Related papers: Time series quantile regression using random fores…

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Classification and Regression Tree (CART), Random Forest (RF) and Gradient Boosting Tree (GBT) are probably the most popular set of statistical learning methods. However, their statistical consistency can only be proved under very…

Random Feature (RF) models are used as efficient parametric approximations of kernel methods. We investigate, by means of random matrix theory, the connection between Gaussian RF models and Kernel Ridge Regression (KRR). For a Gaussian RF…

Wind speed forecasting models and their application to wind farm operations are attaining remarkable attention in the literature because of its benefits as a clean energy source. In this paper, we suggested the time series machine learning…

Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…

Quantile Regression Forests (QRF) are widely used for non-parametric conditional quantile estimation, yet statistical inference for variable importance measures remains challenging due to the non-smoothness of the loss function and the…

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

We propose a time series forecasting method named Quantum Gramian Angular Field (QGAF). This approach merges the advantages of quantum computing technology with deep learning, aiming to enhance the precision of time series classification…

This paper proposes a novel conditional heteroscedastic time series model by applying the framework of quantile regression processes to the ARCH(\infty) form of the GARCH model. This model can provide varying structures for conditional…

We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of…

Classification is essential to the applications in the field of data mining, artificial intelligence, and fault detection. There exists a strong need in developing accurate, suitable, and efficient classification methods and algorithms with…

Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Random forests remain among the most popular off-the-shelf supervised machine learning tools with a well-established track record of predictive accuracy in both regression and classification settings. Despite their empirical success as well…

Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual…

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

Age estimation from facial images is typically cast as a nonlinear regression problem. The main challenge of this problem is the facial feature space w.r.t. ages is heterogeneous, due to the large variation in facial appearance across…

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Random forests remain among the most popular off-the-shelf supervised learning algorithms. Despite their well-documented empirical success, however, until recently, few theoretical results were available to describe their performance and…

Fairness of classification and regression has received much attention recently and various, partially non-compatible, criteria have been proposed. The fairness criteria can be enforced for a given classifier or, alternatively, the data can…

Modern decision-making processes require uncertainty-aware models, especially those relying on non-symmetric costs and risk-averse profiles. The objective of this work is to propose a dynamic model for the conditional non-parametric…