeling naturally violates the unified spatiotemporal inter-dependencies in real world, which largely hinders the forecasting performance. To overcome these problems, we explore an interesting direction of directly applying graph networks and rethink MTS forecasting from a pure graph perspective. We first define a novel data structure, hypervariate graph, which regards each series value (regardless of variates or timestamps) as a graph node, and represents sliding windows as space-time fully-connected graphs. This perspective considers spatiotemporal dynamics unitedly and reformulates classic MTS forecasting into the predictions on hypervariate graphs. Then, we propose a novel architecture Fourier Graph Neural Network (FourierGNN) by stacking our proposed Fourier Graph Operator (FGO) to perform matrix multiplications in Fourier space. FourierGNN accommodates adequate expressiveness and achieves much lower complexity, which can effectively and efficiently accomplish the forecasting. Besides, our theoretical analysis reveals FGO's equivalence to graph convolutions in the time domain, which further verifies the validity of FourierGNN. Extensive experiments on seven datasets have demonstrated our superior performance with higher efficiency and fewer parameters compared with state-of-the-art methods.

  • 9 authors
·
Nov 9, 2023

From Where to How: Continuous 4D Interaction Forecasting from Egocentric Video

Egocentric 4D interaction forecasting aims to anticipate both where future interactions will occur in 3D and how the human body will move to realize them, providing an important capability for assistive robotics and human-computer interaction. Existing methods struggle to translate semantic understanding into precise continuous 3D localization and to balance motion diversity with structural consistency in pose forecasting. More fundamentally, these tasks are often modeled separately, leaving the continuous geometric and temporal correspondence between interaction locations and body motion insufficiently captured. To address these challenges, we introduce Coherent4D, a large-scale egocentric dataset for continuous 4D interaction forecasting, comprising approximately 233K samples across three domains. Each sample pairs a sequence of future 3D interaction locations with corresponding full-body poses, aligned in time and expressed in a shared coordinate system. We also provide evaluation metrics in continuous space. Building on this formulation, we propose HIGFlow, a Hand Interaction Guided Residual Flow framework that models forecasting as a cascaded where-to-how process. HIGFlow first forecasts continuous future interaction locations by combining semantic grounding with short-horizon visual dynamics, and then uses the predicted location sequence to condition a deterministic motion anchor and residual Flow Matching for diverse yet structurally consistent full-body motion forecasting. Extensive experiments across all three domains demonstrate consistent improvements over representative baselines on both location and pose forecasting, while ablations validate the contributions of the proposed components. The project page is available at https://corrineqiu.github.io/from-where-to-how/.

  • 6 authors
·
Sep 7

Pre-training on Synthetic Driving Data for Trajectory Prediction

Accumulating substantial volumes of real-world driving data proves pivotal in the realm of trajectory forecasting for autonomous driving. Given the heavy reliance of current trajectory forecasting models on data-driven methodologies, we aim to tackle the challenge of learning general trajectory forecasting representations under limited data availability. We propose a pipeline-level solution to mitigate the issue of data scarcity in trajectory forecasting. The solution is composed of two parts: firstly, we adopt HD map augmentation and trajectory synthesis for generating driving data, and then we learn representations by pre-training on them. Specifically, we apply vector transformations to reshape the maps, and then employ a rule-based model to generate trajectories on both original and augmented scenes; thus enlarging the driving data without collecting additional real ones. To foster the learning of general representations within this augmented dataset, we comprehensively explore the different pre-training strategies, including extending the concept of a Masked AutoEncoder (MAE) for trajectory forecasting. Without bells and whistles, our proposed pipeline-level solution is general, simple, yet effective: we conduct extensive experiments to demonstrate the effectiveness of our data expansion and pre-training strategies, which outperform the baseline prediction model by large margins, e.g. 5.04%, 3.84% and 8.30% in terms of MR_6, minADE_6 and minFDE_6. The pre-training dataset and the codes for pre-training and fine-tuning are released at https://github.com/yhli123/Pretraining_on_Synthetic_Driving_Data_for_Trajectory_Prediction.

  • 8 authors
·
Sep 18, 2023

A Human-in-the-Loop Autonomous Agent for Industry Time Series Forecasting

Real-world time-series forecasting is rarely a one-shot model invocation: practitioners must formulate tasks, connect data and models, incorporate domain expertise, assess prediction plausibility, and communicate uncertainty. Specialized forecasting models provide strong numerical predictions but usually operate in fixed pipelines, while general-purpose large language model (LLM) agents often lack forecasting-specific checks, constraints, and stopping rules. We present CastClaw, a human-in-the-loop autonomous forecasting system built through forecasting-oriented harness engineering. CastClaw connects data, specialized models, analytical tools, user input, and a versioned execution record in one runtime. Users specify the target, horizon, constraints, and hypotheses in natural language. Starting from a supplied or model-generated forecast, CastClaw checks temporal patterns and user constraints; when evidence is missing, it retrieves context, runs an analysis or another model, or asks the user. It then keeps, revises, or escalates the result under explicit stopping conditions. The output contains the final forecast and an execution report recording inputs, evidence, actions, and revisions. In this five-dataset electricity-price setting, CastClaw reports the lowest point-estimate MSE and MAE among 16 baselines. A Nord Pool case demonstrates the inspectable workflow. CastClaw was also validated offline on provincial electricity-load data from North China covering January--June 2026.

  • 7 authors
·
Aug 30

Persistent-Transient Duality: A Multi-mechanism Approach for Modeling Human-Object Interaction

Humans are highly adaptable, swiftly switching between different modes to progressively handle different tasks, situations and contexts. In Human-object interaction (HOI) activities, these modes can be attributed to two mechanisms: (1) the large-scale consistent plan for the whole activity and (2) the small-scale children interactive actions that start and end along the timeline. While neuroscience and cognitive science have confirmed this multi-mechanism nature of human behavior, machine modeling approaches for human motion are trailing behind. While attempted to use gradually morphing structures (e.g., graph attention networks) to model the dynamic HOI patterns, they miss the expeditious and discrete mode-switching nature of the human motion. To bridge that gap, this work proposes to model two concurrent mechanisms that jointly control human motion: the Persistent process that runs continually on the global scale, and the Transient sub-processes that operate intermittently on the local context of the human while interacting with objects. These two mechanisms form an interactive Persistent-Transient Duality that synergistically governs the activity sequences. We model this conceptual duality by a parent-child neural network of Persistent and Transient channels with a dedicated neural module for dynamic mechanism switching. The framework is trialed on HOI motion forecasting. On two rich datasets and a wide variety of settings, the model consistently delivers superior performances, proving its suitability for the challenge.

  • 4 authors
·
Jul 24, 2023

Forecasting Trajectory and Behavior of Road-Agents Using Spectral Clustering in Graph-LSTMs

We present a novel approach for traffic forecasting in urban traffic scenarios using a combination of spectral graph analysis and deep learning. We predict both the low-level information (future trajectories) as well as the high-level information (road-agent behavior) from the extracted trajectory of each road-agent. Our formulation represents the proximity between the road agents using a weighted dynamic geometric graph (DGG). We use a two-stream graph-LSTM network to perform traffic forecasting using these weighted DGGs. The first stream predicts the spatial coordinates of road-agents, while the second stream predicts whether a road-agent is going to exhibit overspeeding, underspeeding, or neutral behavior by modeling spatial interactions between road-agents. Additionally, we propose a new regularization algorithm based on spectral clustering to reduce the error margin in long-term prediction (3-5 seconds) and improve the accuracy of the predicted trajectories. Moreover, we prove a theoretical upper bound on the regularized prediction error. We evaluate our approach on the Argoverse, Lyft, Apolloscape, and NGSIM datasets and highlight the benefits over prior trajectory prediction methods. In practice, our approach reduces the average prediction error by approximately 75% over prior algorithms and achieves a weighted average accuracy of 91.2% for behavior prediction. Additionally, our spectral regularization improves long-term prediction by up to 70%.

  • 7 authors
·
Dec 2, 2019

VECTOR: Velocity-Enhanced GRU Neural Network for Real-Time 3D UAV Trajectory Prediction

This paper tackles the challenge of real-time 3D trajectory prediction for UAVs, which is critical for applications such as aerial surveillance and defense. Existing prediction models that rely primarily on position data struggle with accuracy, especially when UAV movements fall outside the position domain used in training. Our research identifies a gap in utilizing velocity estimates, first-order dynamics, to better capture the dynamics and enhance prediction accuracy and generalizability in any position domain. To bridge this gap, we propose a new trajectory prediction method using Gated Recurrent Units (GRUs) within sequence-based neural networks. Unlike traditional methods that rely on RNNs or transformers, this approach forecasts future velocities and positions based on historical velocity data instead of positions. This is designed to enhance prediction accuracy and scalability, overcoming challenges faced by conventional models in handling complex UAV dynamics. The methodology employs both synthetic and real-world 3D UAV trajectory data, capturing a wide range of flight patterns, speeds, and agility. Synthetic data is generated using the Gazebo simulator and PX4 Autopilot, while real-world data comes from the UZH-FPV and Mid-Air drone racing datasets. The GRU-based models significantly outperform state-of-the-art RNN approaches, with a mean square error (MSE) as low as 2 x 10^-8. Overall, our findings confirm the effectiveness of incorporating velocity data in improving the accuracy of UAV trajectory predictions across both synthetic and real-world scenarios, in and out of position data distributions. Finally, we open-source our 5000 trajectories dataset and a ROS 2 package to facilitate the integration with existing ROS-based UAV systems.

  • 6 authors
·
Oct 24, 2024

Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting

Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize recent time series observations as new training samples and update model parameters according to the forecasting feedback on recent data. However, they overlook a critical issue: obtaining ground-truth future values of each sample should be delayed until after the forecast horizon. This delay creates a temporal gap between the training samples and the test sample. Our empirical analysis reveals that the gap can introduce concept drift, causing forecast models to adapt to outdated concepts. In this paper, we present Proceed, a novel proactive model adaptation framework for online time series forecasting. Proceed first estimates the concept drift between the recently used training samples and the current test sample. It then employs an adaptation generator to efficiently translate the estimated drift into parameter adjustments, proactively adapting the model to the test sample. To enhance the generalization capability of the framework, Proceed is trained on synthetic diverse concept drifts. Extensive experiments on five real-world datasets across various forecast models demonstrate that Proceed brings more performance improvements than the state-of-the-art online learning methods, significantly facilitating forecast models' resilience against concept drifts. Code is available at https://github.com/SJTU-DMTai/OnlineTSF.

  • 2 authors
·
Dec 11, 2024

Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

  • 6 authors
·
Jul 21, 2023

HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention

Predicting the trajectories of road agents is essential for autonomous driving systems. The recent mainstream methods follow a static paradigm, which predicts the future trajectory by using a fixed duration of historical frames. These methods make the predictions independently even at adjacent time steps, which leads to potential instability and temporal inconsistency. As successive time steps have largely overlapping historical frames, their forecasting should have intrinsic correlation, such as overlapping predicted trajectories should be consistent, or be different but share the same motion goal depending on the road situation. Motivated by this, in this work, we introduce HPNet, a novel dynamic trajectory forecasting method. Aiming for stable and accurate trajectory forecasting, our method leverages not only historical frames including maps and agent states, but also historical predictions. Specifically, we newly design a Historical Prediction Attention module to automatically encode the dynamic relationship between successive predictions. Besides, it also extends the attention range beyond the currently visible window benefitting from the use of historical predictions. The proposed Historical Prediction Attention together with the Agent Attention and Mode Attention is further formulated as the Triple Factorized Attention module, serving as the core design of HPNet.Experiments on the Argoverse and INTERACTION datasets show that HPNet achieves state-of-the-art performance, and generates accurate and stable future trajectories. Our code are available at https://github.com/XiaolongTang23/HPNet.

  • 6 authors
·
Apr 9, 2024

A Daily Tourism Demand Prediction Framework Based on Multi-head Attention CNN: The Case of The Foreign Entrant in South Korea

Developing an accurate tourism forecasting model is essential for making desirable policy decisions for tourism management. Early studies on tourism management focus on discovering external factors related to tourism demand. Recent studies utilize deep learning in demand forecasting along with these external factors. They mainly use recursive neural network models such as LSTM and RNN for their frameworks. However, these models are not suitable for use in forecasting tourism demand. This is because tourism demand is strongly affected by changes in various external factors, and recursive neural network models have limitations in handling these multivariate inputs. We propose a multi-head attention CNN model (MHAC) for addressing these limitations. The MHAC uses 1D-convolutional neural network to analyze temporal patterns and the attention mechanism to reflect correlations between input variables. This model makes it possible to extract spatiotemporal characteristics from time-series data of various variables. We apply our forecasting framework to predict inbound tourist changes in South Korea by considering external factors such as politics, disease, season, and attraction of Korean culture. The performance results of extensive experiments show that our method outperforms other deep-learning-based prediction frameworks in South Korea tourism forecasting.

  • 5 authors
·
Dec 1, 2021

Context is Key: A Benchmark for Forecasting with Essential Textual Information

Forecasting is a critical task in decision-making across numerous domains. While historical numerical data provide a start, they fail to convey the complete context for reliable and accurate predictions. Human forecasters frequently rely on additional information, such as background knowledge and constraints, which can efficiently be communicated through natural language. However, in spite of recent progress with LLM-based forecasters, their ability to effectively integrate this textual information remains an open question. To address this, we introduce "Context is Key" (CiK), a time-series forecasting benchmark that pairs numerical data with diverse types of carefully crafted textual context, requiring models to integrate both modalities; crucially, every task in CiK requires understanding textual context to be solved successfully. We evaluate a range of approaches, including statistical models, time series foundation models, and LLM-based forecasters, and propose a simple yet effective LLM prompting method that outperforms all other tested methods on our benchmark. Our experiments highlight the importance of incorporating contextual information, demonstrate surprising performance when using LLM-based forecasting models, and also reveal some of their critical shortcomings. This benchmark aims to advance multimodal forecasting by promoting models that are both accurate and accessible to decision-makers with varied technical expertise. The benchmark can be visualized at https://servicenow.github.io/context-is-key-forecasting/v0/.

  • 11 authors
·
Oct 24, 2024

VFMF: World Modeling by Forecasting Vision Foundation Model Features

Forecasting from partial observations is central to world modeling. Many recent methods represent the world through images, and reduce forecasting to stochastic video generation. Although such methods excel at realism and visual fidelity, predicting pixels is computationally intensive and not directly useful in many applications, as it requires translating RGB into signals useful for decision making. An alternative approach uses features from vision foundation models (VFMs) as world representations, performing deterministic regression to predict future world states. These features can be directly translated into actionable signals such as semantic segmentation and depth, while remaining computationally efficient. However, deterministic regression averages over multiple plausible futures, undermining forecast accuracy by failing to capture uncertainty. To address this crucial limitation, we introduce a generative forecaster that performs autoregressive flow matching in VFM feature space. Our key insight is that generative modeling in this space requires encoding VFM features into a compact latent space suitable for diffusion. We show that this latent space preserves information more effectively than previously used PCA-based alternatives, both for forecasting and other applications, such as image generation. Our latent predictions can be easily decoded into multiple useful and interpretable output modalities: semantic segmentation, depth, surface normals, and even RGB. With matched architecture and compute, our method produces sharper and more accurate predictions than regression across all modalities. Our results suggest that stochastic conditional generation of VFM features offers a promising and scalable foundation for future world models.

  • 4 authors
·
Dec 11, 2025

SPARC: Single-Pass Scaling for Motion Forecasting with Conformal Bayesian Last Layers

Human motion forecasters are increasingly accurate and fast, but reliable deployment requires uncertainty estimates that are structured, calibrated, and efficient. Bayesian and ensemble-based uncertainty estimates often require repeated stochastic inference [15, 26], while conformal calibration alone does not provide an epistemic signal or preserve trajectory covariance structure [14, 50]. We introduce SPARC (Single-Pass Adaptive Risk Calibration), a Bayesian-conformal uncertainty layer for motion forecasting. A deterministic MLP backbone predicts the future mean, and a conjugate Bayesian last layer converts time-domain feature leverage into an analytic horizon-wise epistemic scale κ_t(x). This scale inflates a graph-temporal Gaussian covariance without changing its correlation structure, and split conformal calibration produces 95% marginal prediction tubes with finite-sample validity under exchangeability. The key interface is the structured factorization κ_t(x)Σ_{str,t}(x), which injects feature-space epistemic uncertainty into trajectory densities without Monte Carlo sampling. Across nine dataset-protocol blocks and deterministic, multimodal, and calibration baselines, SPARC ranks first on NLL and on the combined MPJPE+NLL criterion while retaining competitive point accuracy and efficient calibrated tubes. Ranking windows by κ separates high-error cases, making the scale usable as a lightweight risk monitor.

  • 3 authors
·
Aug 20

When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting

Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time-varying. Consequently, a time series agent must adapt the forecasts it produces and the orchestration policy that determines which components to trust and how to coordinate them. The deployment process naturally provides supervision for this adaptation as forecast horizons elapse and realized targets reveal the effectiveness of earlier decisions. Committing all numerical expert forecasts and candidate agent paths before target observation allows each realized outcome to evaluate the entire alternative set, providing delayed feedback without additional annotation. However, existing time series agents primarily incorporate prior experience through forecast refinement, reflection, or retrieval, without systematically converting realized outcomes into persistent updates to the joint orchestration policy governing later origins. To exploit this delayed feedback systematically, we introduce TimEvolve, a frozen-backbone time series agent that converts each realized outcome into persistent joint updates of expert trust, agent path selection, and intervention strength. A temporally ordered predict, reveal, and update protocol applies this feedback to subsequent forecasts. Experiments across eight Time-MMD domains show that TimEvolve achieves the best average MSE and MAE ranks among fifteen methods and the lowest errors on both metrics in seven domains. These results demonstrate the value of learning forecasting policies from the futures encountered during deployment.

  • 7 authors
·
Sep 20

Joint Metrics Matter: A Better Standard for Trajectory Forecasting

Multi-modal trajectory forecasting methods commonly evaluate using single-agent metrics (marginal metrics), such as minimum Average Displacement Error (ADE) and Final Displacement Error (FDE), which fail to capture joint performance of multiple interacting agents. Only focusing on marginal metrics can lead to unnatural predictions, such as colliding trajectories or diverging trajectories for people who are clearly walking together as a group. Consequently, methods optimized for marginal metrics lead to overly-optimistic estimations of performance, which is detrimental to progress in trajectory forecasting research. In response to the limitations of marginal metrics, we present the first comprehensive evaluation of state-of-the-art (SOTA) trajectory forecasting methods with respect to multi-agent metrics (joint metrics): JADE, JFDE, and collision rate. We demonstrate the importance of joint metrics as opposed to marginal metrics with quantitative evidence and qualitative examples drawn from the ETH / UCY and Stanford Drone datasets. We introduce a new loss function incorporating joint metrics that, when applied to a SOTA trajectory forecasting method, achieves a 7% improvement in JADE / JFDE on the ETH / UCY datasets with respect to the previous SOTA. Our results also indicate that optimizing for joint metrics naturally leads to an improvement in interaction modeling, as evidenced by a 16% decrease in mean collision rate on the ETH / UCY datasets with respect to the previous SOTA.

  • 4 authors
·
May 10, 2023

Forecasting Future Behavior as a Learning Task

Trust in an AI system is often anchored by explanations of how it works, which one then uses to forecast its behavior on new inputs. For large reasoning models (LRMs), this conventional route is particularly difficult to follow: explanation methods for single token generations do not naturally generalize to long trajectories, and the trajectories themselves are often not faithful when read as natural language. We propose an alternative that bypasses the explanation step: treat behavior forecasting as a learnable task and train Behavior Forecasters that operates on a single reasoning trajectory to make the same forecasts one would typically seek from an explanation. The forecaster's training data is obtained by querying the LRM with no human annotation, and its inference is done in a single forward pass. We instantiate this approach on two tasks: how likely the LRM is to repeat its answer on re-runs, and how removing parts of the input changes its answer. We evaluate this approach on both tasks across three diverse reasoning datasets and find that trained Behavior Forecasters are more accurate than GPT-5.4 and Claude Opus-4.6 reading the same trajectories as naive readers, at a small fraction of their inference cost. We find that fine-tuning the backbone end-to-end and initializing it from the target LRM are each necessary for strong performance. These results show that the reasoning trajectory carries information about the LRM's future behavior that goes beyond what naive reading conveys.

  • 3 authors
·
Jun 8 2

Nexus : An Agentic Framework for Time Series Forecasting

Time series forecasting is not just numerical extrapolation, but often requires reasoning with unstructured contextual data such as news or events. While specialized Time Series Foundation Models (TSFMs) excel at forecasting based on numerical patterns, they remain unaware to real-world textual signals. Conversely, while LLMs are emerging as zero-shot forecasters, their performance remains uneven across domains and contextual grounding. To bridge this gap, we introduce Nexus, a multi-agent forecasting framework that decomposes prediction into specialized stages: isolating macro-level and micro-level temporal fluctuations, and integrating contextual information when available before synthesizing a final forecast. This decomposition enables Nexus to adapt from seasonal signals to volatile, event-driven information without relying on external statistical anchors or monolithic prompting. We show that current-generation LLMs possess substantially stronger intrinsic forecasting ability than previously recognized, depending critically on how numerical and contextual reasoning are organized. Evaluated on data strictly succeeding LLM knowledge cutoffs spanning Zillow real estate metrics and volatile stock market equities, Nexus consistently matches or outperforms state-of-the-art TSFMs and strong LLM baselines. Beyond numerical accuracy, Nexus produces high-quality reasoning traces that explicitly show the fundamental drivers behind each forecast. Our results establish that real-world forecasting is an agentic reasoning problem extending well beyond only sequence modeling.

  • 9 authors
·
May 13 2

Learning Foresight without Explicit Trajectories for 3D Diffusion Policies

3D diffusion policies are strong at generating geometrically grounded actions from current observations, but successful manipulation requires not only knowing what motion is feasible now, but also anticipating where the interaction is heading. Existing policies largely leave such foresight to emerge implicitly from action learning. We introduce Movement Trend Guidance, a simple but effective way to provide this foresight without introducing an explicit plan. From a short observation history, the policy learns a compact latent representation of interaction evolution. During training, sparse future gripper states supervise this representation; at inference, only the latent is retained as future-oriented conditioning alongside the current observation. The latent provides global conditioning for action generation, while an additional gated FiLM branch is used only at the UNet bottleneck. Despite adding only 3.52% more parameters to DP3, our method preserves the original dense-action and receding-horizon formulation and consistently improves upon DP3 across RoboTwin2.0, LIBERO-40, and DexArt. It reaches 62.8% vs. 56.1% in 50-task RoboTwin2.0 mixed training, 71.93% vs. 37.08% on LIBERO-40, and 72.0% vs. 49.0% on five real-robot tasks. These results show that a diffusion policy can benefit substantially from knowing where an interaction is heading, without being told exactly where to move.

How Different from the Past? Spatio-Temporal Time Series Forecasting with Self-Supervised Deviation Learning

Spatio-temporal forecasting is essential for real-world applications such as traffic management and urban computing. Although recent methods have shown improved accuracy, they often fail to account for dynamic deviations between current inputs and historical patterns. These deviations contain critical signals that can significantly affect model performance. To fill this gap, we propose ST-SSDL, a Spatio-Temporal time series forecasting framework that incorporates a Self-Supervised Deviation Learning scheme to capture and utilize such deviations. ST-SSDL anchors each input to its historical average and discretizes the latent space using learnable prototypes that represent typical spatio-temporal patterns. Two auxiliary objectives are proposed to refine this structure: a contrastive loss that enhances inter-prototype discriminability and a deviation loss that regularizes the distance consistency between input representations and corresponding prototypes to quantify deviation. Optimized jointly with the forecasting objective, these components guide the model to organize its hidden space and improve generalization across diverse input conditions. Experiments on six benchmark datasets show that ST-SSDL consistently outperforms state-of-the-art baselines across multiple metrics. Visualizations further demonstrate its ability to adaptively respond to varying levels of deviation in complex spatio-temporal scenarios. Our code and datasets are available at https://github.com/Jimmy-7664/ST-SSDL.

  • 6 authors
·
Oct 6, 2025

EMPIRE: Explicit Manipulation Planning as a Learnable Intermediate Representation for Egocentric Hand-Motion Forecasting

Forecasting dexterous hand motions from egocentric observations is fundamental to intelligent interactive systems. Existing VLM-based methods typically map observations directly to future motions, overlooking the underlying manipulation process that governs hand-object interactions. Moreover, end-to-end optimization couples manipulation learning with motion synthesis, causing motion-generation gradients to interfere with the pre-learned manipulation-aware representations. To overcome these limitations, we propose EMPIRE, a two-stage framework that introduces Explicit Manipulation Planning as an Intermediate Representation for Egocentric hand-motion forecasting. Stage I: Learn to Plan. EMPIRE first learns explicit manipulation plans from multimodal context to capture the progression of hand-object interactions. Stage II: Learn to Act. A motion generator synthesizes future bimanual hand motions conditioned on frozen planner representations, preventing motion-generation gradients from affecting manipulation planning. To support our method, we further construct EMPIRE-651K, a bimanual hand-motion forecasting dataset comprising 650,910 training windows across 111 tasks, each paired with an explicit per-hand manipulation plan. Under identical training and evaluation protocols, EMPIRE achieves state-of-the-art forecasting accuracy, with an MPJPE of 84.53 mm and a finger-relative error of 38.97mm. We release the code and dataset at https://github.com/wangwen-banban/EMPIRE.

  • 5 authors
·
Aug 22

Differentially Private Multivariate Time Series Forecasting of Aggregated Human Mobility With Deep Learning: Input or Gradient Perturbation?

This paper investigates the problem of forecasting multivariate aggregated human mobility while preserving the privacy of the individuals concerned. Differential privacy, a state-of-the-art formal notion, has been used as the privacy guarantee in two different and independent steps when training deep learning models. On one hand, we considered gradient perturbation, which uses the differentially private stochastic gradient descent algorithm to guarantee the privacy of each time series sample in the learning stage. On the other hand, we considered input perturbation, which adds differential privacy guarantees in each sample of the series before applying any learning. We compared four state-of-the-art recurrent neural networks: Long Short-Term Memory, Gated Recurrent Unit, and their Bidirectional architectures, i.e., Bidirectional-LSTM and Bidirectional-GRU. Extensive experiments were conducted with a real-world multivariate mobility dataset, which we published openly along with this paper. As shown in the results, differentially private deep learning models trained under gradient or input perturbation achieve nearly the same performance as non-private deep learning models, with loss in performance varying between 0.57% to 2.8%. The contribution of this paper is significant for those involved in urban planning and decision-making, providing a solution to the human mobility multivariate forecast problem through differentially private deep learning models.

  • 5 authors
·
May 1, 2022

PFGNet: A Fully Convolutional Frequency-Guided Peripheral Gating Network for Efficient Spatiotemporal Predictive Learning

Spatiotemporal predictive learning (STPL) aims to forecast future frames from past observations and is essential across a wide range of applications. Compared with recurrent or hybrid architectures, pure convolutional models offer superior efficiency and full parallelism, yet their fixed receptive fields limit their ability to adaptively capture spatially varying motion patterns. Inspired by biological center-surround organization and frequency-selective signal processing, we propose PFGNet, a fully convolutional framework that dynamically modulates receptive fields through pixel-wise frequency-guided gating. The core Peripheral Frequency Gating (PFG) block extracts localized spectral cues and adaptively fuses multi-scale large-kernel peripheral responses with learnable center suppression, effectively forming spatially adaptive band-pass filters. To maintain efficiency, all large kernels are decomposed into separable 1D convolutions (1 times k followed by k times 1), reducing per-channel computational cost from O(k^2) to O(2k). PFGNet enables structure-aware spatiotemporal modeling without recurrence or attention. Experiments on Moving MNIST, TaxiBJ, Human3.6M, and KTH show that PFGNet delivers SOTA or near-SOTA forecasting performance with substantially fewer parameters and FLOPs. Our code is available at https://github.com/fhjdqaq/PFGNet.

  • 5 authors
·
Feb 23

Domain Adversarial Spatial-Temporal Network: A Transferable Framework for Short-term Traffic Forecasting across Cities

Accurate real-time traffic forecast is critical for intelligent transportation systems (ITS) and it serves as the cornerstone of various smart mobility applications. Though this research area is dominated by deep learning, recent studies indicate that the accuracy improvement by developing new model structures is becoming marginal. Instead, we envision that the improvement can be achieved by transferring the "forecasting-related knowledge" across cities with different data distributions and network topologies. To this end, this paper aims to propose a novel transferable traffic forecasting framework: Domain Adversarial Spatial-Temporal Network (DASTNet). DASTNet is pre-trained on multiple source networks and fine-tuned with the target network's traffic data. Specifically, we leverage the graph representation learning and adversarial domain adaptation techniques to learn the domain-invariant node embeddings, which are further incorporated to model the temporal traffic data. To the best of our knowledge, we are the first to employ adversarial multi-domain adaptation for network-wide traffic forecasting problems. DASTNet consistently outperforms all state-of-the-art baseline methods on three benchmark datasets. The trained DASTNet is applied to Hong Kong's new traffic detectors, and accurate traffic predictions can be delivered immediately (within one day) when the detector is available. Overall, this study suggests an alternative to enhance the traffic forecasting methods and provides practical implications for cities lacking historical traffic data.

  • 6 authors
·
Feb 7, 2022

Chronos-2: From Univariate to Universal Forecasting

Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.

amazon Amazon
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Oct 17, 2025 3

RIDE: An Open Dataset and Benchmark for Train Delay Prediction

Train delay prediction is an important problem for both passengers and railway operators, yet progress in the field remains difficult to assess due to the lack of standardized datasets, prediction targets, and evaluation protocols. To address this gap, we introduce RIDE, an open dataset and benchmark for train delay prediction built at nationwide scale over the Belgian railway network. RIDE covers 94.5M train events, 3.6M journeys, and 35.7M weather records from 2023 to 2025. It is organized as a layered data pipeline from raw railway and weather sources to two public releases: a reusable intermediate relational dataset and model-ready benchmark datasets. The benchmark standardizes the prediction task and the training and testing data. It also provides a unified evaluation protocol that supports direct comparison across models. Using this framework, we provide the first comprehensive comparative evaluation of non-learning, statistical learning, and deep learning models. We show that learning-based methods clearly outperform non-learning models, with graph neural networks achieving the best mean performance, while the strongest learning-based models remain relatively close to one another. Beyond aggregate mean absolute error (MAE) and root mean squared error (RMSE), the framework also provides breakdowns by prediction horizon and delay change, enabling more detailed analysis of model behavior across forecasting regimes.

  • 5 authors
·
Jun 2

Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic Forecasting

There is a recent surge in the development of spatio-temporal forecasting models in the transportation domain. Long-range traffic forecasting, however, remains a challenging task due to the intricate and extensive spatio-temporal correlations observed in traffic networks. Current works primarily rely on road networks with graph structures and learn representations using graph neural networks (GNNs), but this approach suffers from over-smoothing problem in deep architectures. To tackle this problem, recent methods introduced the combination of GNNs with residual connections or neural ordinary differential equations (ODE). However, current graph ODE models face two key limitations in feature extraction: (1) they lean towards global temporal patterns, overlooking local patterns that are important for unexpected events; and (2) they lack dynamic semantic edges in their architectural design. In this paper, we propose a novel architecture called Graph-based Multi-ODE Neural Networks (GRAM-ODE) which is designed with multiple connective ODE-GNN modules to learn better representations by capturing different views of complex local and global dynamic spatio-temporal dependencies. We also add some techniques like shared weights and divergence constraints into the intermediate layers of distinct ODE-GNN modules to further improve their communication towards the forecasting task. Our extensive set of experiments conducted on six real-world datasets demonstrate the superior performance of GRAM-ODE compared with state-of-the-art baselines as well as the contribution of different components to the overall performance. The code is available at https://github.com/zbliu98/GRAM-ODE

  • 3 authors
·
May 29, 2023

Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe inconsistent or seemingly contradictory performance findings across different studies. This hinders our understanding of the merits of different approaches and slows down progress. We address the need for means of assessing MTS forecasting proposals reliably and fairly, in turn enabling better exploitation of MTS as seen in different applications. Specifically, we first propose BasicTS+, a benchmark designed to enable fair, comprehensive, and reproducible comparison of MTS forecasting solutions. BasicTS+ establishes a unified training pipeline and reasonable settings, enabling an unbiased evaluation. Second, we identify the heterogeneity across different MTS as an important consideration and enable classification of MTS based on their temporal and spatial characteristics. Disregarding this heterogeneity is a prime reason for difficulties in selecting the most promising technical directions. Third, we apply BasicTS+ along with rich datasets to assess the capabilities of more than 45 MTS forecasting solutions. This provides readers with an overall picture of the cutting-edge research on MTS forecasting. The code can be accessed at https://github.com/GestaltCogTeam/BasicTS.

  • 13 authors
·
Oct 16, 2024

NeuroDDAF: Neural Dynamic Diffusion-Advection Fields with Evidential Fusion for Air Quality Forecasting

Accurate air quality forecasting is crucial for protecting public health and guiding environmental policy, yet it remains challenging due to nonlinear spatiotemporal dynamics, wind-driven transport, and distribution shifts across regions. Physics-based models are interpretable but computationally expensive and often rely on restrictive assumptions, whereas purely data-driven models can be accurate but may lack robustness and calibrated uncertainty. To address these limitations, we propose Neural Dynamic Diffusion-Advection Fields (NeuroDDAF), a physics-informed forecasting framework that unifies neural representation learning with open-system transport modeling. NeuroDDAF integrates (i) a GRU-Graph Attention encoder to capture temporal dynamics and wind-aware spatial interactions, (ii) a Fourier-domain diffusion-advection module with learnable residuals, (iii) a wind-modulated latent Neural ODE to model continuous-time evolution under time-varying connectivity, and (iv) an evidential fusion mechanism that adaptively combines physics-guided and neural forecasts while quantifying uncertainty. Experiments on four urban datasets (Beijing, Shenzhen, Tianjin, and Ancona) across 1-3 day horizons show that NeuroDDAF consistently outperforms strong baselines, including AirPhyNet, achieving up to 9.7% reduction in RMSE and 9.4% reduction in MAE on long-term forecasts. On the Beijing dataset, NeuroDDAF attains an RMSE of 41.63 μg/m^3 for 1-day prediction and 48.88 μg/m^3 for 3-day prediction, representing the best performance among all compared methods. In addition, NeuroDDAF improves cross-city generalization and yields well-calibrated uncertainty estimates, as confirmed by ensemble variance analysis and case studies under varying wind conditions.

  • 4 authors
·
Mar 31

Graph Deep Learning for Time Series Forecasting

Graph-based deep learning methods have become popular tools to process collections of correlated time series. Differently from traditional multivariate forecasting methods, neural graph-based predictors take advantage of pairwise relationships by conditioning forecasts on a (possibly dynamic) graph spanning the time series collection. The conditioning can take the form of an architectural inductive bias on the neural forecasting architecture, resulting in a family of deep learning models called spatiotemporal graph neural networks. Such relational inductive biases enable the training of global forecasting models on large time-series collections, while at the same time localizing predictions w.r.t. each element in the set (i.e., graph nodes) by accounting for local correlations among them (i.e., graph edges). Indeed, recent theoretical and practical advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing frameworks appealing and timely. However, most of the studies in the literature focus on proposing variations of existing neural architectures by taking advantage of modern deep learning practices, while foundational and methodological aspects have not been subject to systematic investigation. To fill the gap, this paper aims to introduce a comprehensive methodological framework that formalizes the forecasting problem and provides design principles for graph-based predictive models and methods to assess their performance. At the same time, together with an overview of the field, we provide design guidelines, recommendations, and best practices, as well as an in-depth discussion of open challenges and future research directions.

  • 4 authors
·
Oct 24, 2023

SFHand: A Streaming Framework for Language-guided 3D Hand Forecasting and Embodied Manipulation

Real-time 3D hand forecasting is a critical component for fluid human-computer interaction in applications like AR and assistive robotics. However, existing methods are ill-suited for these scenarios, as they typically require offline access to accumulated video sequences and cannot incorporate language guidance that conveys task intent. To overcome these limitations, we introduce SFHand, the first streaming framework for language-guided 3D hand forecasting. SFHand autoregressively predicts a comprehensive set of future 3D hand states, including hand type, 2D bounding box, 3D pose, and trajectory, from a continuous stream of video and language instructions. Our framework combines a streaming autoregressive architecture with an ROI-enhanced memory layer, capturing temporal context while focusing on salient hand-centric regions. To enable this research, we also introduce EgoHaFL, the first large-scale dataset featuring synchronized 3D hand poses and language instructions. We demonstrate that SFHand achieves new state-of-the-art results in 3D hand forecasting, outperforming prior work by a significant margin of up to 35.8%. Furthermore, we show the practical utility of our learned representations by transferring them to downstream embodied manipulation tasks, improving task success rates by up to 13.4% on multiple benchmarks. Dataset page: https://huggingface.co/datasets/ut-vision/EgoHaFL, project page: https://github.com/ut-vision/SFHand.

  • 5 authors
·
Nov 22, 2025

Probabilistic NDVI Forecasting from Sparse Satellite Time Series and Weather Covariates

Short-term forecasting of vegetation dynamics is a key enabler for data-driven decision support in precision agriculture. Normalized Difference Vegetation Index (NDVI) forecasting from satellite observations, however, remains challenging due to sparse and irregular sampling caused by cloud masking, as well as the heterogeneous climatic conditions under which crops evolve. In this work, we propose a probabilistic forecasting framework for field-level NDVI prediction under sparse, irregular clear-sky acquisitions. The architecture separates the encoding of historical NDVI and meteorological observations from future exogenous covariates, fusing both representations for multi-step quantile prediction. To address irregular revisit patterns and horizon-dependent uncertainty, we introduce a temporal-distance weighted quantile loss that aligns the training objective with the effective forecasting horizon. In addition, we incorporate cumulative and extreme-weather feature engineering to capture delayed meteorological effects relevant to vegetation response. Experiments on European satellite data show that the proposed approach outperforms statistical, deep learning, and time-series baselines on both pointwise and probabilistic evaluation metrics. Ablation studies confirm that target history is the primary driver of performance, with meteorological covariates providing additional gains in the full multimodal setting. The code is available at https://github.com/arco-group/ndvi-forecasting.

  • 7 authors
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May 6