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A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time…
This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
Scientific discoveries are increasingly constrained by limited storage space and I/O capacities. For time-series simulations and experiments, their data often need to be decimated over timesteps to accommodate storage and I/O limitations.…
Spatiotemporal forecasting is critical for real-world applications like traffic management, yet capturing reliable interactions remains challenging under noisy and non-stationary conditions. Existing methods primarily rely on historical…
Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…
We formulate a nonlinear synergistic theory of coevolutionary systems, disentangling and explaining dynamic complexity in terms of fundamental processes for optimised data analysis and dynamic model design: Dynamic Source Analysis (DSA).…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distributed framework, the sensor nodes may…
Data-driven approaches to modeling physical systems fail to generalize to unseen systems that share the same general dynamics with the learning domain, but correspond to different physical contexts. We propose a new framework for this key…
Accurate spatiotemporal pattern analysis is critical in fields such as urban traffic, meteorology, and public health monitoring. However, existing methods face performance bottlenecks, typically yielding only incremental gains and often…
We introduce a physics-informed neural framework for modeling static and time-dependent galactic gravitational potentials. The method combines data-driven learning with embedded physical constraints to capture complex, small-scale features…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…
As the role played by statistical and computational sciences in climate and environmental modelling and prediction becomes more important, Machine Learning researchers are becoming more aware of the relevance of their work to help tackle…
Achieving high-performance in multi-object tracking algorithms heavily relies on modeling spatio-temporal relationships during the data association stage. Mainstream approaches encompass rule-based and deep learning-based methods for…
Microsimulation models used by ministries of finance and central banks rely on parametric processes for lifetime earnings that capture only first and second moments of the conditional distribution and miss long-range nonlinear structure. We…
Obtaining reliable and precise estimates of wildlife species abundance and distribution is essential for the conservation and management of animal populations and natural reserves. Spatial capture-recapture (SCR) models provide estimates of…
In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…
With the recent wave of digitalization, specifically in the context of safety-critical applications, there has been a growing need for computationally efficient, accurate, generalizable, and trustworthy models. Physics-based models have…