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We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the prior to a posterior distribution. We also show how to direct…
Predicting how distributions over discrete variables vary over time is a common task in time series forecasting. But whereas most approaches focus on merely predicting the distribution at subsequent time steps, a crucial piece of…
Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…
The systems monitoring the location of public transport vehicles rely on wireless transmission. The location readings from GPS-based devices are received with some latency caused by periodical data transmission and temporal problems…
Traffic flow prediction is an important part of smart transportation. The goal is to predict future traffic conditions based on historical data recorded by sensors and the traffic network. As the city continues to build, parts of the…
Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…
The deployment of modern network applications is increasing the network size and traffic volumes at an unprecedented pace. Storing network-related information (e.g., traffic traces) is key to enable efficient network management. However,…
This article introduces Transformer Quantile Regression Neural Networks (TQRNNs), a novel data-driven solution for real-time machine failure prediction in manufacturing contexts. Our objective is to develop an advanced predictive…
The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…
Statistical traffic data analysis is a hot topic in traffic management and control. In this field, current research progresses focus on analyzing traffic flows of individual links or local regions in a transportation network. Less attention…
Stationarity transformations are standard preprocessing in time series forecasting, yet their actual impact on accuracy across different non-stationarity types and model families has received little controlled evaluation. We construct…
The signature transform is a 'universal nonlinearity' on the space of continuous vector-valued paths, and has received attention for use in machine learning on time series. However, real-world temporal data is typically observed at discrete…
Motion prediction is crucial for autonomous driving systems to understand complex driving scenarios and make informed decisions. However, this task is challenging due to the diverse behaviors of traffic participants and complex…
We investigate the use of path signatures in a machine learning context for hedging exotic derivatives under non-Markovian stochastic volatility models. In a deep learning setting, we use signatures as features in feedforward neural…
This paper tackles critical challenges in traffic sign recognition (TSR), which is essential for road safety -- specifically, class imbalance and instance scarcity in datasets. We introduce tailored data augmentation techniques, including…
The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…
Electrification of transport compounded with climate change will transform hourly load profiles and their response to weather. Power system operators and EV charging stakeholders require such high-resolution load profiles for their planning…
Forecasting load in power transmission networks is essential across various hierarchical levels, from the system level down to individual points of delivery (PoD). While intuitive and locally accurate, traditional local forecasting models…
Autonomous trucks are expected to fundamentally transform the freight transportation industry, and the technology is advancing rapidly. According to some of the major players, the Autonomous Transfer Hub Network (ATHN) business model is the…
We introduce a new method for predicting the formation of links in real-world networks, which we refer to as the method of effective transitions. This method relies on the theory of isospectral matrix reductions to compute the probability…