Related papers: Hierarchical spline for time series forecasting: A…
This paper presents an interpretable review of various machine learning and deep learning models to predict the maintenance of aircraft engine to avoid any kind of disaster. One of the advantages of the strategy is that it can work with…
1. Analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes. Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how…
Large-scale language models have become increasingly challenging and expensive to train. Among various methods addressing this issue, Pipeline Parallelism has been widely employed to accommodate massive model weights within limited GPU…
This paper investigates asset allocation problems when returns are predictable. We introduce a market-timing Bayesian hierarchical (BH) approach that adopts heterogeneous time-varying coefficients driven by lagged fundamental…
Robust environment perception is essential for decision-making on robots operating in complex domains. Principled treatment of uncertainty sources in a robot's observation model is necessary for accurate mapping and object detection. This…
Various graphical models are widely used in reliability to provide a qualitative description of domain experts hypotheses about how a system might fail. Here we argue that the semantics developed within standard causal Bayesian networks are…
We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…
"All models are wrong, but some are useful", wrote George E. P. Box (1979). Machine learning has focused on the usefulness of probability models for prediction in social systems, but is only now coming to grips with the ways in which these…
Most of the reliability literature on modeling the effect of repairs on systems assumes the failure rate functions are monotonically increasing. For systems with non-monotonic failure rate functions, most models deal with minimal repairs…
Time series forecasting models have diverse real world applications (e.g., from electricity metrics to software workload). Latest foundational models trained for time series forecasting show strengths (e.g., for long sequences and in…
Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical…
In a system, there are identical replaceable components working for a given task and a failed component is replaced by a functioning one in the corresponding position, which characterizes a repairable system. Assuming that a replaced…
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…
The most common approach to implementing data analysis pipelines involves obtaining point estimates from the upstream modules and then treating these as known quantities when working with the downstream ones. This approach is…
Hierarchical models are increasingly used in many applications. Along with this increased use comes a desire to investigate whether the model is compatible with the observed data. Bayesian methods are well suited to eliminate the many…
Flowshop machine scheduling has been of main interest in several applications where the timing of its processes plays a fundamental role in the utilization of system resources. Addressing the optimal sequencing of the jobs when equivalent…
A fundamental theoretical limitation undermines current disaster risk models: existing approaches suffer from two critical constraints. First, conventional damage prediction models remain predominantly deterministic, relying on fixed…
This paper introduces mathematical formalism for Spatial (SP) of Hierarchical Temporal Memory (HTM) with a spacial consideration for its hardware implementation. Performance of HTM network and its ability to learn and adjust to a problem at…
Accurate predictions of when a component will fail are crucial when planning maintenance, and by modeling the distribution of these failure times, survival models have shown to be particularly useful in this context. The presented…
Probabilistic, hierarchically coherent forecasting is a key problem in many practical forecasting applications -- the goal is to obtain coherent probabilistic predictions for a large number of time series arranged in a pre-specified tree…