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With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…
Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…
Delay-coordinates dynamic mode decomposition (DC-DMD) is widely used to extract coherent spatiotemporal modes from high-dimensional time series. A central challenge is distinguishing dynamically meaningful modes from spurious modes induced…
With the advent of standards for deterministic network behavior, synthesizing network designs under delay constraints becomes the natural next task to tackle. Network Calculus (NC) has become a key method for validating industrial networks,…
State-of-the-art weather forecasts usually rely on ensemble prediction systems, accounting for the different sources of uncertainty. As ensembles are typically uncalibrated, they should get statistically postprocessed. Several multivariate…
Application of the minimum distance method to the linear regression model for estimating regression parameters is a difficult and time-consuming process due to the complexity of its distance function, and hence, it is computationally…
Network coding permits to deploy distributed packet delivery algorithms that locally adapt to the network availability in media streaming applications. However, it may also increase delay and computational complexity if it is not…
Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…
Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…
A delayed feedback reservoir (DFR) is a reservoir computing system well-suited for hardware implementations. However, achieving high accuracy in DFRs depends heavily on selecting appropriate hyperparameters. Conventionally, due to the…
Multi-step forecasting is often described through a simple rule of thumb: recursive strategies are said to have high bias and low variance, while direct strategies are said to have low bias and high variance. We revisit this belief by…
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…
Accurate forecasting of project performance metrics is crucial for successfully managing and delivering urban road reconstruction projects. Traditional methods often rely on static baseline plans and fail to consider the dynamic nature of…
We consider the transmission of packets across a lossy end-to-end network path so as to achieve low in-order delivery delay. This can be formulated as a decision problem, namely deciding whether the next packet to send should be an…
Delay tolerant Ad-hoc Networks make use of mobility of relay nodes to compensate for lack of permanent connectivity and thus enable communication between nodes that are out of range of each other. To decrease delivery delay, the information…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
Stochastic control problems with delay are challenging due to the path-dependent feature of the system and thus its intrinsic high dimensions. In this paper, we propose and systematically study deep neural networks-based algorithms to solve…
The intersection of machine learning and dynamical systems has generated considerable interest recently. Neural Ordinary Differential Equations (NODEs) represent a rich overlap between these fields. In this paper, we develop a continuous…
Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down…
High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…