Related papers: ctsmr - Continuous Time Stochastic Modeling in R

The OSTSC package is a powerful oversampling approach for classifying univariant, but multinomial time series data in R. This article provides a brief overview of the oversampling methodology implemented by the package. A tutorial of the…

Probabilistic time series forecasting is crucial for quantifying future uncertainty, with significant applications in fields such as energy and finance. However, existing methods often rely on computationally expensive sampling or…

This study presents a learning-based nonlinear algorithm for tracking control of differential-drive mobile robots. The Computed Torque Method (CTM) suffers from inaccurate knowledge of system parameters, while Deep Reinforcement Learning…

Spatiotemporal predictive learning (ST-PL) is a hotspot with numerous applications, such as object movement and meteorological prediction. It aims at predicting the subsequent frames via observed sequences. However, inherent uncertainty…

A deep learning model is often considered a black-box model, as its internal workings tend to be opaque to the user. Because of the lack of transparency, it is challenging to understand the reasoning behind the model's predictions. Here, we…

Time series forecasting is a subject of significant scientific and industrial importance. Despite the widespread utilization of forecasting methods, there is a dearth of research aimed at comprehending the conditions under which these…

Correlated time series (CTS) forecasting plays an essential role in many practical applications, such as traffic management and server load control. Many deep learning models have been proposed to improve the accuracy of CTS forecasting.…

The R package stochvol provides a fully Bayesian implementation of heteroskedasticity modeling within the framework of stochastic volatility. It utilizes Markov chain Monte Carlo (MCMC) samplers to conduct inference by obtaining draws from…

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

Semi-supervised learning is being extensively applied to estimate classifiers from training data in which not all the labels of the feature vectors are available. We present gmmsslm, an R package for estimating the Bayes' classifier from…

Conformal prediction (CP) is a distribution-free framework for achieving probabilistic guarantees on black-box models. CP is generally applied to a model post-training. Recent research efforts, on the other hand, have focused on optimizing…

The item response model in latent space (LSIRM; Jeon et al., 2021) uncovers unobserved interactions between respondents and items in the item response data by embedding both in a shared latent metric space. The R package lsirm12pl…

Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose…

Background and Objective: Variables collected over time, or longitudinally, such as biologic measurements in electronic health records data, are not simple to summarize with a single time-point, and thus can be more holistically…

A new belief space planning algorithm, called covariance steering Belief RoadMap (CS-BRM), is introduced, which is a multi-query algorithm for motion planning of dynamical systems under simultaneous motion and observation uncertainties.…

This study investigates the efficacy of Conditional Restricted Boltzmann Machines (CRBMs) for modeling high-dimensional financial time series and detecting systemic risk regimes. We extend the classical application of static Restricted…

The majority of real-world processes are spatiotemporal, and the data generated by them exhibits both spatial and temporal evolution. Weather is one of the most essential processes in this domain, and weather forecasting has become a…

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

This paper proposes control approaches for discrete-time linear systems subject to stochastic disturbances. It employs Kalman filter to estimate the mean and covariance of the state propagation, and the worst-case conditional value-at-risk…

Learning and understanding car-following (CF) behaviors are crucial for microscopic traffic simulation. Traditional CF models, though simple, often lack generalization capabilities, while many data-driven methods, despite their robustness,…