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The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…
There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…
The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility…
In automated driving, predicting trajectories of surrounding vehicles supports reasoning about scene dynamics and enables safe planning for the ego vehicle. However, existing models handle predictions as an instantaneous task of forecasting…
We present PREVIS, a visual analytics tool, enhancing machine learning performance analysis in engineering applications. The presented toolchain allows for a direct comparison of regression models. In addition, we provide a methodology to…
A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…
In this paper, we present a novel feature extraction procedure to predict interval-valued time series by combing transfer learning and imaging approaches. Initially, we represent interval-valued time series using a bivariate point-valued…
This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical…
Early action prediction seeks to anticipate an action before it fully unfolds, but limited visual evidence makes this task especially challenging. We introduce EAST, a simple and efficient framework that enables a model to reason about…
Stacking (or stacked generalization) is an ensemble learning method with one main distinctiveness from the rest: even though several base models are trained on the original data set, their predictions are further used as input data for one…
We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…
Predicting future frames of a video sequence has been a problem of high interest in the field of Computer Vision as it caters to a multitude of applications. The ability to predict, anticipate and reason about future events is the essence…
Transformer-based architectures have achieved remarkable success in natural language processing and computer vision. However, their performance in multivariate long-term forecasting often falls short compared to simpler linear baselines.…
Wind speed forecasting models and their application to wind farm operations are attaining remarkable attention in the literature because of its benefits as a clean energy source. In this paper, we suggested the time series machine learning…
The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…
Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice, deep learning based time series models come in many forms,…
Time Series Classification (TSC) has received much attention in the past two decades and is still a crucial and challenging problem in data science and knowledge engineering. Indeed, along with the increasing availability of time series…
Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…
Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…
Autonomous driving gained huge traction in recent years, due to its potential to change the way we commute. Much effort has been put into trying to estimate the state of a vehicle. Meanwhile, learning to forecast the state of a vehicle…