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arXiv 提交日期: 2026-04-30
📄 Abstract - Probabilistic Circuits for Irregular Multivariate Time Series Forecasting

Joint probabilistic modeling is essential for forecasting irregular multivariate time series (IMTS) to accurately quantify uncertainty. Existing approaches often struggle to balance model expressivity with consistent marginalization, frequently leading to unreliable or contradictory forecasts. To address this, we propose CircuITS, a novel architecture for probabilistic IMTS forecasting based on probabilistic circuits. Our model is flexible in capturing intricate dependencies between time series channels while structurally guaranteeing valid joint distributions. Experiments on four real world datasets demonstrate that CircuITS achieves superior joint and marginal density estimation compared to state of the art baselines.

顶级标签: machine learning model evaluation
详细标签: probabilistic circuits time series forecasting irregular time series density estimation uncertainty quantification 或 搜索:

面向不规则多变量时间序列预测的概率电路模型 / Probabilistic Circuits for Irregular Multivariate Time Series Forecasting


1️⃣ 一句话总结

本文提出了一种名为CircuITS的新型概率电路架构,能够在保证联合概率分布一致性的同时,灵活捕捉不规则时间序列中不同通道间的复杂依赖关系,从而在多个真实数据集上实现了优于现有模型的预测精度。

源自 arXiv: 2604.27814