English
Related papers

Related papers: The temporal overfitting problem with applications…

200 papers

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from measurements on a wind turbine. From the time-dependent…

Data Analysis, Statistics and Probability · Physics 2014-06-16 Teresa Scholz , Vitor V. Lopes , Pedro Lind , Frank Raischel

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

This paper investigates the problem of impact-time-control and proposes a learning-based computational guidance algorithm to solve this problem. The proposed guidance algorithm is developed based on a general prediction-correction concept:…

Machine Learning · Computer Science 2021-05-31 Zichao Liu , Jiang Wang , Shaoming He , Hyo-Sang Shin , Antonios Tsourdos

In this paper, we propose Test-Time Training, a general approach for improving the performance of predictive models when training and test data come from different distributions. We turn a single unlabeled test sample into a self-supervised…

Machine Learning · Computer Science 2020-07-03 Yu Sun , Xiaolong Wang , Zhuang Liu , John Miller , Alexei A. Efros , Moritz Hardt

Integrating wind power into the grid is challenging because of its random nature. Integration is facilitated with accurate short-term forecasts of wind power. The paper presents a spatio-temporal wind speed forecasting algorithm that…

Systems and Control · Computer Science 2015-03-05 Borhan M. Sanandaji , Akin Tascikaraoglu , Kameshwar Poolla , Pravin Varaiya

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

With an ever-increasing number of sensors in modern society, spatio-temporal time series forecasting has become a de facto tool to make informed decisions about the future. Most spatio-temporal forecasting models typically comprise distinct…

Machine Learning · Computer Science 2023-03-24 Lars Ødegaard Bentsen , Narada Dilp Warakagoda , Roy Stenbro , Paal Engelstad

We develop a non-parametric multivariate time series model that remains agnostic on the precise relationship between a (possibly) large set of macroeconomic time series and their lagged values. The main building block of our model is a…

Econometrics · Economics 2022-11-07 Niko Hauzenberger , Florian Huber , Massimiliano Marcellino , Nico Petz

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…

Machine Learning · Computer Science 2022-05-25 Alberto Natali , Elvin Isufi , Mario Coutino , Geert Leus

Reliable probabilistic production forecasts are required to better manage the uncertainty that the rapid build-out of wind power capacity adds to future energy systems. In this article, we consider sequential methods to correct errors in…

Accurate short-term wind speed forecasting is needed for the rapid development and efficient operation of wind energy resources. This is, however, a very challenging problem. Although on the large scale, the wind speed is related to…

Applications · Statistics 2014-12-08 Xinxin Zhu , Kenneth P. Bowman , Marc G. Genton

This study presents a framework for predicting unsteady transonic wing pressure distributions, integrating an autoencoder architecture with graph convolutional networks and graph-based temporal layers to model time dependencies. The…

Machine Learning · Computer Science 2024-11-19 Gabriele Immordino , Andrea Vaiuso , Andrea Da Ronch , Marcello Righi

Thank you very much for the attention and concern of colleagues and scholars in this work. With the comments and guidance of experts, editors, and reviewers, this work has been accepted for publishing in the journal "Process Safety and…

Machine Learning · Computer Science 2023-10-06 Hao Ren , Xiaojun Liang , Chunhua Yang , Zhiwen Chen , Weihua Gui

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger