Related papers: Feature-based intermittent demand forecast combina…
In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…
Forecast combination integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single optimal forecasting model, this paper introduces a deep learning…
The long-term forecasting of electricity demand has been a prevalent research topic, primarily because of its economic and strategic relevance. Several machine learning as well as deep learning techniques have been developed in parallel…
We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…
This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…
Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…
Reliable demand forecasts are critical for the effective supply chain management. Several endogenous and exogenous variables can influence the dynamics of demand, and hence a single statistical model that only consists of historical sales…
Combining forecast from different models has shown to perform better than single forecast in most time series. To improve the quality of forecast we can go for combining forecast. We study the effect of decomposing a series into multiple…
In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…
Detecting feature interactions is imperative for accurately predicting performance of highly-configurable systems. State-of-the-art performance prediction techniques rely on supervised machine learning for detecting feature interactions,…
Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust optimization have been applied. Although many of these…
Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…
Motion forecasting is crucial in enabling autonomous vehicles to anticipate the future trajectories of surrounding agents. To do so, it requires solving mapping, detection, tracking, and then forecasting problems, in a multi-step pipeline.…
Combinatorial evolution and forecasting of system requirements is examined. The morphological model is used for a hierarchical requirements system (i.e., system parts, design alternatives for the system parts, ordinal estimates for the…
Time series forecasting is a critical task in various domains, where accurate predictions can drive informed decision-making. Traditional forecasting methods often rely on current observations of variables to predict future outcomes,…
This work addresses the output consensus problem of constrained heterogeneous multi-agent systems under a switching network with potential communication delays, where outputs are periodic and characterized by an exosystem. Since periodic…
We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…
We study the problem of determining how much finished goods inventory to source from different capacitated facilities in order to maximize profits resulting from sales of such inventory. We consider a problem wherein there is uncertainty in…
This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…
This paper deals with the impact of fault prediction techniques on checkpointing strategies. We suppose that the fault-prediction system provides prediction windows instead of exact predictions, which dramatically complicates the analysis…