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We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous…

Long-term planning of a robust power system requires the understanding of changing demand patterns. Electricity demand is highly weather sensitive. Thus, the supply side variation from introducing intermittent renewable sources, juxtaposed…

Machine Learning · Computer Science 2022-09-13 Reshmi Ghosh , Michael Craig , H. Scott Matthews , Constantine Samaras , Laure Berti-Equille

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

The expansion of residential demand response programs and increased deployment of controllable loads will require accurate appliance-level load modeling and forecasting. This paper proposes a conditional hidden semi-Markov model to describe…

Applications · Statistics 2018-10-10 Yuting Ji , Elizabeth Buechler , Ram Rajagopal

Intermittent time series, characterised by the presence of a significant amount of zeros, constitute a large percentage of inventory items in supply chain. Probabilistic forecasts are needed to plan the inventory levels; the predictive…

Machine Learning · Statistics 2026-01-21 Stefano Damato , Nicolò Rubattu , Dario Azzimonti , Giorgio Corani

Optimization in engineering requires appropriate models. In this article, a regression method for enhancing the predictive power of a model by exploiting expert knowledge in the form of shape constraints, or more specifically, monotonicity…

This paper presents a robust hierarchical MPC (H-MPC) for dynamic systems with slow states subject to demand forecast uncertainty. The H-MPC has two layers: (i) the scheduling MPC at the upper layer with a relatively long…

Optimization and Control · Mathematics 2019-09-16 Mohammad Reza Amini , Ilya Kolmanovsky , Jing Sun

Accurate spatio-temporal information about the current situation is crucial for smart city applications such as modern routing algorithms. Often, this information describes the state of stationary resources, e.g. the availability of parking…

Artificial Intelligence · Computer Science 2024-04-19 Lukas Rottkamp , Matthias Schubert

Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern…

Machine Learning · Computer Science 2020-04-29 Grzegorz Dudek , Paweł Pełka

We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…

Optimization and Control · Mathematics 2024-04-02 Andrew E. B. Lim , Zhao-Xuan Wei , Hanqin Zhang

The ability to predict traffic flow over time for crowded areas during rush hours is increasingly important as it can help authorities make informed decisions for congestion mitigation or scheduling of infrastructure development in an area.…

Machine Learning · Computer Science 2023-04-03 Zann Koh , Yan Qin , Yong Liang Guan , Chau Yuen

Traffic prediction is necessary not only for management departments to dispatch vehicles but also for drivers to avoid congested roads. Many traffic forecasting methods based on deep learning have been proposed in recent years, and their…

Machine Learning · Computer Science 2020-05-12 Jichen Wang , Weiguo Zhu , Yongqi Sun , Chunzi Tian

This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…

Machine Learning · Computer Science 2023-04-14 Jonathan Hans Soeseno , Sergio González , Trista Pei-Chun Chen

We study the problem of optimizing Large Language Model (LLM) inference scheduling to minimize total latency. LLM inference is an online and multi-task service process and also heavily energy consuming by which a pre-trained LLM processes…

Machine Learning · Computer Science 2025-09-03 Zixi Chen , Yinyu Ye , Zijie Zhou

Spatiotemporal prediction of event data is a challenging task with a long history of research. While recent work in spatiotemporal prediction has leveraged deep sequential models that substantially improve over classical approaches, these…

Machine Learning · Computer Science 2021-10-06 Yi Sui , Ga Wu , Scott Sanner

Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable…

Machine Learning · Statistics 2017-10-02 Avner Abrami , Aleksandr Y. Aravkin , Younghun Kim

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

We investigate the benefit of using contextual information in data-driven demand predictions to solve the robust capacitated vehicle routing problem with time windows. Instead of estimating the demand distribution or its mean, we introduce…

Optimization and Control · Mathematics 2023-10-27 Ali İrfan Mahmutoğulları , Tias Guns

Estimation and counterfactual analysis in dynamic structural models rely on assumptions about the dynamic process of latent variables, which may be misspecified. We propose a framework to quantify the sensitivity of scalar parameters of…

Econometrics · Economics 2025-11-17 Ertian Chen

We propose and analyze numerically a simple dynamical model that describes the firm behaviors under uncertainty of demand forecast. Iterating this simple model and varying some parameters values we observe a wide variety of market dynamics…

General Finance · Quantitative Finance 2017-11-22 Asaf Levi , Juan Sabuco , Miguel A. F. Sanjuan