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Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization…

Machine Learning · Computer Science 2024-12-31 Huanyu Zhang , Chang Xu , Yi-Fan Zhang , Zhang Zhang , Liang Wang , Jiang Bian , Tieniu Tan

We forecast a single time series using a high-dimensional set of predictors. When these predictors share common underlying dynamics, an approximate latent factor model provides a powerful characterization of their co-movements Bai(2003).…

Econometrics · Economics 2025-12-11 Rajveer Jat , Daanish Padha

Time series foundation models (TSFMs) such as Lag-Llama, TimeGPT, Chronos, MOMENT, UniTS, and TimesFM have shown strong generalization and zero-shot capabilities for time series forecasting, anomaly detection, classification, and…

Machine Learning · Computer Science 2025-08-26 Dhruv D. Modi , Rong Pan

We introduce flexible robust functional regression models, using various heavy-tailed processes, including a Student $t$-process. We propose efficient algorithms in estimating parameters for the marginal mean inferences and in predicting…

Methodology · Statistics 2017-05-17 Chunzheng Cao , Jian Qing Shi , Youngjo Lee

In recent years, the problem of fuzzy clustering has been widely concerned. The membership iteration of existing methods is mostly considered globally, which has considerable problems in noisy environments, and iterative calculations for…

Machine Learning · Computer Science 2023-03-09 Jiang Xie , Qiao Deng , Shuyin Xia , Yangzhou Zhao , Guoyin Wang , Xinbo Gao

High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…

Methodology · Statistics 2026-05-08 Xingche Guo , Yehua Li , Pang Du

Tabular datasets are inherently heterogeneous, presenting significant challenges for developing pre-trained foundation models. The recently introduced transformer-based Tabular Prior-data Fitted Network v2 (TabPFN v2) achieves unprecedented…

Machine Learning · Computer Science 2025-06-12 Han-Jia Ye , Si-Yang Liu , Wei-Lun Chao

Electrical energy is essential in today's society. Accurate electrical load forecasting is beneficial for better scheduling of electricity generation and saving electrical energy. In this paper, we propose theory-guided deep-learning load…

Machine Learning · Computer Science 2022-10-07 Jiaxin Gao , Wenbo Hu , Dongxiao Zhang , Yuntian Chen

WordNet lexical-database groups English words into sets of synonyms called "synsets." Synsets are utilized for several applications in the field of text-mining. However, they were also open to criticism because although, in reality, not all…

This paper considers a multi-objective reliability-redundancy allocation problem (MORRAP) of a series-parallel system, where system reliability and system cost are to be optimized simultaneously subject to limits on weight, volume, and…

Optimization and Control · Mathematics 2020-11-09 Pradip Kundu

This paper introduces Targeted Function Balancing (TFB), a covariate balancing weights framework for estimating the average treatment effect of a binary intervention. TFB first regresses an outcome on covariates, and then selects weights…

Methodology · Statistics 2025-04-10 Leonard Wainstein , He Bai

Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…

Methodology · Statistics 2024-11-26 Dan Yang , Jianlong Shao , Haipeng Shen , Hongtu Zhu

Transformer-based models, despite their promise for long-term time series forecasting (LTSF), suffer from an inherent low-pass filtering effect that limits their effectiveness. This issue arises due to undifferentiated propagation of…

Machine Learning · Computer Science 2026-01-23 Jingjing Bai , Yoshinobu Kawahara

Accurate volatility forecasts are vital in modern finance for risk management, portfolio allocation, and strategic decision-making. However, existing methods face key limitations. Fully multivariate models, while comprehensive, are…

Statistical Finance · Quantitative Finance 2025-10-09 Duo Zhang , Jiayu Li , Junyi Mo , Elynn Chen

We introduce and characterize the independent fluctuating two-ray (IFTR) fading model, a class of fading models consisting of two specular components which fluctuate independently, plus a diffuse component modeled as a complex Gaussian…

Information Theory · Computer Science 2022-05-12 Maryam Olyaee , José A. Cortés , F. Javier Lopez-Martinez , José F. Paris , Juan M. Romero-Jerez

A simple Bayesian approach to nonparametric regression is described using fuzzy sets and membership functions. Membership functions are interpreted as likelihood functions for the unknown regression function, so that with the help of a…

Methodology · Statistics 2008-12-18 Jean-François Angers , Mohan Delampady

The paper introduces a Fuzzy-based Attention (Fuzzy Attention Layer) mechanism, a novel computational approach to enhance the interpretability and efficacy of neural models in psychological research. The proposed Fuzzy Attention Layer…

Artificial Intelligence · Computer Science 2025-01-27 Xiaowei Jiang , Liang Ou , Yanan Chen , Na Ao , Yu-Cheng Chang , Thomas Do , Chin-Teng Lin

Type-1 and Interval Type-2 (IT2) Fuzzy Logic Systems (FLS) excel in handling uncertainty alongside their parsimonious rule-based structure. Yet, in learning large-scale data challenges arise, such as the curse of dimensionality and training…

Machine Learning · Computer Science 2024-04-22 Ata Koklu , Yusuf Guven , Tufan Kumbasar

A rainfall-runoff model predicts surface runoff either using a physically-based approach or using a systems-based approach. Takagi-Sugeno (TS) Fuzzy models are systems-based approaches and a popular modeling choice for hydrologists in…

Machine Learning · Computer Science 2021-08-24 Subhrasankha Dey , Tanmoy Dam

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

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