Related papers: Adaptive Nonlinear Vector Autoregression: Robust F…
We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…
Understanding the time-varying structure of complex temporal systems is one of the main challenges of modern time series analysis. In this paper, we show that every uniformly-positive-definite-in-covariance and sufficiently short-range…
Reservoir Computing (RC), a type of recurrent random neural network, is a powerful framework for modeling complex and chaotic dynamics. However, its autonomous (closed-loop) operation is often plagued by inherent instability. Moreover,…
We develop the no-propagate algorithm for sampling the linear response of random dynamical systems, which are non-uniform hyperbolic deterministic systems perturbed by noise with smooth density. We first derive a Monte-Carlo type formula…
Autonomous driving is a complex and highly dynamic process that ensures controlling the coupled longitudinal and lateral vehicle dynamics. Model predictive control, distinguished by its predictive feature, optimal performance, and ability…
Machine learning (ML) tools such as encoder-decoder convolutional neural networks (CNN) can represent incredibly complex nonlinear functions which map between combinations of images and scalars. For example, CNNs can be used to map…
High-dimensional, heterogeneous data with complex feature interactions pose significant challenges for traditional predictive modeling approaches. While Projection to Latent Structures (PLS) remains a popular technique, it struggles to…
For many years, Evolutionary Algorithms (EAs) have been applied to improve Neural Networks (NNs) architectures. They have been used for solving different problems, such as training the networks (adjusting the weights), designing network…
Making accurate predictions of chaotic time series is a complex challenge. Reservoir computing, a neuromorphic-inspired approach, has emerged as a powerful tool for this task. It exploits the memory and nonlinearity of dynamical systems…
Data-driven machine learning (ML) models are reshaping weather forecasting and have shown the potential to accelerate and surpass traditional physics-based approaches, leading to a second revolution in the field after data assimilation.…
Reservoir Computing (RC) is a simple and efficient model-free framework for forecasting the behavior of nonlinear dynamical systems from data. Here, we show that there exist commonly-studied systems for which leading RC frameworks struggle…
Recent lightweight MLP-based models have achieved strong performance in time series forecasting by capturing stable trends and seasonal patterns. However, their effectiveness hinges on an implicit assumption of local stationarity…
Recurrent neural networks (RNNs) are known to be universal approximators of dynamic systems under fairly mild and general assumptions. However, RNNs usually suffer from the issues of vanishing and exploding gradients in standard RNN…
In three-dimensional variational data assimilation (3DVar) for numerical weather prediction (NWP), the observation operator $\mathcal{H}$ plays a central role by mapping model state variables to an observation equivalent. For weather radar,…
This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…
Reinforcement learning with verifiable rewards (RLVR) has become a highly effective method for improving the reasoning abilities of Large Language Models (LLMs). Recent research shows that Negative Sample Reinforcement (NSR) -- which…
The availability of data on economic uncertainty sparked a lot of interest in models that can timely quantify episodes of international spillovers of uncertainty. This challenging task involves trading off estimation accuracy for more…
In this paper we consider estimating the system parameters and designing stable observer for unknown noisy linear time-invariant (LTI) systems. We propose a Support Vector Regression (SVR) based estimator to provide adjustable asymmetric…
Nonlinear stochastic modeling is useful for describing complex engineering systems. Meanwhile, neuromorphic (brain-inspired) computing paradigms are developing to tackle tasks that are challenging and resource intensive on digital…
Non-autoregressive (NAR) models for automatic speech recognition (ASR) aim to achieve high accuracy and fast inference by simplifying the autoregressive (AR) generation process of conventional models. Connectionist temporal classification…