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To address the complexity of financial time series, this paper proposes a forecasting model combining sliding window and variational mode decomposition (VMD) methods. Historical stock prices and relevant market indicators are used to…

Machine Learning · Computer Science 2025-08-22 Luke Li

We present a general prediction scheme of failure times based on updating continuously with time the probability for failure of the global system, conditioned on the information revealed on the pre-existing idiosyncratic realization of the…

Materials Science · Physics 2009-11-11 D. Sornette , J. V. Andersen

This article deals with the spatio-temporal sensors deployment in order to maximize detection probability of an intelligent and randomly moving target in an area under surveillance. Our work is based on the rare events simulation framework.…

Neural and Evolutionary Computing · Computer Science 2017-02-24 Chouchane Mathieu , Paris Sébastien , Le Gland François , Ouladsine Mustapha

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Traffic forecasting is a challenging spatio-temporal modeling task and a critical component of urban transportation management. Current studies mainly focus on deterministic predictions, with limited considerations on the uncertainty and…

Machine Learning · Computer Science 2026-04-20 Weijiang Xiong , Robert Fonod , Nikolas Geroliminis

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

Marine accidents highlight the crucial need for human safety. They result in loss of life, environmental harm, and significant economic costs, emphasizing the importance of being proactive and taking precautionary steps. This study aims to…

Applications · Statistics 2024-11-26 Hitesh Khungla , Kulbir Singh , Mohit Kumar

Knowledge about the maximum tire-road friction potential is an important factor to ensure the driving stability and traffic safety of the vehicle. Many authors proposed systems that either measure friction related parameters or estimate the…

Signal Processing · Electrical Eng. & Systems 2024-07-17 Björn Volkmann , Karl-Philipp Kortmann , Ulrich Mair , Julian King

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Machine Learning · Computer Science 2025-09-30 Skye Gunasekaran , Assel Kembay , Hugo Ladret , Rui-Jie Zhu , Laurent Perrinet , Omid Kavehei , Jason Eshraghian

Traffic microscopic simulation applications are a common tool in road transportation analysis and several attempts to perform road safety assessments have recently been carried out. However, these approaches often ignore causal…

Computational Engineering, Finance, and Science · Computer Science 2018-10-12 Carlos Lima Azevedo , João L. Cardoso , Moshe E. Ben-Akiva

Traffic speed forecasting is an important task in intelligent transportation system management. The objective of much of the current computational research is to minimize the difference between predicted and actual speeds, but information…

Machine Learning · Computer Science 2024-07-17 Yuanjie Lu , Amarda Shehu , David Lattanzi

Winter conditions, characterized by the presence of ice and snow on the ground, are more likely to lead to road accidents. This paper presents an experimental proof of concept, with a 1/5th scale car platform, of a maneuver selection scheme…

Robotics · Computer Science 2024-05-24 Olivier Lecompte , William Therrien , Alexandre Girard

Multimodal foundation models offer promising advancements for enhancing driving perception systems, but their high computational and financial costs pose challenges. We develop a method that leverages foundation models to refine predictions…

Computer Vision and Pattern Recognition · Computer Science 2024-10-03 Yunhao Yang , Yuxin Hu , Mao Ye , Zaiwei Zhang , Zhichao Lu , Yi Xu , Ufuk Topcu , Ben Snyder

In recent years, automotive technology has made a steady progress. In particular, Advanced Driver Assistance System (ADAS) has enabled many safety features in commercial vehicles, for instance, pedestrian detection, lane keeping assist,…

Systems and Control · Electrical Eng. & Systems 2022-12-26 Avinash Prabu , Lingxi Li , Brian King , Yaobin Chen

Most optimal routing problems focus on minimizing travel time or distance traveled. Oftentimes, a more useful objective is to maximize the probability of on-time arrival, which requires statistical distributions of travel times, rather than…

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of…

Applications · Statistics 2009-03-23 Michel Fliess , Cédric Join

In recent years, the application of Large Language Models (LLMs) to time series forecasting (TSF) has garnered significant attention among researchers. This study presents a new frame of LLMs named CGF-LLM using GPT-2 combined with fuzzy…

In this paper we propose a novel approach for learning from data using rule based fuzzy inference systems where the model parameters are estimated using Bayesian inference and Markov Chain Monte Carlo (MCMC) techniques. We show the…

Machine Learning · Statistics 2018-06-25 Indranil Pan , Dirk Bester

This research concerns the estimation of latent linear or polychoric correlations from fuzzy frequency tables. Fuzzy counts are of particular interest to many disciplines including social and behavioral sciences, and are especially relevant…

Methodology · Statistics 2022-11-22 Antonio Calcagnì

Reducing traffic accidents is a crucial global public safety concern. Accident prediction is key to improving traffic safety, enabling proactive measures to be taken before a crash occurs, and informing safety policies, regulations, and…