mlsanityData to 7 Oct 2026

CAMul: Calibrated and Accurate Multi-view Time-Series Forecasting

arXiv 2109.07438 ↗First posted 15 Sep 2021cs.LG cs.AI stat.MLcited by 17

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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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16 more
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Citing papers per year: 2022: 4; 2023: 5; 2024: 2; 2025: 1; 2026: 5.

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