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The aim of this paper is to propose a new methodology that allows forecasting, through Vasicek and CIR models, of future expected interest rates (for each maturity) based on rolling windows from observed financial market data. The novelty,…

Computational Finance · Quantitative Finance 2019-01-16 Giuseppe Orlando , Rosa Maria Mininni , Michele Bufalo

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

The success of autonomous systems will depend upon their ability to safely navigate human-centric environments. This motivates the need for a real-time, probabilistic forecasting algorithm for pedestrians, cyclists, and other agents since…

Robotics · Computer Science 2017-06-21 Henry O. Jacobs , Owen K. Hughes , Matthew Johnson-Roberson , Ram Vasudevan

Crash report accumulation is a necessary step during continuous fuzzing. Dynamic software analysis techniques like fuzzing and dynamic symbolic execution generate a large number of crashes for analysis. However, the time and resource…

Cryptography and Security · Computer Science 2024-05-29 Ilya Yegorov , Georgy Savidov

We present an alternative approach to the forecasting of motor vehicle collision rates. We adopt an oft-used tool in mathematical finance, the Heston Stochastic Volatility model, to forecast the short-term and long-term evolution of motor…

Applications · Statistics 2022-03-04 Darren Shannon , Grigorios Fountas

With the continuous development of the petroleum industry, long-distance transportation of oil and gas has been the norm. Due to gravity differentiation in horizontal wells and highly deviated wells (non-vertical wells), the water phase at…

Information Theory · Computer Science 2021-05-25 Yuyan Wu , Haimin Guo , Hongwei Song , Rui Deng

This paper presents a novel monitoring framework that infers the level of collision risk for autonomous vehicles (AVs) based on their object detection performance. The framework takes two sets of predictions from different algorithms and…

Robotics · Computer Science 2025-02-20 Brian Hsuan-Cheng Liao , Yingjie Xu , Chih-Hong Cheng , Hasan Esen , Alois Knoll

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…

Machine Learning · Statistics 2019-09-16 Håvard Kvamme , Ørnulf Borgan , Ida Scheel

Conflict prediction is a vital component of path planning for autonomous vehicles. Prediction methods must be accurate for reliable navigation, but also computationally efficient to enable online path planning. Efficient prediction methods…

Robotics · Computer Science 2023-02-28 Christian E. Roelofse , Corné E. van Daalen

In recent years, some traffic information prediction methods have been proposed to provide the precise information of travel time, vehicle speed, and traffic flow for highways. However, big errors may be obtained by these methods for urban…

Machine Learning · Computer Science 2021-11-02 Chi-Hua Chen

An accurate road surface friction prediction algorithm can enable intelligent transportation systems to share timely road surface condition to the public for increasing the safety of the road users. Previously, scholars developed multiple…

Machine Learning · Computer Science 2020-07-13 Ziyuan Pu , Zhiyong Cui , Shuo Wang , Qianmu Li , Yinhai Wang

Forecasting can estimate the statement of events according to the historical data and it is considerably important in many disciplines. At present, time series models have been utilized to solve forecasting problems in various domains. In…

Data Analysis, Statistics and Probability · Physics 2014-03-10 S. Chen , X. Lan , Y. Hu , Q. Liu , Y. Deng

Partition-wise models offer a flexible approach for modeling complex and multidimensional data that are capable of producing interpretable results. They are based on partitioning the observed data into regions, each of which is modeled with…

Methodology · Statistics 2017-06-07 Rex C. Y. Cheung , Alexander Aue , Thomas C. M. Lee

Two-thirds of the people who buy a new car prefer to use a substitute instead of the built-in navigation system. However, for many applications, knowledge about a user's intended destination and route is crucial. For example, suggestions…

Machine Learning · Computer Science 2020-04-17 Patrick Ebel , Ibrahim Emre Göl , Christoph Lingenfelder , Andreas Vogelsang

Road surface friction significantly impacts traffic safety and mobility. A precise road surface friction prediction model can help to alleviate the influence of inclement road conditions on traffic safety, Level of Service, traffic…

Signal Processing · Electrical Eng. & Systems 2020-07-13 Ziyuan Pu , Shuo Wang , Chenglong Liu , Zhiyong Cui , Yinhai Wang

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao

Traffic accident forecasting is an important task for intelligent transportation management and emergency response systems. However, this problem is challenging due to the spatial heterogeneity of the environment. Existing data-driven…

Machine Learning · Computer Science 2024-12-23 Bang An , Xun Zhou , Amin Vahedian , Nick Street , Jinping Guan , Jun Luo

We present a system for estimating the friction of the pavement surface at any curved road section, by arriving at a consensus estimate, based on data from vehicles that have recently passed through that section. This estimate can help…

Optimization and Control · Mathematics 2023-02-08 Jens-Patrick Langstand , Maben Rabi

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu