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We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a…
This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…
Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition,…
Strategies that artificially tighten high-criticality task deadlines in low-criticality behaviors have been successfully employed for scheduling mixed-criticality systems. Although efficient scheduling algorithms have been developed for…
An iterated multistep forecasting scheme based on recurrent neural networks (RNN) is proposed for the time series generated by causal chains with infinite memory. This forecasting strategy contains, as a particular case, the iterative…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…
Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…
Predicting the completion time of business process instances would be a very helpful aid when managing processes under service level agreement constraints. The ability to know in advance the trend of running process instances would allow…
We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes…
The problem of load balancing in a distribution network under unknown time- varying demand and supply is studied. A set of distributed controllers which regulate the amount of flow through the edges is designed to guarantee convergence of…
Continuous-time long-term event prediction plays an important role in many application scenarios. Most existing works rely on autoregressive frameworks to predict event sequences, which suffer from error accumulation, thus compromising…
The advent of deep learning and recurrent neural networks revolutionized the field of time-series processing. Therefore, recent research on spectrum prediction has focused on the use of these tools. However, spectrum prediction, which…
The field of predictive process monitoring focuses on case-level models to predict a single specific outcome such as a particular objective, (remaining) time, or next activity/remaining sequence. Recently, a longer-horizon, model-wide…
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…
To address the intermittency of renewable energy source (RES) generation, scenario forecasting offers a series of stochastic realizations for predictive objects with superior flexibility and direct views. Based on a long time-series…
We are now witnessing the increasing availability of event stream data, i.e., a sequence of events with each event typically being denoted by the time it occurs and its mark information (e.g., event type). A fundamental problem is to model…
Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…
Inverse problems aim to determine parameters from observations, a crucial task in engineering and science. Lately, generative models, especially diffusion models, have gained popularity in this area for their ability to produce realistic…
We describe a method for time-critical decision making involving sequential tasks and stochastic processes. The method employs several iterative refinement routines for solving different aspects of the decision making problem. This paper…
Predictive models in acute care settings must be able to immediately recognize precipitous changes in a patient's status when presented with data reflecting such changes. Recurrent neural networks (RNNs) have become common for training and…