{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/better-batch-for-deep-probabilistic-time","title":"Better Batch for Deep Probabilistic Time Series Forecasting","arxiv_id":"2305.17028","date":"2023-05-26","proceeding":null,"authors":["Vincent Zhihao Zheng","Seongjin Choi","Lijun Sun"],"abstract":"Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by assuming a time-independent error process and overlooking serial correlation. To overcome this limitation, we propose an innovative training method that incorporates error autocorrelation to enhance probabilistic forecasting accuracy. Our method constructs a mini-batch as a collection of $D$ consecutive time series segments for model training. It explicitly learns a time-varying covariance matrix over each mini-batch, encoding error correlation among adjacent time steps. The learned covariance matrix can be used to improve prediction accuracy and enhance uncertainty quantification. We evaluate our method on two different neural forecasting models and multiple public datasets. Experimental results confirm the effectiveness of the proposed approach in improving the performance of both models across a range of datasets, resulting in notable improvements in predictive accuracy.","url_abs":"https://arxiv.org/abs/2305.17028v5","url_pdf":"https://arxiv.org/pdf/2305.17028v5.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"better-batch-for-deep-probabilistic-time","repo_url":"https://github.com/rottenivy/betterbatch","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"decision-making","task_name":"Decision Making"},{"task_slug":"probabilistic-time-series-forecasting","task_name":"Probabilistic Time Series Forecasting"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"},{"task_slug":"uncertainty-quantification","task_name":"Uncertainty Quantification"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2305.17028","atlas_url":"https://app.syntology.ai/?focus=2305.17028","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2305.17028"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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