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Communicating forecast uncertainty effectively is a persistent challenge in predictive endeavours such as weather forecasting. This paper explores the application of possibility theory as a complementary approach to traditional probability…

Applications · Statistics 2024-10-30 John R. Lawson

Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

Time evolving surfaces can be modeled as two-dimensional Functional time series, exploiting the tools of Functional data analysis. Leveraging this approach, a forecasting framework for such complex data is developed. The main focus revolves…

Methodology · Statistics 2023-07-19 Niccolò Ajroldi , Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient…

Machine Learning · Statistics 2024-11-11 Vincent Zhihao Zheng , Lijun Sun

The scheduling problem is a key class of optimization problems and has various kinds of applications both in practical and theoretical scenarios. In the scheduling problem, probabilistic analysis is a basic tool for investigating…

Information Theory · Computer Science 2024-01-30 Daiki Suruga

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Machine Learning · Computer Science 2024-05-03 Rasool Fakoor , Jonas Mueller , Zachary C. Lipton , Pratik Chaudhari , Alexander J. Smola

We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of…

Optimization and Control · Mathematics 2020-03-03 Umit Kose , Andrzej Ruszczynski

Probabilistic graphical modeling is a branch of machine learning that uses probability distributions to describe the world, make predictions, and support decision-making under uncertainty. Underlying this modeling framework is an elegant…

Machine Learning · Computer Science 2025-07-24 Jacqueline Maasch , Willie Neiswanger , Stefano Ermon , Volodymyr Kuleshov

The use of statistical software in academia and enterprises has been evolving over the last years. More often than not, students, professors, workers, and users, in general, have all had, at some point, exposure to statistical software.…

Applications · Statistics 2019-08-21 Rui Portocarrero Sarmento , Vera Costa

We developed a pilot course focused on mathematical modeling within the tertiary education framework, with a distinct emphasis on sustainability and sustainable development. While an applicable textbook exists for this liberal arts course,…

History and Overview · Mathematics 2023-12-06 N. Karjanto

This article addresses the logistics of implementing projects in an undergraduate mathematics class and is intended both for new instructors and for instructors who have had negative experiences implementing projects in the past. Project…

History and Overview · Mathematics 2017-01-06 R. Corban Harwood

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

Instructors have limited time and resources to help struggling students, and these resources should be directed to the students who most need them. To address this, researchers have constructed models that can predict students' final course…

Machine Learning · Computer Science 2021-02-12 Ge Gao , Samiha Marwan , Thomas W. Price

Learned dynamics models combined with both planning and policy learning algorithms have shown promise in enabling artificial agents to learn to perform many diverse tasks with limited supervision. However, one of the fundamental challenges…

Machine Learning · Computer Science 2020-08-12 Suraj Nair , Silvio Savarese , Chelsea Finn

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

Methodology · Statistics 2020-09-22 Ufuk Beyaztas , Han Lin Shang

The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…

Information Theory · Computer Science 2009-04-30 Maxim Raginsky

Climate statistics is of course a very broad field, along with the many connections and impacts for yet other areas, with a history as long as mankind has been recording temperatures, describing drastic weather events, etc. The important…

Methodology · Statistics 2026-02-06 Nils Lid Hjort

Addressing complex meteorological processes at a fine spatial resolution requires substantial computational resources. To accelerate meteorological simulations, researchers have utilized neural networks to downscale meteorological variables…

Atmospheric and Oceanic Physics · Physics 2024-04-30 Jing Hu , Honghu Zhang , Peng Zheng , Jialin Mu , Xiaomeng Huang , Xi Wu

Short-term load forecasting is a critical element of power systems energy management systems. In recent years, probabilistic load forecasting (PLF) has gained increased attention for its ability to provide uncertainty information that helps…

Machine Learning · Computer Science 2019-03-27 Qicheng Chang , Yishen Wang , Xiao Lu , Di Shi , Haifeng Li , Jiajun Duan , Zhiwei Wang