Related papers: A Multi-Quantile Regression Time Series Model with…

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

The application of distributed model predictive controllers (DMPC) for multi-agent systems (MASs) necessitates communication between agents, yet the consequence of communication data rates is typically overlooked. This work focuses on…

This paper proposes a maximum-likelihood approach to jointly estimate marginal conditional quantiles of multivariate response variables in a linear regression framework. We consider a slight reparameterization of the Multivariate Asymmetric…

This paper presents a novel probabilistic forecasting method called ensemble conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and approximately marginally valid prediction intervals (PIs), which are suitable for…

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

As wind power penetration increases, the wind farms are required by newly released grid codes to provide frequency regulation service. The most critical challenge is how to formulate the dynamic model of wind farm for dynamic control, since…

Probabilistic models must be well calibrated to support reliable decision-making. While calibration in single-output regression is well studied, defining and achieving multivariate calibration in multi-output regression remains considerably…

Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long…

We propose a framework for conditional vector quantile regression (CVQR) that combines neural optimal transport with amortized optimization, and apply it to multivariate conformal prediction. Classical quantile regression does not extend…

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…

Time series forecasting typically needs to address non-stationary data with evolving trend and seasonal patterns. To address the non-stationarity, reversible instance normalization has been recently proposed to alleviate impacts from the…

Time-series forecasting is essential for strategic planning and resource allocation. In this work, we explore two quantum-based approaches for time-series forecasting. The first approach utilizes a Parameterized Quantum Circuit (PQC) model.…

Forecasting faithful trajectories of multivariate time series from practical scopes is essential for reasonable decision-making. Recent methods majorly tailor generative conditional diffusion models to estimate the target temporal…

In this paper, we propose Random Forests by Random Weights (RF-RW), a theoretically grounded and practically effective alternative RF modelling for nonlinear time series data, where existing RF-based approaches struggle to adequately…

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling…

We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, while we show that its nice boundary performance translates…

Joint chance-constrained optimal power flow (JCC-OPF) is a promising tool to manage uncertainties from distributed renewable generation. However, most existing works are based on power flow equations, which require accurate network…

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…

Low-rank multivariate regression (LRMR) is an important statistical learning model that combines highly correlated tasks as a multiresponse regression problem with low-rank priori on the coefficient matrix. In this paper, we study quantized…