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Recently, machine learning techniques, particularly deep learning, have demonstrated superior performance over traditional time series forecasting methods across various applications, including both single-variable and multi-variable…

Machine Learning · Computer Science 2025-10-02 Huaiyuan Rao , Yichen Zhao , Qiang Lai

The Intergovernmental Panel on Climate Change proposes different mitigation strategies to achieve the net emissions reductions that would be required to follow a pathway that limits global warming to 1.5{\deg}C with no or limited overshoot.…

Systems and Control · Electrical Eng. & Systems 2021-12-10 Jonathan Dumas

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

Machine Learning · Computer Science 2024-01-17 Soyed Tuhin Ahmed

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting time series data. As with all RNNs, selecting the hyperparameters presents a challenge when training on new inputs. We present a method based on…

Neural and Evolutionary Computing · Computer Science 2021-04-16 Jason A. Platt , Adrian Wong , Randall Clark , Stephen G. Penny , Henry D. I. Abarbanel

Reservoir computing - information processing based on untrained recurrent neural networks with random connections - is expected to depend on the nonlinear properties of the neurons and the resulting oscillatory, chaotic, or fixpoint…

Neural and Evolutionary Computing · Computer Science 2024-11-18 Claus Metzner , Achim Schilling , Andreas Maier , Patrick Krauss

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

Reservoir computing is a recently introduced machine learning paradigm that has been shown to be well-suited for the processing of spatiotemporal data. Rather than training the network node connections and weights via backpropagation in…

Neural and Evolutionary Computing · Computer Science 2016-07-20 Ashley Prater

Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the model's prediction. We propose an uncertainty-aware deep kernel learning model which permits the…

Machine Learning · Computer Science 2021-06-11 Zhiliang Wu , Yinchong Yang , Jindong Gu , Volker Tresp

Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a "next-generation"…

Machine Learning · Computer Science 2023-03-28 Sarah E. Marzen , Paul M. Riechers , James P. Crutchfield

Reservoir computing (RC) harnesses the intrinsic dynamics of a chaotic system, called the reservoir, to perform various time-varying functions. An important use-case of RC is the generation of target temporal sequences via a trainable…

Chaotic Dynamics · Physics 2024-11-07 Daoyuan Qian , Ila Fiete

Recurrent neural network based solutions are increasingly being used in the analysis of longitudinal Electronic Health Record data. However, most works focus on prediction accuracy and neglect prediction uncertainty. We propose Deep Kernel…

Machine Learning · Computer Science 2021-07-27 Zhiliang Wu , Yinchong Yang , Peter A. Fasching , Volker Tresp

Uncertainty quantification in deep learning is crucial for safe and reliable decision-making in downstream tasks. Existing methods quantify uncertainty at the last layer or other approximations of the network which may miss some sources of…

Machine Learning · Statistics 2025-04-25 James McInerney , Nathan Kallus

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…

Data Analysis, Statistics and Probability · Physics 2021-10-13 Igor A Khovanov

Critical heat flux is a key quantity in boiling system modeling due to its impact on heat transfer and component temperature and performance. This study investigates the development and validation of an uncertainty-aware hybrid modeling…

Machine Learning · Computer Science 2025-07-17 Aidan Furlong , Xingang Zhao , Robert Salko , Xu Wu

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a…

Machine Learning · Computer Science 2019-06-21 Ali Malik , Volodymyr Kuleshov , Jiaming Song , Danny Nemer , Harlan Seymour , Stefano Ermon

Reservoir computing is a recently introduced brain-inspired machine learning paradigm capable of excellent performances in the processing of empirical data. We focus in a particular kind of time-delay based reservoir computers that have…

Dynamical Systems · Mathematics 2014-11-11 Lyudmila Grigoryeva , Julie Henriques , Laurent Larger , Juan-Pablo Ortega

A multivariate density forecast model based on deep learning is designed in this paper to forecast the joint cumulative distribution functions (JCDFs) of multiple security margins in power systems. Differing from existing multivariate…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Zichao Meng , Ye Guo , Wenjun Tang , Hongbin Sun , Wenqi Huang

Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary…

Machine Learning · Statistics 2017-05-23 Yarin Gal , Jiri Hron , Alex Kendall