mlsanityData to 14 Oct 2026

Teger: Spatiotemporal Covariance for Probabilistic Traffic Forecasting

arXiv 2605.18068 ↗First posted 18 May 2026cs.LG cs.AIcited by 0

Not on the map. Why?

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.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 7 of its 11 references that are in the map. First posted on arXiv 18 May 2026.

Builds on

7 of 11 references.

References · 7

  1. 2017Attention Is All You Needcited by 60,361
  2. 2024Chronos: Learning the Language of Time Seriescited by 759
  3. 2020Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networkscited by 566
  4. 2024xLSTM: Extended Long Short-Term Memorycited by 327
  5. 2015Diffusion-Convolutional Neural Networkscited by 268
  6. 2019High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processescited by 148
  7. 2024Multivariate Probabilistic Time Series Forecasting with Correlated Errorscited by 6

Built on by

Not cited yet.