Related papers: Select, then Balance: Exploring Exogenous Variable…

In this paper, we propose a novel Spatial Balance Attention block for spatiotemporal forecasting. To strike a balance between obeying spatial proximity and capturing global correlation, we partition the spatial graph into a set of subgraphs…

Accurate spatio-temporal prediction is crucial for the sustainable development of smart cities. However, current approaches often struggle to capture important spatio-temporal relationships, particularly overlooking global relations among…

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…

Traffic prediction is a challenging spatio-temporal forecasting problem that involves highly complex spatio-temporal correlations. This paper proposes a Multi-level Multi-view Augmented Spatio-temporal Transformer (LVSTformer) for traffic…

Networks of timestamped interactions arise across social, financial, and biological domains, where forecasting future events requires modeling both evolving topology and temporal ordering. Temporal link prediction methods typically frame…

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

In recent years, there has been a rapid development of spatio-temporal prediction techniques in response to the increasing demands of traffic management and travel planning. While advanced end-to-end models have achieved notable success in…

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Being able to predict what may happen in the future requires an in-depth understanding of the physical and causal rules that govern the world. A model that is able to do so has a number of appealing applications, from robotic planning to…

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…

Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among…

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Temporal set prediction involves forecasting the elements that will appear in the next set, given a sequence of prior sets, each containing a variable number of elements. Existing methods often rely on intricate architectures with…

Fitting statistical models to spatiotemporal data requires finding the right balance between imposing smoothness and following the data. In the context of p-splines, we propose a Bayesian framework for choosing the smoothing parameter which…