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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.

Lingyu Jiang, Lingyu Xu, Peiran Li, Dengzhe Hou, Qianwen Ge, Dingyi Zhuang, Shuo Xing, Wenjing Chen, Xiangbo Gao, Ting-Hsuan Chen, Xueying Zhan, Xin Zhang, Ziming Zhang, Zhengzhong Tu, Michael Zielewski, Kazunori Yamada, Fangzhou Lin• 2025

Related benchmarks

TaskDatasetResultRank
Probabilistic ForecastingElectricity
CRPS3.15
48
Probabilistic time series forecastingExchange
CRPS0.72
27
Probabilistic ForecastingWiki
CRPS6.14
25
Probabilistic Forecastingtaxi
CRPS21.72
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Probabilistic ForecastingExchange
Distortion0.0275
9
Probabilistic Forecastingsolar
Distortion267.1
9
Probabilistic ForecastingTraffic
Distortion0.68
9
Probabilistic Forecastingsolar
CRPS Sum39.79
4
Probabilistic ForecastingTraffic
CRPS-Sum11.81
4
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