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We study U.S. Treasury yield curve forecasting under distributional uncertainty and recast forecasting as an operations research and managerial decision problem. Rather than minimizing average forecast error, the forecaster selects a…
Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…
In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…
In this paper, we consider the problem of developing predictive models with limited data for energy assets such as electricity loads, PV power generations, etc. We specifically investigate the cases where the amount of historical data is…
Most user-related data can be represented as a sequence of events associated with a timestamp and a collection of categorical labels. For example, the purchased basket of goods and the time of buying fully characterize the event of the…
Crop yield prediction is one of the most important challenge, which is crucial to world food security and policy-making decisions. The conventional forecasting techniques are limited in their accuracy with reference to the fact that they…
Robust travel time predictions are of prime importance in managing any transportation infrastructure, and particularly in rail networks where they have major impacts both on traffic regulation and passenger satisfaction. We aim at…
Transformer-based language models (LMs) are at the core of modern NLP, but their internal prediction construction process is opaque and largely not understood. In this work, we make a substantial step towards unveiling this underlying…
Earth Observatory is a growing research area that can capitalize on the powers of AI for short time forecasting, a Now-casting scenario. In this work, we tackle the challenge of weather forecasting using a video transformer network. Vision…
Corn yield prediction is beneficial as it provides valuable information about production and prices prior the harvest. Publicly available high-quality corn yield prediction can help address emergent information asymmetry problems and in…
Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize…
Multimodal learning enables various machine learning tasks to benefit from diverse data sources, effectively mimicking the interplay of different factors in real-world applications, particularly in agriculture. While the heterogeneous…
The yield of a chemical reaction quantifies the percentage of the target product formed in relation to the reactants consumed during the chemical reaction. Accurate yield prediction can guide chemists toward selecting high-yield reactions…
Accurate prediction of crop yield supported by scientific and domain-relevant insights, can help improve agricultural breeding, provide monitoring across diverse climatic conditions and thereby protect against climatic challenges to crop…
Forecasting accuracy is routinely optimised in financial prediction tasks even though investment and risk-management decisions are executed under transaction costs, market impact, capacity limits, and binding risk constraints. This paper…
Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…
Soil nutrients are essential for the growth of healthy crops. India produces a humungous quantity of Mulberry leaves which in turn produces the raw silk. Since the climatic conditions in India is favourable, Mulberry is grown throughout the…
Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…
Time series forecasting is an important problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. In this paper, we propose to tackle such forecasting problem with…