English
Related papers

Related papers: Sequential Methods for Error Correction of Probabi…

200 papers

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…

Machine Learning · Statistics 2023-04-18 Rasool Fakoor , Taesup Kim , Jonas Mueller , Alexander J. Smola , Ryan J. Tibshirani

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

We propose an adaptive quantum algorithm to prepare accurate variational time evolved wave functions. The method is based on the projected Variational Quantum Dynamics (pVQD) algorithm, that performs a global optimization with linear…

Quantum Physics · Physics 2025-02-20 David Linteau , Stefano Barison , Netanel Lindner , Giuseppe Carleo

In this paper, we address the challenge of multivariate time-series forecasting using quantum machine learning techniques. We introduce adaptation strategies that extend variational quantum circuit models, traditionally limited to…

Neural processes are a family of probabilistic models that inherit the flexibility of neural networks to parameterize stochastic processes. Despite providing well-calibrated predictions, especially in regression problems, and quick…

Machine Learning · Computer Science 2023-07-04 Peiman Mohseni , Nick Duffield , Bani Mallick , Arman Hasanzadeh

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

Accurate wind speed forecasting is of great importance for many economic, business and management sectors. This paper introduces a new model based on convolutional neural networks (CNNs) for wind speed prediction tasks. In particular, we…

Machine Learning · Computer Science 2020-07-27 Kevin Trebing , Siamak Mehrkanoon

Electricity price forecasts play a crucial role in making key business decisions within the electricity markets. A focal point in this domain are probabilistic predictions, which delineate future price values in a more comprehensive manner…

Machine Learning · Computer Science 2025-01-22 Grzegorz Zakrzewski , Kacper Skonieczka , Mikołaj Małkiński , Jacek Mańdziuk

The prediction of electrical power in combined cycle power plants is a key challenge in the electrical power and energy systems field. This power output can vary depending on environmental variables, such as temperature, pressure, and…

Signal Processing · Electrical Eng. & Systems 2019-08-06 Jesus L. Lobo , Igor Ballesteros , Izaskun Oregi , Javier Del Ser

Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. However,…

Machine Learning · Statistics 2019-08-28 Raphaël Deswarte , Véronique Gervais , Gilles Stoltz , Sébastien da Veiga

The success of deep learning techniques over the last decades has opened up a new avenue of research for weather forecasting. Here, we take the novel approach of using a neural network to predict full probability density functions at each…

Machine Learning · Statistics 2022-01-05 Mariana Clare , Omar Jamil , Cyril Morcrette

The reliable integration of wind energy into modern-day electricity systems heavily relies on accurate short-term wind forecasts. We propose a spatio-temporal model called AIRU-WRF (short for the AI-powered Rutgers University Weather…

Applications · Statistics 2023-08-31 Feng Ye , Joseph Brodie , Travis Miles , Ahmed Aziz Ezzat

Subseasonal forecasting -- predicting temperature and precipitation 2 to 6 weeks ahead -- is critical for effective water allocation, wildfire management, and drought and flood mitigation. Recent international research efforts have advanced…

Here, we propose a general method for probabilistic time series forecasting. We combine an autoregressive recurrent neural network to model temporal dynamics with Implicit Quantile Networks to learn a large class of distributions over a…

Machine Learning · Computer Science 2021-07-09 Adèle Gouttes , Kashif Rasul , Mateusz Koren , Johannes Stephan , Tofigh Naghibi

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Optimization and Control · Mathematics 2025-07-22 Shijie Huang , Sergio Grammatico

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold

Each year a growing number of wind farms are being added to power grids to generate electricity. The power curve of a wind turbine, which exhibits the relationship between generated power and wind speed, plays a major role in assessing the…

Neural and Evolutionary Computing · Computer Science 2021-06-10 Farzad Karami , Nasser Kehtarnavaz , Mario Rotea

Reliable short horizon forecasting of solar and wind generation is a structural prerequisite of any modern power system yet most published forecasters are tuned and evaluated on a single climatic regime and most algorithmic novelty has been…

Computation and Language · Computer Science 2026-05-12 Pavan Manjunath , Thomas Prufer

A multirate nonlinear model predictive control (NMPC) strategy is proposed for systems with dynamics and control inputs evolving on different timescales. The proposed multirate formulation of the system model and receding horizon optimal…

Optimization and Control · Mathematics 2022-07-05 Yana Lishkova , Mark Cannon , Sina Ober-Blöbaum

To facilitate effective decision-making, precipitation datasets should include uncertainty estimates. Quantile regression with machine learning has been proposed for issuing such estimates. Distributional regression offers distinct…

Machine Learning · Computer Science 2025-01-07 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis