Teger: Spatiotemporal Covariance for Probabilistic Traffic Forecasting
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Abstract (arXiv)
Traffic conditions drift -- demand patterns, incident dynamics, and sensor behavior shift over a deployment's lifetime -- so a joint uncertainty estimate fit once at training time and left static will miscalibrate as conditions change. We present TEGER, a residual covariance model that keeps a forecaster's joint predictive uncertainty current at test time through closed-form updates, not retraining. A fixed sensor graph supplies a low-dimensional spatial precision factor encoding which sensors' errors move together; at inference, Gaussian conditioning corrects The next forecast's mean and covariance from only the most recently observed residuals, and an exponential moving-average volatility term rescales marginal uncertainty to track local drift while preserving the learned correlation structure. Neither update touches the forecasting backbone's weights, so the same mechanism attaches to a frozen time-series foundation model: no gradient passes through it, turning a static point forecast into one with continually refreshed, correlated uncertainty at negligible added cost. In four traffic datasets, the fixed-graph covariance improves 60-minute CRPSsum over a temporal-only baseline in different configurations of the backbone and datasets. Applied post hoc to a frozen time-series foundation model, Chronos, the same test-time correction reduces CRPSsum from 0.1798 to 0.1736 without foundation-model fine-tuning. These results support closed-form test-time residual correction, rather than a covariance fixed once at training time.
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References · 7
- 2017Attention Is All You Needcited by 60,361
- 2024Chronos: Learning the Language of Time Seriescited by 759
- 2020Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networkscited by 566
- 2024xLSTM: Extended Long Short-Term Memorycited by 327
- 2015Diffusion-Convolutional Neural Networkscited by 268
- 2019High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processescited by 148
- 2024Multivariate Probabilistic Time Series Forecasting with Correlated Errorscited by 6
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