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Learning curves are a concept from social sciences that has been adopted in the context of machine learning to assess the performance of a learning algorithm with respect to a certain resource, e.g., the number of training examples or the…
This paper studies forecasting of the future distribution of events in human action sequences, a task essential in domains like retail, finance, healthcare, and recommendation systems where the precise temporal order is often less critical…
Crowd and flow predictions have been extensively studied in mobility data science. Traditional forecasting methods have relied on statistical models such as ARIMA, later supplemented by deep learning approaches like ST-ResNet. More…
The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…
Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…
This paper is concerned with finite dimensional models for the entire term structure for energy futures. As soon as a finite dimensional set of possible yield curves is chosen, one likes to estimate the dynamic behaviour of the yield curve…
Extreme weather events have significant consequences, dominating the impact of climate on society. While high-resolution weather models can forecast many types of extreme events on synoptic timescales, long-term climatological risk…
Climate models are often affected by long-term drift that is revealed by the evolution of global variables such as the ocean temperature or the surface air temperature. This spurious trend reduces the fidelity to initial conditions and has…
Anticipating supply chain disruptions before they materialize is a core challenge for firms and policymakers alike. A key difficulty is learning to reason reliably about infrequent, high-impact events from noisy and unstructured inputs - a…
Robust motion forecasting of the dynamic scene is a critical component of an autonomous vehicle. It is a challenging problem due to the heterogeneity in the scene and the inherent uncertainties in the problem. To improve the accuracy of…
A common approach in forecasting problems is to estimate a least-squares regression (or other statistical learning models) from past data, which is then applied to predict future outcomes. An underlying assumption is that the same…
Epidemiological models are best suitable to model an epidemic if the spread pattern is stationary. To deal with non-stationary patterns and multiple waves of an epidemic, we develop a hybrid model encompassing epidemic modeling, particle…
Catastrophes of all kinds can be roughly defined as short duration-large amplitude events following and followed by long periods of "ripening". Major earthquakes surely belong to the class of 'catastrophic' events. Because of the space-time…
This survey delves into the application of diffusion models in time-series forecasting. Diffusion models are demonstrating state-of-the-art results in various fields of generative AI. The paper includes comprehensive background information…
Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
Nowadays, traffic monitoring systems have access to real time data, e.g. through GPS devices. We propose a new traffic model able to take into account these data and, hence, able to describe the effects of unpredictable accidents. The well…
We study the deterministic Susceptible-Infected-Susceptible (SIS) epidemic model on weighted graphs. In their numerical study [10] van Mieghem et al. have shown that it is possible to learn an estimated network from a finite time sample of…
Many biological phenomena such as locomotion, circadian cycles, and breathing are rhythmic in nature and can be modeled as rhythmic dynamical systems. Dynamical systems modeling often involves neglecting certain characteristics of a…
While deep learning is facing an homogenization across modalities led by Transformers, they are still challenged by shallow linear models in the time series forecasting task. Our hypothesis is that models should learn a direct link from…