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Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…

Machine Learning · Computer Science 2020-07-09 Auke Wiggers , Emiel Hoogeboom

Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross-validation data to generate predictions from the…

Machine Learning · Statistics 2024-10-10 Xin Chen , Jason M. Klusowski , Yan Shuo Tan

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Computation · Statistics 2025-02-13 Kelly Wang , Steven O. Kimbrough

Motivated by applications to 3D printing, this paper presents two algorithms for calculating an ensemble of solutions to heat conduction problems. The ensemble average is the most likely temperature distribution and its variance gives an…

Numerical Analysis · Mathematics 2017-08-04 Joseph A. Fiordilino

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Machine Learning · Computer Science 2025-08-15 Steven Klee , Yuntian Xia

Machine learning (ML) is capable of accurate Load Forecasting from complete data. However, there are many uncertainties that affect data collection, leading to sparsity. This article proposed a model called Adaptive Ensemble Learning with…

Machine Learning · Computer Science 2025-08-26 Junying Yang , Gang Lu , Xiaoqing Yan , Peng Xia , Di Wu

This paper presents first steps toward robust models for crisis prediction. We conduct a horse race of conventional statistical methods and more recent machine learning methods as early-warning models. As individual models are in the…

Statistical Finance · Quantitative Finance 2016-04-04 Markus Holopainen , Peter Sarlin

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

Machine Learning · Computer Science 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

This chapter proposes and provides an in-depth discussion of a scalable solution for running ensemble simulation for solar energy production. Generating a forecast ensemble is computationally expensive. But with the help of Analog Ensemble,…

Computational Engineering, Finance, and Science · Computer Science 2022-01-19 Weiming Hu , Guido Cervone , Matteo Turilli , Andre Merzky , Shantenu Jha

The space weather community has begun to use frontier methods such as data assimilation, machine learning, and ensemble modeling to advance current operational forecasting efforts. This was highlighted by a multi-disciplinary session at the…

Space Physics · Physics 2018-11-22 Sophie A. Murray

We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for both linear regression and classification problems. The…

Machine Learning · Statistics 2020-06-12 Ruidi Chen , Ioannis Ch. Paschalidis

Despite the modeling power for problems under uncertainty, robust optimization (RO) and adaptive robust optimization (ARO) can exhibit too conservative solutions in terms of objective value degradation compared to the nominal case. One of…

Optimization and Control · Mathematics 2025-04-14 Dimitris Bertsimas , Liangyuan Na , Bartolomeo Stellato , Irina Wang

Optimization remains a fundamental pillar of machine learning, yet existing methods often struggle to maintain stability and adaptability in dynamic, non linear systems, especially under uncertainty. We introduce AERO (Adversarial…

Machine Learning · Computer Science 2025-06-04 Karthikeyan Vaiapury

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

Accurate and reliable predictions of infectious disease dynamics can be valuable to public health organizations that plan interventions to decrease or prevent disease transmission. A great variety of models have been developed for this…

Machine Learning · Statistics 2018-07-04 Evan L. Ray , Nicholas G. Reich

The renewable energies prediction and particularly global radiation forecasting is a challenge studied by a growing number of research teams. This paper proposes an original technique to model the insolation time series based on combining…

Neural and Evolutionary Computing · Computer Science 2012-11-13 Cyril Voyant , Marc Muselli , Christophe Paoli , Marie Laure Nivet

We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that enhances expert specialization by incorporating expert-specific loss information directly into the training process. Notably, the overall…

Machine Learning · Statistics 2026-05-12 Btissame El Mahtout , Florian Ziel

Differences between time-averaged and ensemble-averaged wind are studied for the case of changing wind direction. We consider a flow driven by a temporally turning pressure gradient in both an idealized case of a staggered cube array and a…

Fluid Dynamics · Physics 2025-05-16 Jukka-Pekka Keskinen , Antti Hellsten

Probabilistic forecasts in the form of ensemble of scenarios are required for complex decision making processes. Ensemble forecasting systems provide such products but the spatio-temporal structures of the forecast uncertainty is lost when…

Applications · Statistics 2016-12-21 Zied Ben Bouallegue , Tobias Heppelmann , Susanne E. Theis , Pierre Pinson
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