Theivaprakasham Hari | Searcharxiv

arXiv2026

How Good Are Time-Series Foundation Models for Pedestrian Crowd Count Forecasting? A Cross-Dataset Comparative Study

Pedestrian-count forecasting supports pedestrian-oriented Intelligent Transportation Systems (ITS), including crowd monitoring, pedestrian-traffic staffing and routing, and proactive risk mitigation during surges. Recent time-series foundation models (FMs) report strong zero-shot accuracy on heterogeneous forecasting benchmarks, but it remains unclear whether these gains transfer reliably to pedestrian sensing deployments. We benchmark seven univariate forecasting approaches spanning four paradigms: Seasonal Naive, gradient-boosted trees (LightGBM, CatBoost), deep learning models (N-HiTS, PatchTST), and two pretrained FMs (TimesFM, Chronos-2). Experiments cover two complementary regimes: (i) a five-day special event dataset SAIL2025 at 3-minute resolution with limited in-domain history; and (ii) Melbourne pedestrian sensors as a multi-year hourly dataset (2010--2017) with strong seasonality. We compare the MAE and RMSE results per sensor across datasets and multiple forecast horizons. Results show three consistent findings. First, with limited historical data, Seasonal Naive remains a strong baseline for long-horizon forecasting on high-volume sensors, while trained models can degrade when the next day differs substantially from prior days. Second, boosted trees can be competitive on lower-volume sensors but exhibit higher sensitivity on high-volume sensors under event-driven shift. Third, FMs excel in the seasonal and data-rich regime under long-context configuration. The findings highlight the importance of choosing pedestrian forecasting models based on both the underlying data conditions and the forecasting horizon.

cs.LG↗

arXiv2026

Asymmetric Peak-Aware Loss for Peak-Critical Time Series Forecasting

In many operational time-series forecasting applications, such as crowd demand forecasting, the risk related to under-prediction is substantially higher than that of over-prediction. Accurate prediction of rare demand spikes plays a critical role in downstream tasks. Yet most time-series forecasters are trained with symmetric objectives (e.g., MSE, MAE) and evaluated primarily on aggregate error, which can mask failures in extreme-values and peak-timing predictions. We introduce Asymmetric Peak-Aware Loss (APAL), a simple, model-agnostic objective that (i) penalizes under-predictions more heavily and (ii) increases the training weight of peak regions within each forecast window. We further propose a peak-critical evaluation protocol that complements MAE/MSE with channel-wise tail error (Top-10% and Top-1%) and peak metrics (precision, recall, F1 under timing tolerance, and peak timing error). We evaluate APAL on long-horizon multivariate forecasting across five state-of-the-art backbones, with a focus on pedestrian demand forecasting using (i) a production-ready subset of the City of Melbourne pedestrian hourly count dataset and (ii) a beach visitor count dataset. The generality of the loss function for time-series forecasting is tested on additional benchmarks. Across peak-critical datasets and settings, APAL improves tail accuracy and peak-prediction quality while exposing a controllable trade-off with aggregate error, making it a practical solution when peak-prediction failures are the dominant operational concern.

cs.LG↗