Related papers: Probabilistic Forecasting for Dynamical Systems wi…

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

In data-driven SHM, the signals recorded from systems in operation can be noisy and incomplete. Data corresponding to each of the operational, environmental, and damage states are rarely available a priori; furthermore, labelling to…

Causal representation learning promises to extend causal models to hidden causal variables from raw entangled measurements. However, most progress has focused on proving identifiability results in different settings, and we are not aware of…

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

For a Bayesian, real-time forecasting with the posterior predictive distribution can be challenging for a variety of time series models. First, estimating the parameters of a time series model can be difficult with sample-based approaches…

In this paper, we describe a representation for spatial information, called the stochastic map, and associated procedures for building it, reading information from it, and revising it incrementally as new information is obtained. The map…

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Forecasting of time-series data requires imposition of inductive biases to obtain predictive extrapolation, and recent works have imposed Hamiltonian/Lagrangian form to preserve structure for systems with reversible dynamics. In this work…

An extremely challenging problem of significant interest is to predict catastrophes in advance of their occurrences. We present a general approach to predicting catastrophes in nonlinear dynamical systems under the assumption that the…

Probabilistic forecasting, i.e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes. In retail businesses, for example, forecasting demand is crucial for having…

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

In various applications, probabilistic forecasts are required to quantify the inherent uncertainty associated with the forecast. However, numerous modern forecasting methods are still designed to create deterministic forecasts. Transforming…

The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of…

Accurate prediction is important for operating an autonomous vehicle in interactive scenarios. Prediction must be fast, to support multiple requests from a planner exploring a range of possible futures. The generated predictions must…

In this paper, we develop a variational method to track and make predictions about a real-world system from continuous imperfect observations about this system, using an agent-based model that describes the system dynamics. By combining the…

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Due to its probabilistic nature, fault prognostics is a prime example of a use case for deep learning utilizing big data. However, the low availability of such data sets combined with the high effort of fitting, parameterizing and…

A fundamental problem in collaborative sensing lies in providing an accurate prediction of critical events (e.g., hazardous environmental condition, urban abnormalities, economic trends). However, due to the resource constraints,…