CAMul: Calibrated and Accurate Multi-view Time-Series Forecasting
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Abstract (arXiv)
Probabilistic time-series forecasting enables reliable decision making across many domains. Most forecasting problems have diverse sources of data containing multiple modalities and structures. Leveraging information as well as uncertainty from these data sources for well-calibrated and accurate forecasts is an important challenging problem. Most previous work on multi-modal learning and forecasting simply aggregate intermediate representations from each data view by simple methods of summation or concatenation and do not explicitly model uncertainty for each data-view. We propose a general probabilistic multi-view forecasting framework CAMul, that can learn representations and uncertainty from diverse data sources. It integrates the knowledge and uncertainty from each data view in a dynamic context-specific manner assigning more importance to useful views to model a well-calibrated forecast distribution. We use CAMul for multiple domains with varied sources and modalities and show that CAMul outperforms other state-of-art probabilistic forecasting models by over 25% in accuracy and calibration.
Key facts. Cited by 17 papers in the map (data through 7 Oct 2026). Builds on 28 of its 62 references that are in the map. First posted on arXiv 15 Sep 2021.
Builds on
28 of 62 references.
References · 28
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Citing papers per year: 2022: 4; 2023: 5; 2024: 2; 2025: 1; 2026: 5.
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- 2023UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecastingcited by 139
- 2024Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspectivecited by 22
- 2022EINNs: Epidemiologically-informed Neural Networkscited by 21
- 2022Differentiable Agent-based Epidemiologycited by 21
- 2024Epidemiology-Aware Neural ODE with Continuous Disease Transmission Graphcited by 10
- 2022Data-Centric Epidemic Forecasting: A Surveycited by 8
- 2023Performative Time-Series Forecastingcited by 8
- 2023Fast and Multi-aspect Mining of Complex Time-stamped Event Streamscited by 7
- 2022When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecastingcited by 4
- 2025Revisiting Backdoor Attacks on Time Series Classification in the Frequency Domaincited by 4
- 2023PEMS: Pre-trained Epidemic Time-series Modelscited by 3
- 2026Fast Mining and Dynamic Time-to-Event Prediction over Multi-sensor Data Streamscited by 1
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- 2026Enhancing Large Language Models for Time-Series Forecasting via Vector-Injected In-Context Learningcited by 1
- 2026Are LLMs Ready for Neural-integrated Mechanistic Modeling? A Benchmark and Agentic Frameworkcited by 1
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- 2026TERN: A Delta-rule Memory with a Seasonal Reference and Online Adaptation for Epidemic Forecastingcited by 0
- 2026TERN: A Delta-rule Memory with a Seasonal Reference and Online Adaptation for Epidemic Forecasting16 Sep 2026
- 2026Are LLMs Ready for Neural-integrated Mechanistic Modeling? A Benchmark and Agentic Framework20 Feb 2026
- 2026Contextual and Seasonal LSTMs for Time Series Anomaly Detection10 Feb 2026
- 2026Enhancing Large Language Models for Time-Series Forecasting via Vector-Injected In-Context Learning12 Jan 2026
- 2026Fast Mining and Dynamic Time-to-Event Prediction over Multi-sensor Data Streams8 Jan 2026
- 2025Revisiting Backdoor Attacks on Time Series Classification in the Frequency Domain12 Mar 2025
- 2024Epidemiology-Aware Neural ODE with Continuous Disease Transmission Graph28 Sep 2024
- 2024Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective5 Feb 2024
- 2023PEMS: Pre-trained Epidemic Time-series Models14 Nov 2023
- 2023When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecasting17 Oct 2023
- 2023UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting15 Oct 2023
- 2023Performative Time-Series Forecasting9 Oct 2023
5 more
- 2023Fast and Multi-aspect Mining of Complex Time-stamped Event Streams7 Mar 2023
- 2022Differentiable Agent-based Epidemiology20 Jul 2022
- 2022Data-Centric Epidemic Forecasting: A Survey19 Jul 2022
- 2022When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecasting16 Jun 2022
- 2022EINNs: Epidemiologically-informed Neural Networks21 Feb 2022
- 2023UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecastingcited by 139
- 2024Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspectivecited by 22
- 2022EINNs: Epidemiologically-informed Neural Networkscited by 21
- 2022Differentiable Agent-based Epidemiologycited by 21
- 2024Epidemiology-Aware Neural ODE with Continuous Disease Transmission Graphcited by 10
- 2022Data-Centric Epidemic Forecasting: A Surveycited by 8
- 2023Performative Time-Series Forecastingcited by 8
- 2023Fast and Multi-aspect Mining of Complex Time-stamped Event Streamscited by 7
- 2022When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecastingcited by 4
- 2025Revisiting Backdoor Attacks on Time Series Classification in the Frequency Domaincited by 4
- 2023PEMS: Pre-trained Epidemic Time-series Modelscited by 3
- 2026Fast Mining and Dynamic Time-to-Event Prediction over Multi-sensor Data Streamscited by 1
12 most cited of 16 All 16 (JSON)
- 2026TERN: A Delta-rule Memory with a Seasonal Reference and Online Adaptation for Epidemic Forecasting16 Sep 2026
- 2026Contextual and Seasonal LSTMs for Time Series Anomaly Detection10 Feb 2026
- 2026Enhancing Large Language Models for Time-Series Forecasting via Vector-Injected In-Context Learning12 Jan 2026
- 2026Fast Mining and Dynamic Time-to-Event Prediction over Multi-sensor Data Streams8 Jan 2026
- 2025Revisiting Backdoor Attacks on Time Series Classification in the Frequency Domain12 Mar 2025
- 2024Epidemiology-Aware Neural ODE with Continuous Disease Transmission Graph28 Sep 2024
- 2024Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective5 Feb 2024
- 2023PEMS: Pre-trained Epidemic Time-series Models14 Nov 2023
- 2023When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecasting17 Oct 2023
- 2023UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting15 Oct 2023
- 2023Performative Time-Series Forecasting9 Oct 2023
- 2023Fast and Multi-aspect Mining of Complex Time-stamped Event Streams7 Mar 2023
12 newest of 16 All 16 (JSON)