Related papers: Dynamical errors in machine learning forecasts
The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…
Reinforcement Learning (RL) has proven effective in solving complex decision-making tasks across various domains, but challenges remain in continuous-time settings, particularly when state dynamics are governed by stochastic differential…
As in many other areas of engineering and applied science, Machine Learning (ML) is having a profound impact in the domain of Weather and Climate Prediction. A very recent development in this area has been the emergence of fully data-driven…
Using a dynamical model to make predictions about a system has many sources of error. These can include errors in how the model was initialised but also errors in the dynamics of the model itself. For many applications in data assimilation,…
Data imbalance exists ubiquitously in real-world visual regressions, e.g., age estimation and pose estimation, hurting the model's generalizability and fairness. Thus, imbalanced regression gains increasing research attention recently.…
Long-term fluid dynamics forecasting is a critically important problem in science and engineering. While neural operators have emerged as a promising paradigm for modeling systems governed by partial differential equations (PDEs), they…
Large-scale blackouts that have occurred in the past few decades have necessitated the need to do extensive research in the field of grid security assessment. With the aid of synchrophasor technology, which uses phasor measurement unit…
In official statistics, dual system estimation (DSE) is a well-known tool to estimate the size of a population. Two sources are linked, and the number of units that are missed by both sources is estimated. Often dual system estimation is…
Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…
In this paper, we study the generalization properties of Model-Agnostic Meta-Learning (MAML) algorithms for supervised learning problems. We focus on the setting in which we train the MAML model over $m$ tasks, each with $n$ data points,…
Accurate load prediction is an effective way to reduce power system operation costs. Traditionally, the mean square error (MSE) is a common-used loss function to guide the training of an accurate load forecasting model. However, the MSE…
Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…
Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…
Forecasting entails a complex estimation challenge, as it requires balancing multiple, often conflicting, priorities and objectives. Traditional forecast optimization criteria typically focus on a single metric -- such as minimizing the…
We consider the problem of joint learning of multiple linear dynamical systems. This has received significant attention recently under different types of assumptions on the model parameters. The setting we consider involves a collection of…
Dynamic model averaging (DMA) combines the forecasts of a large number of dynamic linear models (DLMs) to predict the future value of a time series. The performance of DMA critically depends on the appropriate choice of two forgetting…
Coronal Mass Ejections (CMEs) are the major drivers of Space Weather (SWx), so predicting their arrival at Earth is a major aspect of SWx forecasting. Despite increasingly complex models proposed over the past decades, the mean absolute…
We inspect how accurate machine learning (ML) is at forecasting realized variance of the Dow Jones Industrial Average index constituents. We compare several ML algorithms, including regularization, regression trees, and neural networks, to…
The statistical properties of estimator using covariance matrix for the account of point-to-point correlations due to systematic errors are analyzed. It is shown that the covariance matrix estimator (CME) is consistent for the realistic…
We study the effect of fading in the communication channels between nodes on the performance of the incremental least mean square (ILMS) algorithm. We derive steady-state performance metrics, including the mean-square deviation (MSD),…