Related papers: Principles and Algorithms for Forecasting Groups o…
We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…
Generative modeling of time series is a central challenge in time series analysis, particularly under data-scarce conditions. Despite recent advances in generative modeling, a comprehensive understanding of how state-of-the-art generative…
Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…
Accurate weather forecasts are important for disaster prevention, agricultural planning, etc. Traditional numerical weather prediction (NWP) methods offer physically interpretable high-accuracy predictions but are computationally expensive…
This paper introduces a novel two-dimensional (2D) time series forecasting model that integrates cohort behavior over time, addressing challenges in small data environments. We demonstrate its efficacy using multiple real-world datasets,…
The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…
Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…
We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…
A proper forecast of the menstrual cycle is meaningful for women's health, as it allows individuals to take preventive actions to minimize cycle-associated discomforts. In addition, precise prediction can be useful for planning important…
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…
Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…
With exponential growth in the human population, it is vital to conserve natural resources without compromising on producing enough food to feed everyone. Doing so can improve people's livelihoods, health, and ecosystems for the present and…
Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…
Traditional deep network training methods optimize a monolithic objective function jointly for all the components. This can lead to various inefficiencies in terms of potential parallelization. Local learning is an approach to…
A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…
This study identifies the limitations and underlying characteristics of urban mobility networks that influence the performance of the gravity model. The gravity model is a widely-used approach for estimating and predicting population flows…
We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of…
Generalised planning (GP) refers to the task of synthesising programs that solve families of related planning problems. We introduce a novel, yet simple method for GP: given a set of training problems, for each problem, compute an optimal…
When multitudes of features can plausibly be associated with a response, both privacy considerations and model parsimony suggest grouping them to increase the predictive power of a regression model. Specifically, the identification of…