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High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant parameters. This is at odds with the prevalent evidence for…
A major technique in learning-augmented online algorithms is combining multiple algorithms or predictors. Since the performance of each predictor may vary over time, it is desirable to use not the single best predictor as a benchmark, but…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
While probabilistic forecast verification for categorical forecasts is well established, some of the existing concepts and methods have not found their equivalent for the case of continuous variables. New tools dedicated to the assessment…
Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…
Predicting heat-related physiological events at the population level is challenging due to the complex interactions among climatic, demographic, and socioeconomic factors, as well as the strong sparsity and seasonality of observational…
Quantile estimation is a problem presented in fields such as quality control, hydrology, and economics. There are different techniques to estimate such quantiles. Nevertheless, these techniques use an overall fit of the sample when the…
With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…
Short Term Load forecasting in this paper uses input data dependent on parameters such as load for current hour and previous two hours, temperature for current hour and previous two hours, wind for current hour and previous two hours, cloud…
This study proposes a novel method for forecasting a scalar variable based on high-dimensional predictors that is applicable to various data distributions. In the literature, one of the popular approaches for forecasting with many…
Drought is a serious natural disaster that has a long duration and a wide range of influence. To decrease the drought-caused losses, drought prediction is the basis of making the corresponding drought prevention and disaster reduction…
Recent work has demonstrated that water supply pumps in the drinking water distribution network can be leveraged to provide flexibility to the power network, but existing approaches are computationally demanding and/or overly conservative.…
Load forecasting is essential for the efficient, reliable, and cost-effective management of power systems. Load forecasting performance can be improved by learning the similarities among multiple entities (e.g., regions, buildings).…
Computational fluid dynamics lies at the heart of many issues in science and engineering, but solving the associated partial differential equations remains computationally demanding. With the rise of quantum computing, new approaches have…
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…
In this paper we propose a new method for probabilistic forecasting of electricity prices. It is based on averaging point forecasts from different models combined with expectile regression. We show that deriving the predicted distribution…
Urban wastewater sector is being pushed to optimize processes in order to reduce energy consumption without compromising its quality standards. Energy costs can represent a significant share of the global operational costs (between 50% and…
Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This…
Urban flow prediction is a spatio-temporal modeling task that estimates the throughput of transportation services like buses, taxis, and ride-sharing, where data-driven models have become the most popular solution in the past decade.…
Earth, water, air, food, shelter and energy are essential factors required for human being to survive on the planet. Among this energy plays a key role in our day to day living including giving lighting, cooling and heating of shelter,…