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Spatio-temporal forecasting is an open research field whose interest is growing exponentially. In this work we focus on creating a complex deep neural framework for spatio-temporal traffic forecasting with comparatively very good…

Machine Learning · Computer Science 2020-10-22 Rodrigo de Medrano , José L. Aznarte

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

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

Current time-series forecasting problems use short-term weather attributes as exogenous inputs. However, in specific time-series forecasting solutions (e.g., demand prediction in the supply chain), seasonal climate predictions are crucial…

Machine Learning · Computer Science 2023-09-06 Smit Marvaniya , Jitendra Singh , Nicolas Galichet , Fred Ochieng Otieno , Geeth De Mel , Kommy Weldemariam

In this paper, we propose a new self-triggered formulation of Model Predictive Control for continuous-time linear networked control systems. Our control approach, which aims at reducing the number of transmitting control samples to the…

Optimization and Control · Mathematics 2016-09-09 K. Hashimoto , S. Adachi , D. V. Dimarogonas

Time-series anomaly detection deals with the problem of detecting anomalous timesteps by learning normality from the sequence of observations. However, the concept of normality evolves over time, leading to a "new normal problem", where the…

Machine Learning · Computer Science 2024-01-23 Dongmin Kim , Sunghyun Park , Jaegul Choo

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

Machine Learning · Computer Science 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

We present a method for conditional time series forecasting based on an adaptation of the recent deep convolutional WaveNet architecture. The proposed network contains stacks of dilated convolutions that allow it to access a broad range of…

Machine Learning · Statistics 2018-09-18 Anastasia Borovykh , Sander Bohte , Cornelis W. Oosterlee

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

In this paper the application of uncertainty modeling to convolutional neural networks is evaluated. A novel method for adjusting the network's predictions based on uncertainty information is introduced. This allows the network to be either…

Computer Vision and Pattern Recognition · Computer Science 2016-12-23 Rene Grzeszick , Sebastian Sudholt , Gernot A. Fink

Predicting the motion of a driver's vehicle is crucial for advanced driving systems, enabling detection of potential risks towards shared control between the driver and automation systems. In this paper, we propose a variational neural…

Robotics · Computer Science 2019-03-07 Xin Huang , Stephen McGill , Brian C. Williams , Luke Fletcher , Guy Rosman

Conformal inference is a method that provides prediction sets for machine learning models, operating independently of the underlying distributional assumptions and relying solely on the exchangeability of training and test data. Despite its…

Methodology · Statistics 2025-10-01 Daniela Corbetta , Livio Finos , Ludwig Geistlinger , Davide Risso

This paper proposes a novel online data-driven adaptive control for unknown linear time-varying systems. Initialized with an empirical feedback gain, the algorithm periodically updates this gain based on the data collected over a short time…

Systems and Control · Electrical Eng. & Systems 2024-01-31 Shenyu Liu , Kaiwen Chen , Jaap Eising

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time…

Machine Learning · Computer Science 2021-07-21 Sebastian Zeng , Florian Graf , Christoph Hofer , Roland Kwitt

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

The ability to adapt to changing environments and settings is essential for robots acting in dynamic and unstructured environments or working alongside humans with varied abilities or preferences. This work introduces an extremely simple…

Robotics · Computer Science 2022-10-31 Pamela Carreno-Medrano , Dana Kulić , Michael Burke

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Samuel G. Gessow , Brett T. Lopez

This paper presents a control architecture in which a direct adaptive control technique is used within the model predictive control framework, using the concurrent learning based approach, to compensate for model uncertainties. At each time…

Optimization and Control · Mathematics 2015-02-02 Olugbenga Moses Anubi