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This paper proposes a novel diffusion-index model for forecasting when predictors are high-dimensional matrix-valued time series. We apply an $\alpha$-PCA method to extract low-dimensional matrix factors and build a bilinear regression…

Econometrics · Economics 2025-08-07 Zhiren Ma , Qian Zhao , Riquan Zhang , Zhaoxing Gao

Research on long-term time series prediction has primarily relied on Transformer and MLP models, while the potential of convolutional networks in this domain remains underexplored. To address this, we propose a novel multi-scale time series…

Machine Learning · Computer Science 2025-10-03 Chenghan Li , Mingchen Li , Yipu Liao , Ruisheng Diao

Source localization is the inverse problem of graph information dissemination and has broad practical applications. However, the inherent intricacy and uncertainty in information dissemination pose significant challenges, and the ill-posed…

Machine Learning · Computer Science 2023-04-19 Bosong Huang , Weihao Yu , Ruzhong Xie , Jing Xiao , Jin Huang

The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Irena Vodenska , Eugene Stanley , Guanrong Chen

This paper is concerned with the determination of pricing strategies for a firm that in each period of a finite horizon receives replenishment quantities of a single product which it sells in two markets, e.g., a long-distance market and an…

Optimization and Control · Mathematics 2015-09-25 Wen , Chen , Adam Fleischhacker , Michael N. Katehakis

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

Two-stage ensemble-based forecasting methods have been studied extensively in the wind power forecasting field. However, deep learning-based wind power forecasting studies have not investigated two aspects. In the first stage, different…

Signal Processing · Electrical Eng. & Systems 2021-06-30 Jiancheng Qin , Jin Yang , Ying Chen , Qiang Ye , Hua Li

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

Advertisers usually enjoy the flexibility to choose criteria like target audience, geographic area and bid price when planning an campaign for online display advertising, while they lack forecast information on campaign performance to…

Machine Learning · Computer Science 2022-02-25 Jun Chen , Cheng Chen , Huayue Zhang , Qing Tan

Link prediction is central to unraveling social network evolution and node relationships, as well as understanding the characteristic mechanisms of complex networks. Currently, research on link prediction for complex dynamic networks…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Gaoxin Zhang , Ruixing Ren , Junhui Zhao , Xiaoke Sun

Time series forecasting (TSF) is fundamentally required in many real-world applications, such as electricity consumption planning and sales forecasting. In e-commerce, accurate time-series sales forecasting (TSSF) can significantly increase…

Machine Learning · Computer Science 2021-09-23 Xinyuan Qi , Kai Hou , Tong Liu , Zhongzhong Yu , Sihao Hu , Wenwu Ou

The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time…

Machine Learning · Computer Science 2023-02-08 Amin Shabani , Amir Abdi , Lili Meng , Tristan Sylvain

We consider a brand with a given budget that wants to promote a product over multiple rounds of influencer marketing. In each round, it commissions an influencer to promote the product over a social network, and then observes the subsequent…

Machine Learning · Computer Science 2019-11-11 Shatian Wang , Zhen Xu , Van-Anh Truong

A novel strategy aimed at cooperatively differentiating a signal among multiple interacting agents is introduced, where none of the agents needs to know which agent is the leader, i.e. the one producing the signal to be differentiated.…

Systems and Control · Electrical Eng. & Systems 2025-02-14 Rodrigo Aldana-Lopez , David Gomez-Gutierrez , Elio Usai , Hernan Haimovich

We study the dynamics of matrix-valued time series with observed network structures by proposing a matrix network autoregression model with row and column networks of the subjects. We incorporate covariate information and a low rank…

Methodology · Statistics 2023-02-07 Xuening Zhu , Feifei Wang , Zeng Li , Yanyuan Ma

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe

Integration of smart grid technologies in distribution systems, particularly behind-the-meter initiatives, has a direct impact on transmission network planning. This paper develops a coordinated expansion planning of transmission and active…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Mojtaba Moradi-Sepahvand , Turaj Amraee , Farrokh Aminifar , Amirhossein Akbari

This project develops an online, inductive recommendation system for newly listed products on e-commerce platforms, focusing on suggesting relevant new items to customers as they purchase other products. Using the Amazon Product…

Social and Information Networks · Computer Science 2025-06-04 Minghao Liu , Catherine Zhao , Nathan Zhou

Social network analysis emerged as an important research topic in sociology decades ago, and it has also attracted scientists from various fields of study like psychology, anthropology, geography and economics. In recent years, a…

Social and Information Networks · Computer Science 2014-08-01 Mohammad Dehghan Bahabadi , Alireza Hashemi Golpayegani , Leila Esmaeili

Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. However, due to the short nature of sales times series in…

Machine Learning · Statistics 2019-06-03 Rémy Garnier , Arnaud Belletoile