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Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Graphical forecasting models learn the structure of time series data via projecting onto a graph, with recent techniques capturing spatial-temporal associations between variables via edge weights. Hierarchical variants offer a distinct…

Data-driven machine learning (ML) models are reshaping weather forecasting and have shown the potential to accelerate and surpass traditional physics-based approaches, leading to a second revolution in the field after data assimilation.…

The near-surface environment is often too complex to enable inference of hydrological and environmental variables using one geophysical data type alone. Joint inversion and coupled inverse modeling involving numerical flow- and transport…

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…

Multivariate time series forecasting is critical in many real-world systems, and thus modeling cross-channel dependencies is essential. Although existing methods improve overall accuracy by enhancing representations and cross-channel…

Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…

We present a Bayesian framework for reconstruction of subsurface hydraulic properties from nonlinear dynamic flow data by imposing sparsity on the distribution of the solution coefficients in a compression transform domain.

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Statistical analyses and descriptive characterizations are sometimes assumed to be offering information on time series forecastability. Despite the scientific interest suggested by such assumptions, the relationships between descriptive…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Previous studies showed that hydro-climate processes are stochastic and complex systems, and it is difficult to discover the hidden patterns in the all non-stationary data and thoroughly understand the hydro-climate relationships. For the…

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Machine learning (ML) is redefining what is possible in data-intensive fields of science and engineering. However, applying ML to problems in the physical sciences comes with a unique set of challenges: scientists want physically…

Calibration of hydrological time-series models is a challenging task since these models give a wide spectrum of output series and calibration procedures require significant amount of time. From a statistical standpoint, this model parameter…

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…