Related papers: nabqr: Python package for improving probabilistic …
Monitoring changes inside a reservoir in real time is crucial for the success of CO2 injection and long-term storage. Machine learning (ML) is well-suited for real-time CO2 monitoring because of its computational efficiency. However, most…
While neural networks are achieving high predictive accuracy in multi-horizon probabilistic forecasting, understanding the underlying mechanisms that lead to feature-conditioned outputs remains a significant challenge for forecasters. In…
Large language models are moving from static text generators toward real-world decision-support systems, where forecasting is a composite capability that links information gathering, evidence integration, situational judgment, and…
Evaluating time series attribution methods is difficult because real-world datasets rarely provide ground truth for which time points drive a prediction. A common workaround is to generate synthetic data where class-discriminating features…
Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…
Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…
The Analog Ensemble (AnEn) method tries to estimate the probability distribution of the future state of the atmosphere with a set of past observations that correspond to the best analogs of a deterministic Numerical Weather Prediction…
`scores` is a Python package containing mathematical functions for the verification, evaluation and optimisation of forecasts, predictions or models. It supports labelled n-dimensional (multidimensional) data, which is used in many…
Functional data such as curves and surfaces have become more and more common with modern technological advancements. The use of functional predictors remains challenging due to its inherent infinite-dimensionality. The common practice is to…
Recently, the computational neuroscience community has pushed for more transparent and reproducible methods across the field. In the interest of unifying the domain of auditory neuroscience, naplib-python provides an intuitive and general…
Quantile regression is a powerful data analysis tool that accommodates heterogeneous covariate-response relationships. We find that by coupling the asymmetric Laplace working likelihood with appropriate shrinkage priors, we can deliver…
The proliferation of massive datasets combined with the development of sophisticated analytical techniques have enabled a wide variety of novel applications such as improved product recommendations, automatic image tagging, and improved…
In this work, we present a novel conformal prediction method for time-series, which we call Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI). Specifically, KOWCPI adapts the classic Reweighted Nadaraya-Watson (RNW)…
As machine learning inferences increasingly move to edge devices, adapting to diverse computational capabilities, hardware, and memory constraints becomes more critical. Instead of relying on a pre-trained model fixed for all future…
This paper studies an adaptive approach for probabilistic wind power forecasting (WPF) including offline and online learning procedures. In the offline learning stage, a base forecast model is trained via inner and outer loop updates of…
Weather prediction today is performed with numerical weather prediction (NWP) models. These are deterministic simulation models describing the dynamics of the atmosphere, and evolving the current conditions forward in time to obtain a…
This paper advances a variable screening approach to enhance conditional quantile forecasts using high-dimensional predictors. We have refined and augmented the quantile partial correlation (QPC)-based variable screening proposed by Ma et…
Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by…
Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…
Neural network (NN) ensembles can reduce large prediction variance of NN and improve prediction accuracy. For highly nonlinear problems with insufficient data set, the prediction accuracy of NN models becomes unstable, resulting in a…