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Lars Schmidt-Thieme

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#artificial intelligence Preprint Sep 2026

MixBench-TS: A Multivariate Time Series Forecasting Benchmark Where Channel Mixing Pays Off

A model-based measure is introduced that compares a channel-dependent (CD) model to its channel-independent (CI) variant and only lagged MI and the CD gain recover every planted coupling, a model-based measure that compares a channel-dependent model to its channel-independent variant.

Ibram Abdelmalak, Mischa Putzke, Jungmin Choi et al. · 0 citations
Preprint Aug 2026

Two-stage Odd Residual Flows for Mean-Preserving Probabilistic Time Series Forecasting

Two-stage Odd Residual Flows (TORF), a framework that decouples mean forecasting from uncertainty estimation, achieves state-of-the-art deterministic accuracy (NMAE) while providing strong density estimation performance (CRPS) on short and long-horizon forecasting.

Kiran Madhusudhanan, Christian Klötergens, Lars Schmidt-Thieme et al. · 0 citations
#machine learning Preprint Apr 2026

Sliding-Window Reordering with Overlap Averaging: A Simple Time-Domain Augmentation for Multivariate Forecasting

A simple procedure is described that unfolds the joint input-target sequence into overlapping sliding windows, randomly reorders a controlled fraction of them, and reconstructs the sequence by averaging across the overlaps, producing synthetic samples with controlled variation while limiting temporal distortion.

Jafar Bakhshaliyev, Johannes Burchert, Niels Landwehr et al. · 0 citations
Preprint Aug 2026

Do Tabular Foundation Models Agree with Themselves?

This work proposes asking a different question: could a model's predictions result from any joint distribution?

Christian Klötergens, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme et al. · 3 citations

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