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This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…

Optimization and Control · Mathematics 2025-09-11 Yuhang Mei , Amirhossein Taghvaei , Ali Pakniyat

We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…

Machine Learning · Computer Science 2024-12-25 Ruipu Li , Alexander Rodríguez

Recently, several direct Data-Driven Predictive Control (DDPC) methods have been proposed, advocating the possibility of designing predictive controllers from historical input-output trajectories without the need to identify a model. In…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Per Mattsson , Fabio Bonassi , Valentina Breschi , Thomas B. Schön

We estimate the parameter of a stationary time series process by minimizing the integrated weighted mean squared error between the empirical and simulated characteristic function, when the true characteristic functions cannot be explicitly…

Statistics Theory · Mathematics 2021-02-03 Richard A. Davis , Thiago do Rêgo Sousa , Claudia Klüppelberg

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

In this paper, we propose a new self-triggered formulation of Model Predictive Control for continuous-time linear networked control systems. Our control approach, which aims at reducing the number of transmitting control samples to the…

Optimization and Control · Mathematics 2016-09-09 K. Hashimoto , S. Adachi , D. V. Dimarogonas

This paper investigates the problem of impact-time-control and proposes a learning-based computational guidance algorithm to solve this problem. The proposed guidance algorithm is developed based on a general prediction-correction concept:…

Machine Learning · Computer Science 2021-05-31 Zichao Liu , Jiang Wang , Shaoming He , Hyo-Sang Shin , Antonios Tsourdos

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Chengyan Zhao , Masaki Ogura , Kenji Sugimoto

This paper proposes a framework for adaptively learning a feedback linearization-based tracking controller for an unknown system using discrete-time model-free policy-gradient parameter update rules. The primary advantage of the scheme over…

Machine Learning · Computer Science 2020-04-07 Tyler Westenbroek , Eric Mazumdar , David Fridovich-Keil , Valmik Prabhu , Claire J. Tomlin , S. Shankar Sastry

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

In this paper, we propose an inverse-kinematics controller for a class of multi-robot systems in the scenario of sampled communication. The goal is to make a group of robots perform trajectory tracking in a coordinated way when the sampling…

Robotics · Computer Science 2025-02-11 Enrica Rossi , Marco Tognon , Luca Ballotta , Ruggero Carli , Juan Cortés , Antonio Franchi , Luca Schenato

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…

Machine Learning · Computer Science 2025-08-22 Yonathan Guttel , Orit Moradov , Nachi Lieder , Asnat Greenstein-Messica

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

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

Directed q-analysis is a recent extension of q-analysis, an established method for extracting structure from networks, to directed graphs. Until recently, a lack of efficient algorithms heavily restricted the application of this technique:…

Data Structures and Algorithms · Computer Science 2025-08-22 Felix Windisch , Florian Unger
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