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Irregularly sampled time series forecasting, characterized by non-uniform intervals, is prevalent in practical applications. However, previous research have been focused on regular time series forecasting, typically relying on transformer…

Machine Learning · Computer Science 2024-10-01 Byunghyun Kim , Jae-Gil Lee

Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…

Machine Learning · Statistics 2024-06-25 Derck W. E. Prinzhorn , Thijmen Nijdam , Putri A. van der Linden , Alexander Timans

Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…

Machine Learning · Computer Science 2025-03-12 Liang Yu , Lai Tu , Xiang Bai

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

Neural networks have greatly boosted performance in computer vision by learning powerful representations of input data. The drawback of end-to-end training for maximal overall performance are black-box models whose hidden representations…

Computer Vision and Pattern Recognition · Computer Science 2020-04-29 Patrick Esser , Robin Rombach , Björn Ommer

There is a need of ensuring machine learning models that are interpretable. Higher interpretability of the model means easier comprehension and explanation of future predictions for end-users. Further, interpretable machine learning models…

Machine Learning · Computer Science 2020-08-17 Gregor Stiglic , Primoz Kocbek , Nino Fijacko , Marinka Zitnik , Katrien Verbert , Leona Cilar

Extreme weather variations and the increasing unpredictability of load behavior make it difficult to determine power grid dispatches that are robust to uncertainties. While machine learning (ML) methods have improved the ability to model…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Aayushya Agarwal , Larry Pileggi

Deep neural networks have been well-known for their superb handling of various machine learning and artificial intelligence tasks. However, due to their over-parameterized black-box nature, it is often difficult to understand the prediction…

Machine Learning · Computer Science 2022-07-18 Xuhong Li , Haoyi Xiong , Xingjian Li , Xuanyu Wu , Xiao Zhang , Ji Liu , Jiang Bian , Dejing Dou

Time-series prediction has drawn considerable attention during the past decades fueled by the emerging advances of deep learning methods. However, most neural network based methods lack interpretability and fail in extracting the hidden…

Machine Learning · Computer Science 2023-03-03 Xiaoyi Liu , Duxin Chen , Wenjia Wei , Xia Zhu , Wenwu Yu

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

The recent abundance of data on electricity consumption at different scales opens new challenges and highlights the need for new techniques to leverage information present at finer scales in order to improve forecasts at wider scales. In…

Applications · Statistics 2022-11-23 Anestis Antoniadis , Solenne Gaucher , Yannig Goude

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

Multivariate long-term time series forecasting is of great application across many domains, such as energy consumption and weather forecasting. With the development of transformer-based methods, the performance of multivariate long-term…

Machine Learning · Computer Science 2023-05-29 Zheng Sun , Yi Wei , Wenxiao Jia , Long Yu

Electrical load prediction has become an integral part of power system operation. Deep learning models have found popularity for this purpose. However, to achieve a desired prediction accuracy, they require huge amounts of data for…

Machine Learning · Computer Science 2021-11-16 Nastaran Gholizadeh , Petr Musilek

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

Task embeddings in multi-layer perceptrons for multi-task learning and inductive transfer learning in renewable power forecasts have recently been introduced. In many cases, this approach improves the forecast error and reduces the required…

Machine Learning · Computer Science 2022-05-02 Jens Schreiber , Stephan Vogt , Bernhard Sick

We propose a novel perspective to understand deep neural networks in an interpretable disentanglement form. For each semantic class, we extract a class-specific functional subnetwork from the original full model, with compressed structure…

Machine Learning · Computer Science 2019-10-08 Yulong Wang , Xiaolin Hu , Hang Su

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…

Computational Finance · Quantitative Finance 2022-09-22 Dangxing Chen , Weicheng Ye , Jiahui Ye

We propose learning flexible but interpretable functions that aggregate a variable-length set of permutation-invariant feature vectors to predict a label. We use a deep lattice network model so we can architect the model structure to…

Machine Learning · Computer Science 2018-06-04 Andrew Cotter , Maya Gupta , Heinrich Jiang , James Muller , Taman Narayan , Serena Wang , Tao Zhu

Interpretable Multi-Task Learning can be expressed as learning a sparse graph of the task relationship based on the prediction performance of the learned models. Since many natural phenomenon exhibit sparse structures, enforcing sparsity on…

Machine Learning · Computer Science 2020-09-14 Francesco Alesiani , Shujian Yu , Ammar Shaker , Wenzhe Yin