Efficient and sustainable maritime transport increasingly depends on reliable forecasting and adaptive routing, yet operational adoption remains difficult due to forecast latencies and the need for human judgment in rapid decision-making under changing ocean conditions. We introduce SWR-Viz, an AI-assisted visual analytics framework that combines a physics-informed Fourier Neural Operator wave forecast model with SIMROUTE-based routing and interactive emissions analytics. The framework generates near-term forecasts directly from current conditions, supports data assimilation with sparse observations, and enables rapid exploration of what-if routing scenarios. We evaluate the forecast models and SWR-Viz framework along key shipping corridors in the Japan Coast and Gulf of Mexico, showing both improved forecast stability and realistic routing outcomes comparable to ground-truth reanalysis wave products. Expert feedback highlights the usability of SWR-Viz, its ability to isolate voyage segments with high emission reduction potential, and its value as a practical decision-support system. More broadly, this work illustrates how lightweight AI forecasting can be integrated with interactive visual analytics to support human-centered decision-making in complex geospatial and environmental domains.

The design of training objective is central to training time-series forecasting models. Existing training objectives such as mean squared error mostly treat each future step as an independent, equally weighted task, which we found leading to the following two issues: (1) overlook the label autocorrelation effect among future steps, leading to biased training objective; (2) fail to set heterogeneous task weights for different forecasting tasks corresponding to varying future steps, limiting the forecasting performance. To fill this gap, we propose a novel quadratic-form weighted training objective, addressing both of the issues simultaneously. Specifically, the off-diagonal elements of the weighting matrix account for the label autocorrelation effect, whereas the non-uniform diagonals are expected to match the most preferable weights of the forecasting tasks with varying future steps. To achieve this, we propose a Quadratic Direct Forecast (QDF) learning algorithm, which trains the forecast model using the adaptively updated quadratic-form weighting matrix. Experiments show that our QDF effectively improves performance of various forecast models, achieving state-of-the-art results. Code is available at https://anonymous.4open.science/r/QDF-8937.

Training time-series forecast models requires aligning the conditional distribution of model forecasts with that of the label sequence. The standard direct forecast (DF) approach resorts to minimize the conditional negative log-likelihood of the label sequence, typically estimated using the mean squared error. However, this estimation proves to be biased in the presence of label autocorrelation. In this paper, we propose DistDF, which achieves alignment by alternatively minimizing a discrepancy between the conditional forecast and label distributions. Because conditional discrepancies are difficult to estimate from finite time-series observations, we introduce a newly proposed joint-distribution Wasserstein discrepancy for time-series forecasting, which provably upper bounds the conditional discrepancy of interest. This discrepancy admits tractable, differentiable estimation from empirical samples and integrates seamlessly with gradient-based training. Extensive experiments show that DistDF improves the performance diverse forecast models and achieves the state-of-the-art forecasting performance. Code is available at https://anonymous.4open.science/r/DistDF-F66B.

Data-driven machine learning (ML) models have recently shown promise in surpassing traditional physics-based approaches for weather forecasting, leading to a so-called second revolution in weather forecasting. However, most ML-based forecast models treat reanalysis as the truth and are trained under variable-specific loss weighting, ignoring their physical coupling and spatial structure. Over long time horizons, the forecasts become blurry and physically unrealistic under rollout training. To address this, we reinterpret model training as a weak-constraint four-dimensional variational data assimilation (WC-4DVar) problem, treating reanalysis data as imperfect observations. This allows the loss function to incorporate reanalysis error covariance and capture multivariate dependencies. In practice, we compute the loss in a latent space learned by an autoencoder (AE), where the reanalysis error covariance becomes approximately diagonal, thus avoiding the need to explicitly model it in the high-dimensional model space. We show that rollout training with latent-space constraints improves long-term forecast skill and better preserves fine-scale structures and physical realism compared to training with model-space loss. Finally, we extend this framework to accommodate heterogeneous data sources, enabling the forecast model to be trained jointly on reanalysis and multi-source observations within a unified theoretical formulation.

Training time-series forecast models presents unique challenges in designing effective learning objectives. Existing methods predominantly utilize the temporal mean squared error, which faces two critical challenges: (1) label autocorrelation, which leads to bias from the label sequence likelihood; (2) excessive amount of tasks, which increases with the forecast horizon and complicates optimization. To address these challenges, we propose Time-o1, a transformation-augmented learning objective tailored for time-series forecasting. The central idea is to transform the label sequence into decorrelated components with discriminated significance. Models are then trained to align the most significant components, thereby effectively mitigating label autocorrelation and reducing task amount. Extensive experiments demonstrate that Time-o1 achieves state-of-the-art performance and is compatible with various forecast models. Code is available at https://github.com/Master-PLC/Time-o1.

Probabilistic forecasts are typically obtained using state-of-the-art statistical and machine learning models, with model parameters estimated by optimizing a proper scoring rule over a set of training data. If the model class is not correctly specified, then the learned model will not necessarily issue forecasts that are calibrated. Calibrated forecasts allow users to appropriately balance risks in decision making, and it is particularly important that forecast models issue calibrated predictions for extreme events, since such outcomes often generate large socio-economic impacts. In this work, we study how the loss function used to train probabilistic forecast models can be adapted to improve the reliability of forecasts made for extreme events. We investigate loss functions based on weighted scoring rules, and additionally propose regularizing loss functions using a measure of tail miscalibration. We apply these approaches to a hierarchy of increasingly flexible forecast models for UK wind speeds, including simple parametric models, distributional regression networks, and conditional generative models. We demonstrate that state-of-the-art models do not issue calibrated forecasts for extreme wind speeds, and that the calibration of forecasts for extreme events can be improved by suitable adaptations to the loss function during model training. This, however, introduces a trade-off between calibrated forecasts for extreme events and calibrated forecasts for more common outcomes.

Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize recent time series observations as new training samples and update model parameters according to the forecasting feedback on recent data. However, they overlook a critical issue: obtaining ground-truth future values of each sample should be delayed until after the forecast horizon. This delay creates a temporal gap between the training samples and the test sample. Our empirical analysis reveals that the gap can introduce concept drift, causing forecast models to adapt to outdated concepts. In this paper, we present \textsc{Proceed}, a novel proactive model adaptation framework for online time series forecasting. \textsc{Proceed} first estimates the concept drift between the recently used training samples and the current test sample. It then employs an adaptation generator to efficiently translate the estimated drift into parameter adjustments, proactively adapting the model to the test sample. To enhance the generalization capability of the framework, \textsc{Proceed} is trained on synthetic diverse concept drifts. Extensive experiments on five real-world datasets across various forecast models demonstrate that \textsc{Proceed} brings more performance improvements than the state-of-the-art online learning methods, significantly facilitating forecast models' resilience against concept drifts. Code is available at \url{https://github.com/SJTU-DMTai/OnlineTSF}.

Probabilistic predictions are probability distributions over the set of possible outcomes. Such predictions quantify the uncertainty in the outcome, making them essential for effective decision making. By combining multiple predictions, the information sources used to generate the predictions are pooled, often resulting in a more informative forecast. Probabilistic predictions are typically combined by linearly pooling the individual predictive distributions; this encompasses several ensemble learning techniques, for example. The weights assigned to each prediction can be estimated based on their past performance, allowing more accurate predictions to receive a higher weight. This can be achieved by finding the weights that optimise a proper scoring rule over some training data. By embedding predictions into a Reproducing Kernel Hilbert Space (RKHS), we illustrate that estimating the linear pool weights that optimise kernel-based scoring rules is a convex quadratic optimisation problem. This permits an efficient implementation of the linear pool when optimally combining predictions on arbitrary outcome domains. This result also holds for other combination strategies, and we additionally study a flexible generalisation of the linear pool that overcomes some of its theoretical limitations, whilst allowing an efficient implementation within the RKHS framework. These approaches are compared in an application to operational wind speed forecasts, where this generalisation is found to offer substantial improvements upon the traditional linear pool.

Weather and climate data are often available at limited temporal resolution, either due to storage limitations, or in the case of weather forecast models based on deep learning, their inherently long time steps. The coarse temporal resolution makes it difficult to capture rapidly evolving weather events. To address this limitation, we introduce an interpolation model that reconstructs the atmospheric state between two points in time for which the state is known. The model makes use of a novel network layer that modifies the adaptive Fourier neural operator (AFNO), which has been previously used in weather prediction and other applications of machine learning to physics problems. The modulated AFNO (ModAFNO) layer takes an embedding, here computed from the interpolation target time, as an additional input and applies a learned shift-scale operation inside the AFNO layers to adapt them to the target time. Thus, one model can be used to produce all intermediate time steps. Trained to interpolate between two time steps 6 h apart, the ModAFNO-based interpolation model produces 1 h resolution intermediate time steps that are visually nearly indistinguishable from the actual corresponding 1 h resolution data. The model reduces the RMSE loss of reconstructing the intermediate steps by approximately 50% compared to linear interpolation. We also demonstrate its ability to reproduce the statistics of extreme weather events such as hurricanes and heat waves better than 6 h resolution data. The ModAFNO layer is generic and is expected to be applicable to other problems, including weather forecasting with tunable lead time.

Smart contracts are susceptible to critical vulnerabilities. Hybrid dynamic analyses, such as concolic execution assisted fuzzing and foundation model assisted fuzzing, have emerged as highly effective testing techniques for smart contract bug detection recently. This hybrid approach has shown initial promise in real-world benchmarks, but it still suffers from low scalability to find deep bugs buried in complex code patterns. We observe that performance bottlenecks of existing dynamic analyses and model hallucination are two main factors limiting the scalability of this hybrid approach in finding deep bugs. To overcome the challenges, we design an interactive, self-deciding foundation model based system, called SmartSys, to support hybrid smart contract dynamic analyses. The key idea is to teach foundation models about performance bottlenecks of different dynamic analysis techniques, making it possible to forecast the right technique and generates effective fuzz targets that can reach deep, hidden bugs. To prune hallucinated, incorrect fuzz targets, SmartSys feeds foundation models with feedback from dynamic analysis during compilation and at runtime. The interesting results of SmartSys include: i) discovering a smart contract protocol vulnerability that has escaped eleven tools and survived multiple audits for over a year; ii) improving coverage by up to 14.3\% on real-world benchmarks compared to the baselines.