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This paper presents an enhanced N-BEATS model, N-BEATS*, for improved mid-term electricity load forecasting (MTLF). Building on the strengths of the original N-BEATS architecture, which excels in handling complex time series data without…

Machine Learning · Computer Science 2024-12-05 Mateusz Kasprzyk , Paweł Pełka , Boris N. Oreshkin , Grzegorz Dudek

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

We focus on solving the univariate times series point forecasting problem using deep learning. We propose a deep neural architecture based on backward and forward residual links and a very deep stack of fully-connected layers. The…

Machine Learning · Computer Science 2020-02-24 Boris N. Oreshkin , Dmitri Carpov , Nicolas Chapados , Yoshua Bengio

Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…

Machine Learning · Computer Science 2021-12-03 Samuel Rudy , Themistoklis Sapsis

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

Machine Learning · Computer Science 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

A dynamic mitigation mechanism for instability growth was proposed and discussed in the paper [Phys. Plasmas 19, 024503 (2012)]. In the present paper the robustness of the dynamic instability mitigation mechanism is discussed further. The…

Plasma Physics · Physics 2015-06-24 S. Kawata , T. Karino

Non-prehensile manipulation such as pushing is typically subject to uncertain, non-smooth dynamics. However, modeling the uncertainty of the dynamics typically results in intractable belief dynamics, making data-efficient planning under…

Robotics · Computer Science 2024-06-28 Julius Jankowski , Lara Brudermüller , Nick Hawes , Sylvain Calinon

Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…

Machine Learning · Computer Science 2018-11-20 Myriam Tami , Marianne Clausel , Emilie Devijver , Adrien Dulac , Eric Gaussier , Stefan Janaqi , Meriam Chebre

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to…

Machine Learning · Computer Science 2019-05-16 Chen Huang , Shuangfei Zhai , Walter Talbott , Miguel Angel Bautista , Shih-Yu Sun , Carlos Guestrin , Josh Susskind

We propose a learning framework for calibrating predictive models to make loss-controlling prediction for exchangeable data, which extends our recently proposed conformal loss-controlling prediction for more general cases. By comparison,…

Machine Learning · Computer Science 2024-01-24 Di Wang , Junzhi Shi , Pingping Wang , Shuo Zhuang , Hongyue Li

Covariate shift relaxes the widely-employed independent and identically distributed (IID) assumption by allowing different training and testing input distributions. Unfortunately, common methods for addressing covariate shift by trying to…

Machine Learning · Computer Science 2018-01-02 Anqi Liu , Brian D. Ziebart

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and…

Methodology · Statistics 2025-04-11 Lars van der Laan , Ziming Lin , Marco Carone , Alex Luedtke

In this paper, we present results on improving out-of-domain weather prediction and uncertainty estimation as part of the \texttt{Shifts Challenge on Robustness and Uncertainty under Real-World Distributional Shift} challenge. We find that…

Machine Learning · Computer Science 2024-01-10 Sankalp Gilda , Neel Bhandari , Wendy Mak , Andrea Panizza

With the increasing penetration of Inverter-Based Resources (IBRs) and their impact on power system stability and operation, the concept of stability-constrained optimization has drawn significant attention from researchers. In order to…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Zhongda Chu , Fei Teng

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy task. In recent years, the idea of using time series…

Methodology · Statistics 2021-10-22 Yanfei Kang , Wei Cao , Fotios Petropoulos , Feng Li

Probabilistic time series forecasting has played critical role in decision-making processes due to its capability to quantify uncertainties. Deep forecasting models, however, could be prone to input perturbations, and the notion of such…

Machine Learning · Computer Science 2022-02-25 TaeHo Yoon , Youngsuk Park , Ernest K. Ryu , Yuyang Wang

Training machine learning interatomic potentials often requires optimizing a loss function composed of three variables: potential energies, forces, and stress. The contribution of each variable to the total loss is typically weighted using…

Computational Physics · Physics 2024-03-29 Daniel Ocampo , Daniela Posso , Reza Namakian , Wei Gao

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…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch