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Forecasting of multivariate time-series is an important problem that has applications in traffic management, cellular network configuration, and quantitative finance. A special case of the problem arises when there is a graph available that…

Machine Learning · Computer Science 2020-12-16 Boris N. Oreshkin , Arezou Amini , Lucy Coyle , Mark J. Coates

This study explores how Bayesian networks (BNs) can improve forecast accuracy compared to logistic regression and recalibration and aggregation methods, using data from the Good Judgment Project. Regularized logistic regression models and a…

Applications · Statistics 2026-01-21 Matthew Martin

Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying…

Machine Learning · Computer Science 2022-10-06 Ruikang Luo , Yaofeng Song , Liping Huang , Yicheng Zhang , Rong Su

Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…

Methodology · Statistics 2024-05-24 Yeseul Jeon , Won Chang , Seonghyun Jeong , Sanghoon Han , Jaewoo Park

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…

Spatio-temporal prediction plays an important role in many application areas especially in traffic domain. However, due to complicated spatio-temporal dependency and high non-linear dynamics in road networks, traffic prediction task is…

Machine Learning · Computer Science 2019-03-05 Bing Yu , Mengzhang Li , Jiyong Zhang , Zhanxing Zhu

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

Motivated by the problem of predicting sleep states, we develop a mixed effects model for binary time series with a stochastic component represented by a Gaussian process. The fixed component captures the effects of covariates on the…

Methodology · Statistics 2018-10-23 Xu Gao , Babak Shahbaba , Hernando Ombao

Traffic forecasting is an important application of spatiotemporal series prediction. Among different methods, graph neural networks have achieved so far the most promising results, learning relations between graph nodes then becomes a…

Machine Learning · Computer Science 2024-09-05 Ting Gao , Rodrigo Kappes Marques , Lei Yu

In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…

Optimization and Control · Mathematics 2020-07-16 Michel Mandjes , Jaap Storm

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Due to the significant air pollution problem, monitoring and prediction for air quality have become increasingly necessary. To provide real-time fine-grained air quality monitoring and prediction in urban areas, we have established our own…

Signal Processing · Electrical Eng. & Systems 2018-11-07 Zixuan Bai , Zhiwen Hu , Kaigui Bian , Lingyang Song

The complex spatial-temporal correlations in transportation networks make the traffic forecasting problem challenging. Since transportation system inherently possesses graph structures, many research efforts have been put with graph neural…

Machine Learning · Computer Science 2024-03-22 Yuyol Shin , Yoonjin Yoon

Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In…

Computational Engineering, Finance, and Science · Computer Science 2019-10-14 Deli Chen , Yanyan Zou , Keiko Harimoto , Ruihan Bao , Xuancheng Ren , Xu Sun

Predicting air traffic congestion and flow management is essential for airlines and Air Navigation Service Providers (ANSP) to enhance operational efficiency. Accurate estimates of future airport capacity and airspace density are vital for…

Traffic forecasting is a challenging spatio-temporal modeling task and a critical component of urban transportation management. Current studies mainly focus on deterministic predictions, with limited considerations on the uncertainty and…

Machine Learning · Computer Science 2026-04-20 Weijiang Xiong , Robert Fonod , Nikolas Geroliminis

Graph models are relevant in many fields, such as distributed computing, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in the graph structure into account, i.e. a varying number of…

Artificial Intelligence · Computer Science 2018-10-09 Benjamin Paaßen , Christina Göpfert , Barbara Hammer

We present a generic framework for spatio-temporal (ST) data modeling, analysis, and forecasting, with a special focus on data that is sparse in both space and time. Our multi-scaled framework is a seamless coupling of two major components:…

Machine Learning · Computer Science 2018-04-04 Bao Wang , Xiyang Luo , Fangbo Zhang , Baichuan Yuan , Andrea L. Bertozzi , P. Jeffrey Brantingham

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu