Related papers: Coherent forecasting of NoGeAR(1) model
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In this paper, we discuss the convergence of an Algebraic MultiGrid (AMG) method for general symmetric positive-definite matrices. The method relies on an aggregation algorithm, named \emph{coarsening based on compatible weighted matching},…
Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…
Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…
Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…
We propose a computationally efficient estimator, formulated as a convex program, for a broad class of non-linear regression problems that involve difference of convex (DC) non-linearities. The proposed method can be viewed as a significant…
We propose a novel multi-task method for quantile forecasting with shared Linear layers. Our method is based on the Implicit quantile learning approach, where samples from the Uniform distribution $\mathcal{U}(0, 1)$ are reparameterized to…
We consider a setting where multiple entities inter-act with each other over time and the time-varying statuses of the entities are represented as multiple correlated time series. For example, speed sensors are deployed in different…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
This work addresses the challenge of ignition timing and load control in homogeneous charge compression ignition engines operating subject to uncertainty from complex combustion dynamics and external disturbances. To handle this issue, we…
Constructing prediction intervals for time series forecasting is challenging, particularly when practitioners rely solely on point forecasts. While previous research has focused on creating increasingly efficient intervals, we argue that…
Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…
In several disciplines it is common to find time series measured at irregular observational times. In particular, in astronomy there are a large number of surveys that gather information over irregular time gaps and in more than one…
Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…
Modeling responses on the nodes of a large-scale network is an important task that arises commonly in practice. This paper proposes a community network vector autoregressive (CNAR) model, which utilizes the network structure to characterize…
In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…
Recent advancements in remote sensing technology and the increasing size of satellite constellations allows massive geophysical information to be gathered daily on a global scale by numerous platforms of different fidelity. The…
In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…
As global warming increases the complexity of weather patterns; the precision of weather forecasting becomes increasingly important. Our study proposes a novel preprocessing method and convolutional autoencoder model developed to improve…