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We consider forecasting a single time series when there is a large number of predictors and a possible nonlinear effect. The dimensionality was first reduced via a high-dimensional (approximate) factor model implemented by the principal…

The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large data sets. Subset selection in regression is essential when a huge number of covariates can…

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

Machine learning methods have been adopted in the literature as contenders to conventional methods to solve the energy time series forecasting (TSF) problems. Recently, deep learning methods have been emerged in the artificial intelligence…

Time series forecasting is a challenging task with applications in a wide range of domains. Auto-regression is one of the most common approaches to address these problems. Accordingly, observations are modelled by multiple regression using…

In imaging inverse problems, one seeks to recover an image from missing/corrupted measurements. Because such problems are ill-posed, there is great motivation to quantify the uncertainty induced by the measurement-and-recovery process.…

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

A Variable Parameter (VP) analysis, that we introduce here, aims to give a precise algorithm time complexity expression in which an exponent appears solely in terms of a variable parameter. A variable parameter is the number of objects with…

Tabular data are central to many applications, especially longitudinal data in healthcare, where missing values are common, undermining model fidelity and reliability. Prior imputation methods either impose restrictive assumptions or…

The diversity of time series applications and scarcity of domain-specific data highlight the need for time-series models with strong few-shot learning capabilities. In this work, we propose a novel training scheme and a transformer-based…

Missing data arises when certain values are not recorded or observed for variables of interest. However, most of the statistical theory assume complete data availability. To address incomplete databases, one approach is to fill the gaps…

Neural Forecasters (NFs) have become a cornerstone of Long-term Time Series Forecasting (LTSF). However, recent progress has been hampered by an overemphasis on architectural complexity at the expense of fundamental forecasting structures.…

Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods for fitting and conducting inference on stochastic volatility…

Data for which a set of objects is described by multiple distinct feature sets (called views) is known as multi-view data. When missing values occur in multi-view data, all features in a view are likely to be missing simultaneously. This…

Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and…

Data imputation is crucial for addressing challenges posed by missing values in multivariate time series data across various fields, such as healthcare, traffic, and economics, and has garnered significant attention. Among various methods,…

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Time series forecasting is vital in diverse sectors such as energy and transportation, where non-stationary dynamics are deeply intertwined with external events in other modalities such as texts. However, incorporating natural…

Amortized variational inference is an often employed framework in simulation-based inference that produces a posterior approximation that can be rapidly computed given any new observation. Unfortunately, there are few guarantees about the…

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…