Related papers: DeepVARwT: Deep Learning for a VAR Model with Tren…

Machine learning methods are increasingly applied to ergonomic risk assessment in manual material handling, particularly for estimating carried load from gait motion data collected from wearable sensors. However, existing approaches often…

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…

We develop a class of tests for semiparametric vector autoregressive (VAR) models with unspecified innovation densities, based on the recent measure-transportation-based concepts of multivariate {\it center-outward ranks} and {\it signs}.…

Conditional visual generation has witnessed remarkable progress with the advent of diffusion models (DMs), especially in tasks like control-to-image generation. However, challenges such as expensive computational cost, high inference…

Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Generative modeling of high-dimensional data is a key problem in machine learning. Successful approaches include latent variable models and autoregressive models. The complementary strengths of these approaches, to model global and local…

While visual autoregressive modeling (VAR) strategies have shed light on image generation with the autoregressive models, their potential for segmentation, a task that requires precise low-level spatial perception, remains unexplored.…

A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

We develop a Bayesian vector autoregressive (VAR) model with multivariate stochastic volatility that is capable of handling vast dimensional information sets. Three features are introduced to permit reliable estimation of the model. First,…

In this paper, we consider the temporal pattern in traffic flow time series, and implement a deep learning model for traffic flow prediction. Detrending based methods decompose original flow series into trend and residual series, in which…

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Graphs are an intuitive way to represent relationships between variables in fields such as finance and neuroscience. However, these graphs often need to be inferred from data. In this paper, we propose a novel framework to infer a latent…

We discuss the development of novel deep learning algorithms to enable real-time regression analysis for time series data. We showcase the application of this new method with a timely case study, and then discuss the applicability of this…

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

In the classic machine learning framework, models are trained on historical data and used to predict future values. It is assumed that the data distribution does not change over time (stationarity). However, in real-world scenarios, the…

Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suffers from a trade-off…

In the following short article we adapt a new and popular machine learning model for inference on medical data sets. Our method is based on the Variational AutoEncoder (VAE) framework that we adapt to survival analysis on small data sets…