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We introduce an analytical approach that allows predictions and mechanistic insights into the dynamics of nonlinear oscillator networks with heterogeneous time delays. We demonstrate that time delays shape the spectrum of a matrix…
Recent advances on time series forecasting mainly focus on improving the forecasting models themselves. However, when the time series data suffer from potential structural breaks or concept drifts, the forecasting performance might be…
Temporal Point Processes (TPP) play an important role in predicting or forecasting events. Although these problems have been studied extensively, predicting multiple simultaneously occurring events can be challenging. For instance, more…
Accurate network-traffic forecasting enables proactive capacity planning and anomaly detection in Internet Service Provider (ISP) networks. Recent advances in time-series foundation models (TSFMs) have demonstrated strong zero-shot and…
Time series anomaly detection (TSAD) has gained significant attention due to its real-world applications to improve the stability of modern software systems. However, there is no effective way to verify whether they can meet the…
Spatio-temporal data are ubiquitous in the agricultural, ecological, and environmental sciences, and their study is important for understanding and predicting a wide variety of processes. One of the difficulties with modeling spatial…
The non-stationary nature of real-world Multivariate Time Series (MTS) data presents forecasting models with a formidable challenge of the time-variant distribution of time series, referred to as distribution shift. Existing studies on the…
Double/debiased machine learning (DML) provides a general framework for inference with high-dimensional or otherwise complex nuisance parameters by combining Neyman-orthogonal scores with cross-fitting, thereby circumventing classical…
Bilateral teleoperation of low-speed Unmanned Ground Vehicles (UGVs) on soft terrains is crucial for applications like lunar exploration, offering effective control of terrain-induced longitudinal slippage. However, latency arising from…
We present a novel framework to bootstrap Motion forecasting with Self-consistent Constraints (MISC). The motion forecasting task aims at predicting future trajectories of vehicles by incorporating spatial and temporal information from the…
Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…
Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and forecasting settings. Traditionally, state space models have…
Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…
Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify…
Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…
Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…
How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency…
Obtaining accurate estimates of machine learning model uncertainties on newly predicted data is essential for understanding the accuracy of the model and whether its predictions can be trusted. A common approach to such uncertainty…
Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…
We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…