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Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…
Multi-step-ahead forecasts are often updated as new observations become available, since shorter forecast horizons typically improve forecast quality. However, such improvements come at the cost of forecast instability, i.e., variability in…
Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…
We investigate the performance and sampling variability of estimated forecast combinations, with particular attention given to the combination of forecast distributions. Unknown parameters in the forecast combination are optimized according…
Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for…
The objective-based forecasting considers the asymmetric and non-linear impacts of forecasting errors on decision objectives, thus improving the effectiveness of its downstream decision-making process. However, existing objective-based…
Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…
Demand forecasting of hierarchical components is essential in manufacturing. However, its discussion in the machine-learning literature has been limited, and judgemental forecasts remain pervasive in the industry. Demand planners require…
In matching markets such as kidney exchanges and freight exchanges, delayed matching has been shown to improve overall market efficiency. The benefits of delay are highly sensitive to participants' sojourn times and departure behavior, and…
In the context of evolving supply chain management, the significance of efficient inventory management has grown substantially for businesses. However, conventional manual and experience-based approaches often struggle to meet the…
Cross-project defect prediction (CPDP) has been deemed as an emerging technology of software quality assurance, especially in new or inactive projects, and a few improved methods have been proposed to support better defect prediction.…
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…
This paper extends the single-item single-stocking location non-stationary stochastic inventory problem to relax the assumption of independent demand. We present a mathematical programming-based solution method that relaxes the assumption…
Performance variability is an important measure for a reliable high performance computing (HPC) system. Performance variability is affected by complicated interactions between numerous factors, such as CPU frequency, the number of…
It is not surprising that the idea of efficient maintenance algorithms (originally motivated by strict emission regulations, and now driven by safety issues, logistics and customer satisfaction) has culminated in the so-called…
We introduce an individual claims forecasting framework utilizing Bayesian mixture density networks that can be used for claims analytics tasks such as case reserving and triaging. The proposed approach enables incorporating claims…
To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…
The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are produced for every series in the hierarchy and are…