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Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…
This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…
In industrial data analytics, one of the fundamental problems is to utilize the temporal correlation of the industrial data to make timely predictions in the production process, such as fault prediction and yield prediction. However, the…
This study proposes a unified forecasting framework for high-dimensional multi-task time series to meet the prediction demands of cloud native backend systems operating under highly dynamic loads, coupled metrics, and parallel tasks. The…
Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…
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…
Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…
Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…
Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…
This paper discusses desirable properties of forecasting models in production systems. It then develops a family of models which are designed to satisfy these properties: highly customizable to capture complex patterns; accommodates a large…
Efficient consistency maintenance of incomplete and dynamic real-life databases is a quality label for further data analysis. In prior work, we tackled the generic problem of database updating in the presence of tuple generating constraints…
We introduce the Robustness of Hierarchically Organized Time Series (RHiOTS) framework, designed to assess the robustness of hierarchical time series forecasting models and algorithms on real-world datasets. Hierarchical time series, where…
Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…
Recurrent neural networks for session-based recommendation have attracted a lot of attention recently because of their promising performance. repeat consumption is a common phenomenon in many recommendation scenarios (e.g., e-commerce,…
Contract scheduling is a general technique that allows to design a system with interruptible capabilities, given an algorithm that is not necessarily interruptible. Previous work on this topic has largely assumed that the interruption is a…
This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…
The Particles on Demand method [B. Dorschner, F. B\"{o}sch and I. V. Karlin, {\it Phys. Rev. Lett.} {\bf 121}, 130602 (2018)] was recently formulated with a conservative finite volume discretization and validated against challenging…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
The problem of behaviour prediction for linear parameter-varying systems is considered in the interval framework. It is assumed that the system is subject to uncertain inputs and the vector of scheduling parameters is unmeasurable, but all…
Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…