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Weather prediction is a quintessential problem involving the forecasting of a complex, nonlinear, and chaotic high-dimensional dynamical system. This work introduces an efficient reduced-order modeling (ROM) framework for short-range…

We propose enforcing constraints on Model-Based Diffusion by introducing emerging barrier functions inspired by interior point methods. We demonstrate that the standard Model-Based Diffusion algorithm can lead to catastrophic performance…

Despite the superiority of convolutional neural networks demonstrated in time series modeling and forecasting, it has not been fully explored on the design of the neural network architecture and the tuning of the hyper-parameters. Inspired…

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods…

Time Series Forecasting (TSF) is a widely researched topic with broad applications in weather forecasting, traffic control, and stock price prediction. Extreme values in time series often significantly impact human and natural systems, but…

We study the trajectory of iterations and the convergence rates of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR). The fundamental goal of MLR is to learn the regression models from unlabeled…

We propose a novel End-to-end Multi-objective Ensemble Ranking framework (EMER) for the multi-objective ensemble ranking module, which is the most critical component of the short video recommendation system. EMER enhances personalization by…

One of the possible objectives when designing experiments is to build or formulate a model for predicting future observations. When the primary objective is prediction, some typical approaches in the planning phase are to use…

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Nowadays, weather prediction is based on numerical weather prediction (NWP) models to produce an ensemble of forecasts. Despite of large improvements over the last few decades, they still tend to exhibit systematic bias and dispersion…

Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…

The paper presents theoretical and empirical analyses of project dynamics and emergent complexity in new product development (NPD) projects. A model-driven approach is taken and mathematical models of cooperative work are formulated based…

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

In this paper, we introduce Segmentation-Driven Deformation Multi-View Stereo (SD-MVS), a method that can effectively tackle challenges in 3D reconstruction of textureless areas. We are the first to adopt the Segment Anything Model (SAM) to…

This work presents the Griffith-type phase-field formation at large deformation in the framework of adaptive edge-based smoothed finite element method (ES-FEM) for the first time. Therein the phase-field modeling of fractures has attracted…

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…