# Navigating the Safety-Fidelity Trade-off: Massive-Variate Time Series Forecasting for Power Systems via Probabilistic Scenarios

arXiv: https://arxiv.org/abs/2606.13338 · HTML: https://mlsanity.com/paper/2606.13338/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 15 of its 57 references that are in the map.
- First posted on arXiv 11 Jun 2026.

## Builds on (most cited first, 15 of 15)

- [Linformer: Self-Attention with Linear Complexity](https://mlsanity.com/paper/2006.04768/) (2020)
- [A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification](https://mlsanity.com/paper/2107.07511/) (2021)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows](https://mlsanity.com/paper/2002.06103/) (2020)
- [Distributionally Robust Optimization: A Review](https://mlsanity.com/paper/1908.05659/) (2019)
- [The Power Grid Library for Benchmarking AC Optimal Power Flow Algorithms](https://mlsanity.com/paper/1908.02788/) (2019)
- [ScoreGrad: Multivariate Probabilistic Time Series Forecasting with Continuous Energy-based Generative Models](https://mlsanity.com/paper/2106.10121/) (2021)
- [TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series](https://mlsanity.com/paper/2310.01327/) (2023)
- [OPFData: Large-scale datasets for AC optimal power flow with topological perturbations](https://mlsanity.com/paper/2406.07234/) (2024)
- [AC Power Flow Data in MATPOWER and QCQP Format: iTesla, RTE Snapshots, and PEGASE](https://mlsanity.com/paper/1603.01533/) (2016)
- [Fidel-TS: A High-Fidelity Multimodal Benchmark for Time Series Forecasting](https://mlsanity.com/paper/2509.24789/) (2025)
- [Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling](https://mlsanity.com/paper/2605.27286/) (2026)
- [PFDelta: A Benchmark Dataset for Power Flow under Load, Generation, and Topology Variations](https://mlsanity.com/paper/2510.22048/) (2025)
- [Position: Universal Time Series Foundation Models Rest on a Category Error](https://mlsanity.com/paper/2602.05287/) (2026)

## Abstract (arXiv)

Probabilistic forecasting models are increasingly deployed on multivariate systems with distinct channel physics and operational constraints, but existing benchmarks evaluate neither property at scale. Public canonical multivariate benchmarks cap out at 2,000 channels, while power-system benchmarks either lack temporal structure or probabilistic evaluation. We introduce PowerPhase, a probabilistic forecasting benchmark built on six transmission grids ranging from 2,000 to 36,964 jointly forecasted channels, more than an order of magnitude beyond popular canonical multivariate benchmarks. Each target trajectory is the output of an AC power-flow solve, and PowerPhase ships with constraint-aware metrics, including Safety_mBrier, NECV, and CVaR-alpha, that complement CRPS and Distortion. Across eight baselines and three seeds, distributional accuracy and constraint satisfaction rank models differently, a trade-off we term safety-fidelity. We further propose PowerForge, a scenario-based quantile forecaster with type-specific decoding heads and a causal bridge between variable groups, which achieves the best average rank on every grid.