Related papers: Recurrent Neural Goodness-of-Fit Test for Time Ser…
We propose a family of tests to assess the goodness-of-fit of a high-dimensional generalized linear model. Our framework is flexible and may be used to construct an omnibus test or directed against testing specific non-linearities and…
Generative Adversarial Networks (GANs) have shown remarkable success as a framework for training models to produce realistic-looking data. In this work, we propose a Recurrent GAN (RGAN) and Recurrent Conditional GAN (RCGAN) to produce…
For health prognostic task, ever-increasing efforts have been focused on machine learning-based methods, which are capable of yielding accurate remaining useful life (RUL) estimation for industrial equipment or components without exploring…
Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among…
Functional linear models are one of the most fundamental tools to assess the relation between two random variables of a functional or scalar nature. This contribution proposes a goodness-of-fit test for the functional linear model with…
We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…
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…
Many time series are generated by a set of entities that interact with one another over time. This paper introduces a broad, flexible framework to learn from multiple inter-dependent time series generated by such entities. Our framework…
Generative models using neural network have opened a door to large-scale studies for various application domains, especially for studies that suffer from lack of real samples to obtain statistically robust inference. Typically, these…
Reinforcement learning is well known for its ability to model sequential tasks and learn latent data patterns adaptively. Deep learning models have been widely explored and adopted in regression and classification tasks. However, deep…
Generative models are designed to address the data scarcity problem. Even with the exploding amount of data, due to computational advancements, some applications (e.g., health care, weather forecast, fault detection) still suffer from data…
In this work we present a novel recurrent neural network architecture designed to model systems characterized by multiple characteristic timescales in their dynamics. The proposed network is composed by several recurrent groups of neurons…
Logistic regression is a natural and simple tool to understand how covariates contribute to explain the topology of a binary network. Once the model fitted, the practitioner is interested in the goodness-of-fit of the regression in order to…
We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…
Generalized Linear Models (GLMs) are an increasingly popular framework for modeling neural spike trains. They have been linked to the theory of stochastic point processes and researchers have used this relation to assess goodness-of-fit…
This paper addresses the challenges of fault prediction and delayed response in distributed systems by proposing an intelligent prediction method based on temporal feature learning. The method takes multi-dimensional performance metric…
Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we…
Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…
There are time series that are amenable to recurrent neural network (RNN) solutions when treated as sequences, but some series, e.g. asynchronous time series, provide a richer variation of feature types than current RNN cells take into…
In many statistical modeling frameworks, goodness-of-fit tests are typically administered to the estimated residuals. In the time series setting, whiteness of the residuals is assessed using the sample autocorrelation function. For many…