Related papers: Insights into regression-based cross-temporal fore…
Unlike traditional time-series forecasting methods that require extensive in-task data for training, zero-shot forecasting can directly predict future values given a target time series without additional training data. Current zero-shot…
In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…
Predictor combination aims to improve a (target) predictor of a learning task based on the (reference) predictors of potentially relevant tasks, without having access to the internals of individual predictors. We present a new predictor…
Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…
This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…
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…
Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…
Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern…
Forecast combination methods have traditionally emphasized symmetric loss functions, particularly squared error loss, with equally weighted combinations often justified as a robust approach under such criteria. However, these justifications…
Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than…
Time-lapse seismic data acquisition is an essential tool to monitor changes in a reservoir due to fluid injection, such as CO$_2$ injection. By acquiring multiple seismic surveys in the exact location, we can identify the reservoir changes…
This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…
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…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
The algorithm for finding the optimal consistent approximation of an inconsistent pairwise comparisons matrix is based on a logarithmic transformation of a pairwise comparisons matrix into a vector space with the Euclidean metric.…
Addressing the complexity of comprehensive information retrieval, this study introduces an innovative, iterative retrieval-augmented generation system. Our approach uniquely integrates a vector-space driven re-ranking mechanism with…
Reservoir computing is a powerful framework for modeling dynamical systems due to its universality and computational efficiency. However, a major challenge is achieving a forecast with accurate long-time statistics, or climate, which is…
Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…
Regression with compositional response or covariates, or even regression between parts of a composition, is frequently employed in social sciences. Among other possible applications, it may help to reveal interesting features in time…
Coordinated optimal dispatch is of utmost importance for the efficient and secure operation of hierarchically structured power systems. Conventional coordinated optimization methods, such as the Lagrangian relaxation and Benders…