Related papers: ProbPNN: Enhancing Deep Probabilistic Forecasting …
Running high-resolution physical models is computationally expensive and essential for many disciplines. Agriculture, transportation, and energy are sectors that depend on high-resolution weather models, which typically consume many hours…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
Probabilistic time series forecasting is crucial in many application domains such as retail, ecommerce, finance, or biology. With the increasing availability of large volumes of data, a number of neural architectures have been proposed for…
Economic forecasting is concerned with the estimation of some variable like gross domestic product (GDP) in the next period given a set of variables that describes the current situation or state of the economy, including industrial…
Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…
Sub-seasonal weather forecasts are becoming increasingly important for a range of socio-economic activities. However, the predictive ability of physical weather models is very limited on these time scales. We propose several post-processing…
This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…
Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…
Electricity price forecasting is a critical tool for the efficient operation of power systems and for supporting informed decision-making by market participants. This paper explores a novel methodology aimed at improving the accuracy of…
Seasonal forecasting remains challenging due to the inherent chaotic nature of atmospheric dynamics. This paper introduces DeepSeasons, a novel deep learning approach designed to enhance the accuracy and reliability of seasonal forecasts.…
Company fundamentals are key to assessing companies' financial and overall success and stability. Forecasting them is important in multiple fields, including investing and econometrics. While statistical and contemporary machine learning…
Modern deep models for summarization attains impressive benchmark performance, but they are prone to generating miscalibrated predictive uncertainty. This means that they assign high confidence to low-quality predictions, leading to…
Deep neural networks (DNN) are prone to miscalibrated predictions, often exhibiting a mismatch between the predicted output and the associated confidence scores. Contemporary model calibration techniques mitigate the problem of…
Traffic problems have seriously affected people's life quality and urban development, and forecasting the short-term traffic congestion is of great importance to both individuals and governments. However, understanding and modeling the…
Probabilistic inference is a fundamental task in modern machine learning. Recent advances in tensor network (TN) contraction algorithms have enabled the development of better exact inference methods. However, many common inference tasks in…
Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
Deep Neural Networks (DNNs) have performed admirably in classification tasks. However, the characterization of their classification uncertainties, required for certain applications, has been lacking. In this work, we investigate the issue…
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…
Predictive maintenance (PdM) has become a crucial element of modern industrial practice. PdM plays a significant role in operational dependability and cost management by decreasing unforeseen downtime and optimizing asset life cycle…