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Probabilistic wind power forecasting approaches have significantly advanced in recent decades. However, forecasters often assume data completeness and overlook the challenge of missing values resulting from sensor failures, network…

Applications · Statistics 2024-04-25 Honglin Wen

In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple…

Applications · Statistics 2020-10-13 Maarten Bieshaar , Jens Schreiber , Stephan Vogt , André Gensler , Bernhard Sick

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its…

Computation · Statistics 2017-10-18 Michael Lipsitz , Alexandre Belloni , Victor Chernozhukov , Iván Fernández-Val

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

Agile quadrotor flight in challenging environments has the potential to revolutionize shipping, transportation, and search and rescue applications. Nonlinear model predictive control (NMPC) has recently shown promising results for agile…

Robotics · Computer Science 2021-12-06 Drew Hanover , Philipp Foehn , Sihao Sun , Elia Kaufmann , Davide Scaramuzza

Accurate production forecasts are essential to continue facilitating the integration of renewable energy sources into the power grid. This paper illustrates how to obtain probabilistic day-ahead forecasts of wind power generation via…

Machine Learning · Computer Science 2026-02-16 Max Bruninx , Diederik van Binsbergen , Timothy Verstraeten , Ann Nowé , Jan Helsen

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…

Machine Learning · Statistics 2019-09-16 Håvard Kvamme , Ørnulf Borgan , Ida Scheel

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Bayesian Networks (BNs) are used in various fields for modeling, prediction, and decision making. pgmpy is a python package that provides a collection of algorithms and tools to work with BNs and related models. It implements algorithms for…

Machine Learning · Computer Science 2023-04-19 Ankur Ankan , Johannes Textor

The rapid proliferation of large language models and natural language processing (NLP) applications creates a crucial need for uncertainty quantification to mitigate risks such as hallucinations and to enhance decision-making reliability in…

Computation and Language · Computer Science 2024-05-06 Margarida M. Campos , António Farinhas , Chrysoula Zerva , Mário A. T. Figueiredo , André F. T. Martins

An evolving weighted neuro-neo-fuzzy-ANARX model and its learning procedures are introduced in the article. This system is basically used for time series forecasting. This system may be considered as a pool of elements that process data in…

Artificial Intelligence · Computer Science 2016-10-21 Zhengbing Hu , Yevgeniy V. Bodyanskiy , Oleksii K. Tyshchenko , Olena O. Boiko

Current statistical post-processing methods for probabilistic weather forecasting are not capable of using full spatial patterns from the numerical weather prediction (NWP) model. In this paper we incorporate spatial wind speed information…

Machine Learning · Statistics 2021-04-21 Simon Veldkamp , Kirien Whan , Sjoerd Dirksen , Maurice Schmeits

The yaglm package aims to make the broader ecosystem of modern generalized linear models accessible to data analysts and researchers. This ecosystem encompasses a range of loss functions (e.g. linear, logistic, quantile regression),…

Computation · Statistics 2021-10-13 Iain Carmichael , Thomas Keefe , Naomi Giertych , Jonathan P Williams

Approximate nearest neighbor (ANN) search has achieved great success in many tasks. However, existing popular methods for ANN search, such as hashing and quantization methods, are designed for static databases only. They cannot handle well…

Computer Vision and Pattern Recognition · Computer Science 2018-03-28 Donna Xu , Ivor W. Tsang , Ying Zhang

We present a Python package for ground-state preparation based on the probabilistic imaginary-time evolution algorithm, with particular focus on its state-vector-based implementation. A standard shot-based simulation is also supported, and…

Quantum Physics · Physics 2026-05-19 Pascal Sievers , Satoshi Ejima

Quantile regression (QR) is a powerful tool for estimating one or more conditional quantiles of a target variable $\mathrm{Y}$ given explanatory features $\boldsymbol{\mathrm{X}}$. A limitation of QR is that it is only defined for scalar…

Computation · Statistics 2023-06-05 Aviv A. Rosenberg , Sanketh Vedula , Yaniv Romano , Alex M. Bronstein

Neural-network quantum states (NQS) are powerful neural-network ans\"atzes that have emerged as promising tools for studying quantum many-body physics through the lens of the variational principle. These architectures are known to be…

Disordered Systems and Neural Networks · Physics 2025-07-28 Jake McNaughton , Mohamed Hibat-Allah

Conformal prediction provides a framework for uncertainty quantification, specifically in the forms of prediction intervals and sets with distribution-free guaranteed coverage. While recent cross-conformal techniques such as CV+ and…

Machine Learning · Statistics 2026-01-01 Panisara Meehinkong , Donlapark Ponnoprat

In this paper we propose the adaptive lasso for predictive quantile regression (ALQR). Reflecting empirical findings, we allow predictors to have various degrees of persistence and exhibit different signal strengths. The number of…

Econometrics · Economics 2024-06-05 Rui Fan , Ji Hyung Lee , Youngki Shin