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Matrix regression plays an important role in modern data analysis due to its ability to handle complex relationships involving both matrix and vector variables. We propose a class of regularized regression models capable of predicting both…

Optimization and Control · Mathematics 2025-01-14 Meixia Lin , Ziyang Zeng , Yangjing Zhang

The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods…

Machine Learning · Statistics 2023-06-01 Gonçalo Mateus , Cláudia Soares , João Leitão , António Rodrigues

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for using price forecasts at inference time. We propose $\text{FPILOT}$ (**Fin**ancial **P**lugin…

Machine Learning · Computer Science 2026-05-14 Eun Go , Rohan Deb , Arindam Banerjee

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Applications · Statistics 2022-01-07 Bohdan M. Pavlyshenko

In a variety of business situations, the introduction or improvement of machine learning approaches is impaired as these cannot draw on existing analytical models. However, in many cases similar problems may have already been solved…

Machine Learning · Computer Science 2020-05-22 Robin Hirt , Niklas Kühl , Yusuf Peker , Gerhard Satzger

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Machine Learning · Computer Science 2023-04-11 Dimitris Bertsimas , Leonard Boussioux

Recommender systems learn from past user behavior to predict future user preferences. Intuitively, it has been established that the most recent interactions are more indicative of future preferences than older interactions. Many…

Information Retrieval · Computer Science 2025-08-07 Joey De Pauw , Bart Goethals

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

This transformation of food delivery businesses to online platforms has gained high attention in recent years. This due to the availability of customizing ordering experiences, easy payment methods, fast delivery, and others. The…

Machine Learning · Statistics 2021-10-04 Batool Madani , Hussam Alshraideh

The large majority of inferences drawn in empirical political research follow from model-based associations (e.g. regression). Here, we articulate the benefits of predictive modeling as a complement to this approach. Predictive models aim…

Methodology · Statistics 2016-12-20 Skyler J. Cranmer , Bruce A. Desmarais

Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic…

Machine Learning · Computer Science 2021-10-28 Zhibo Zhu , Ziqi Liu , Ge Jin , Zhiqiang Zhang , Lei Chen , Jun Zhou , Jianyong Zhou

In the e-commerce space, accurate prediction of delivery dates plays a major role in customer experience as well as in optimizing the supply chain operations. Predicting a date later than the actual delivery date might sometimes result in…

Machine Learning · Computer Science 2021-05-04 Preethi V , Nachiappan Sundaram , Ravindra Babu Tallamraju

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Machine Learning · Computer Science 2021-07-12 Paolo Mancuso , Veronica Piccialli , Antonio M. Sudoso

In decentralized learning networks, predictions from many participants are combined to generate a network inference. While many studies have demonstrated performance benefits of combining multiple model predictions, existing strategies…

Most major retailers today have multiple divisions focused on various aspects, such as marketing, supply chain, online customer experience, store customer experience, employee productivity, and vendor fulfillment. They also regularly…

Machine Learning · Computer Science 2025-12-16 Pranav Gupta , Nithin Surendran

The use of artificial intelligence in supply chain forecasting has attracted many scientific studies for several decades. However, the process of selecting an appropriate forecasting solution becomes a daunting task. This complexity arises…

Machine Learning · Computer Science 2026-05-07 Bilel Abderrahmane Benziane , Benoit Lardeux , Ayoub Mcharek , Maher Jridi

In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand…

Applications · Statistics 2024-04-16 Shengjie Wang , Yanfei Kang , Fotios Petropoulos

With the growing size of data sets, feature selection becomes increasingly important. Taking interactions of original features into consideration will lead to extremely high dimension, especially when the features are categorical and…

Databases · Computer Science 2021-04-13 Qiuqiang Lin , Chuanhou Gao

Prediction rule ensembles (PREs) are a relatively new statistical learning method, which aim to strike a balance between predictive accuracy and interpretability. Starting from a decision tree ensemble, like a boosted tree ensemble or a…

Applications · Statistics 2023-10-02 Marjolein Fokkema , Carolin Strobl