TimePre: Bridging Accuracy, Efficiency, and Stability in Probabilistic Time-Series Forecasting
Not on the map. Why?
Abstract (arXiv)
We propose TimePre, a simple framework that unifies the efficiency of Multilayer Perceptron (MLP)-based models with the distributional flexibility of Multiple Choice Learning (MCL) for Probabilistic Time-Series Forecasting (PTSF). Stabilized Instance Normalization (SIN), the core of TimePre, is a normalization layer that explicitly addresses the trade-off among accuracy, efficiency, and stability. SIN stabilizes the hybrid architecture by correcting channel-wise statistical shifts, thereby resolving the catastrophic hypothesis collapse. Extensive experiments on six benchmark datasets demonstrate that TimePre achieves state-of-the-art (SOTA) accuracy on key probabilistic metrics. Critically, TimePre achieves inference speeds that are orders of magnitude faster than sampling-based models, and is more stable than prior MCL approaches.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 48 of its 75 references that are in the map. First posted on arXiv 23 Nov 2025.
Builds on
48 of 75 references.
References · 48
- 2017Attention Is All You Needcited by 59,932
- 2015Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shiftcited by 6,979
- 2018A Style-Based Generator Architecture for Generative Adversarial Networkscited by 5,986
- 2016Layer Normalizationcited by 5,579
- 2017mixup: Beyond Empirical Risk Minimizationcited by 5,155
- 2014Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translationcited by 4,016
- 2016Simple and Scalable Predictive Uncertainty Estimation using Deep Ensemblescited by 3,888
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2021Barlow Twins: Self-Supervised Learning via Redundancy Reductioncited by 1,818
- 2019Similarity of Neural Network Representations Revisitedcited by 1,695
- 2016Understanding deep learning requires rethinking generalizationcited by 1,657
36 more
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
- 2018Group Normalizationcited by 1,514
- 2022Are Transformers Effective for Time Series Forecasting?cited by 1,400
- 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,200
- 2016Instance Normalization: The Missing Ingredient for Fast Stylizationcited by 1,187
- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,004
- 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 869
- 2019Graph WaveNet for Deep Spatial-Temporal Graph Modelingcited by 820
- 2020Time Series Forecasting With Deep Learning: A Surveycited by 457
- 2024TimeMixer: Decomposable Multiscale Mixing for Time Series Forecastingcited by 333
- 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecastingcited by 332
- 2016Deep Spatio-Temporal Residual Networks for Citywide Crowd Flows Predictioncited by 330
- 2023Long-term Forecasting with TiDE: Time-series Dense Encodercited by 327
- 2017A Multi-Horizon Quantile Recurrent Forecastercited by 211
- 2018A Convergence Analysis of Gradient Descent for Deep Linear Neural Networkscited by 180
- 2019Recurrent Neural Networks for Time Series Forecasting: Current Status and Future Directionscited by 172
- 2020Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flowscited by 142
- 2016Learning in an Uncertain World: Representing Ambiguity Through Multiple Hypothesescited by 96
- 2019Deep Factors for Forecastingcited by 86
- 2016Stochastic Multiple Choice Learning for Training Diverse Deep Ensemblescited by 77
- 2024A Comprehensive Survey of Deep Learning for Time Series Forecasting: Architectural Diversity and Open Challengescited by 46
- 2019GluonTS: Probabilistic Time Series Models in Pythoncited by 45
- 2020Trajectory-wise Multiple Choice Learning for Dynamics Generalization in Reinforcement Learningcited by 34
- 2023TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Seriescited by 25
- 2024FlowTS: Time Series Generation via Rectified Flowcited by 22
- 2024Annealed Multiple Choice Learning: Overcoming limitations of Winner-takes-all with annealingcited by 12
- 2020TreeRNN: Topology-Preserving Deep GraphEmbedding and Learningcited by 7
- 2023Bicriteria Approximation Algorithms for the Submodular Cover Problemcited by 6
- 2024Winner-takes-all learners are geometry-aware conditional density estimatorscited by 6
- 2024Fair Submodular Covercited by 6
- 2025Winner-takes-all for Multivariate Probabilistic Time Series Forecastingcited by 4
- 2020Implicit Regularization via Neural Feature Alignmentcited by 3
- 2024Multiple Choice Learning for Efficient Speech Separation with Many Speakerscited by 3
- 2025KANMixer: a minimal KAN-centered mixer for long-term time series forecastingcited by 3
- 2024GAS-Norm: Score-Driven Adaptive Normalization for Non-Stationary Time Series Forecasting in Deep Learningcited by 2
- 2025Structured Basis Function Networks: Loss-Centric Multi-Hypothesis Ensembles with Controllable Diversitycited by 1
Built on by
Citing papers per year: 2026: 3.
3 papers.