TimePre: Bridging Accuracy, Efficiency, and Stability in Probabilistic Time-Series Forecasting
About
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.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Probabilistic Forecasting | Electricity | CRPS3.15 | 48 | |
| Probabilistic time series forecasting | Exchange | CRPS0.72 | 27 | |
| Probabilistic Forecasting | Wiki | CRPS6.14 | 25 | |
| Probabilistic Forecasting | taxi | CRPS21.72 | 13 | |
| Probabilistic Forecasting | Exchange | Distortion0.0275 | 9 | |
| Probabilistic Forecasting | solar | Distortion267.1 | 9 | |
| Probabilistic Forecasting | Traffic | Distortion0.68 | 9 | |
| Probabilistic Forecasting | solar | CRPS Sum39.79 | 4 | |
| Probabilistic Forecasting | Traffic | CRPS-Sum11.81 | 4 |