SOURCE-LINKED INTELLIGENCE

Rollcast: Proper-Score Gated Rolling Anchors for Adaptive Probabilistic Time-Series Forecasting

arXiv · AI, language, vision and robotics · article · Sep 3, 2026 · UTC

Rollcast is a probabilistic forecasting method for univariate time series that combines a compact set of rolling statistical anchors rather than relying on a single global model. Rolling means, medians, extrema, regression endpoints, and quantiles define candidate forecast locations and a representation of the current state. A state-dependent softmax gate learns anchor probabilities by minimizing negative log predictive density, while residual distributions retrieved from similar historical states provide local uncertainty. Recursive simulation propagates the resulting mixture over multiple fo

Read original source ↗ Open in workspace

recordType

paper

region

Global