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Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…
The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…
We propose a framework for the derivation and evaluation of distributed iterative algorithms for receiver cooperation in interference-limited wireless systems. Our approach views the processing within and collaboration between receivers as…
As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…
Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…
Precise coordinated planning over a forward time window enables safe and highly efficient motion when many robots must work together in tight spaces, but this would normally require centralised control of all devices which is difficult to…
Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have…
Forecast combination -- the aggregation of individual forecasts from multiple experts or models -- is a proven approach to economic forecasting. To date, research on economic forecasting has concentrated on local combination methods, which…
For automated driving, predicting the future trajectories of other road users in complex traffic situations is a hard problem. Modern neural networks use the past trajectories of traffic participants as well as map data to gather hints…
Many planning and decision activities in logistics and supply chain management are based on forecasts of multiple time dependent factors. Therefore, the quality of planning depends on the quality of the forecasts. We compare various…
In a cooperative coding scheme, network nodes work together to achieve higher transmission rates. To obtain a better understanding of cooperation, we consider a model in which two transmitters send rate-limited descriptions of their…
Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…
This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty…
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
Coordination recognition and subtle pattern prediction of future trajectories play a significant role when modeling interactive behaviors of multiple agents. Due to the essential property of uncertainty in the future evolution,…
Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…
Conformal prediction is an uncertainty quantification method that constructs a prediction set for a previously unseen datum, ensuring the true label is included with a predetermined coverage probability. Adaptive conformal prediction has…
Supply Chain Management often requires independent organizations to work together to achieve shared objectives. This collaboration is necessary when coordinated actions benefit the group more than the uncoordinated efforts of individual…
The integration of renewable energy sources (RES) into power grids presents significant challenges due to their intrinsic stochasticity and uncertainty, necessitating the development of new techniques for reliable and efficient forecasting.…
The urban intersection is a typically dynamic and complex scenario for intelligent vehicles, which exists a variety of driving behaviors and traffic participants. Accurately modelling the driver behavior at the intersection is essential for…