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Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

Autocorrelation is a defining characteristic of time-series data, where each observation is statistically dependent on its predecessors. In the context of deep time-series forecasting, autocorrelation arises in both the input history and…

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

Understanding predictions made by deep neural networks is notoriously difficult, but also crucial to their dissemination. As all machine learning based methods, they are as good as their training data, and can also capture unwanted biases.…

Computation and Language · Computer Science 2022-11-15 Amir Feder , Nadav Oved , Uri Shalit , Roi Reichart

Deep learning applies hierarchical layers of hidden variables to construct nonlinear high dimensional predictors. Our goal is to develop and train deep learning architectures for spatio-temporal modeling. Training a deep architecture is…

Machine Learning · Statistics 2018-05-08 Matthew F. Dixon , Nicholas G. Polson , Vadim O. Sokolov

Symbolic regression algorithms search a space of mathematical expressions for formulas that explain given data. Transformer-based models have emerged as a promising, scalable approach shifting the expensive combinatorial search to a…

Machine Learning · Computer Science 2025-09-25 Henrik Voigt , Paul Kahlmeyer , Kai Lawonn , Michael Habeck , Joachim Giesen

Deep probabilistic time series forecasting has gained attention for its ability to provide nonlinear approximation and valuable uncertainty quantification for decision-making. However, existing models often oversimplify the problem by…

Machine Learning · Statistics 2024-10-22 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

Time series are critical for decision-making in fields like finance and healthcare. Their importance has driven a recent influx of works passing time series into language models, leading to non-trivial forecasting on some datasets. But it…

Computation and Language · Computer Science 2024-04-19 Mike A. Merrill , Mingtian Tan , Vinayak Gupta , Tom Hartvigsen , Tim Althoff

The prediction of behavior in dynamical systems, is frequently subject to the design of models. When a time series obtained from observing the system is available, the task can be performed by designing the model from these observations…

Machine Learning · Computer Science 2022-11-23 Pedro Garcia

The underperformance of existing multimodal large language models for time series reasoning lies in the absence of rationale priors that connect temporal observations to their downstream outcomes, which leads models to rely on superficial…

Artificial Intelligence · Computer Science 2026-01-07 Qingxiang Liu , Zhiqing Cui , Xiaoliang Luo , Yuqian Wu , Zhuoyang Jiang , Huaiyu Wan , Sheng Sun , Lvchun Wang , Wei Yu , Yuxuan Liang

Data driven methods for time series forecasting that quantify uncertainty open new important possibilities for robot tasks with hard real time constraints, allowing the robot system to make decisions that trade off between reaction time and…

Machine Learning · Computer Science 2020-01-08 Sebastian Gomez-Gonzalez , Sergey Prokudin , Bernhard Scholkopf , Jan Peters

Deep learning models are yielding increasingly better performances thanks to multiple factors. To be successful, model may have large number of parameters or complex architectures and be trained on large dataset. This leads to large…

Machine Learning · Computer Science 2022-12-20 Jean-Roch Vlimant , Junqi Yin

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Large-scale behavioral datasets enable researchers to use complex machine learning algorithms to better predict human behavior, yet this increased predictive power does not always lead to a better understanding of the behavior in question.…

Computers and Society · Computer Science 2019-05-14 Mayank Agrawal , Joshua C. Peterson , Thomas L. Griffiths

Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…

Machine Learning · Computer Science 2025-03-14 Xiangjie Kong , Zhenghao Chen , Weiyao Liu , Kaili Ning , Lechao Zhang , Syauqie Muhammad Marier , Yichen Liu , Yuhao Chen , Feng Xia

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

Mathematical models of the real world are simplified representations of complex systems. A caveat to using mathematical models is that predicted causal effects and conditional independences may not be robust under model extensions, limiting…

Methodology · Statistics 2022-08-30 Tineke Blom , Joris M. Mooij

What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as…

Methodology · Statistics 2024-04-27 Jonas Peters , Peter Bühlmann , Nicolai Meinshausen

As with most other data domains, EEG data analysis relies on rich domain-specific preprocessing. Beyond such preprocessing, machine learners would hope to deal with such data as with any other time series data. For EEG classification many…