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Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

In several real world applications, machine learning models are deployed to make predictions on data whose distribution changes gradually along time, leading to a drift between the train and test distributions. Such models are often…

Machine Learning · Computer Science 2021-11-23 Anshul Nasery , Soumyadeep Thakur , Vihari Piratla , Abir De , Sunita Sarawagi

One of the most effective methods of channel pruning is to trim on the basis of the importance of each neuron. However, measuring the importance of each neuron is an NP-hard problem. Previous works have proposed to trim by considering the…

Machine Learning · Computer Science 2021-12-07 Bilan Lai , Haoran Xiang , Furao Shen

Model Predictive Path Integral (MPPI) control is a powerful sampling-based strategy for nonlinear autonomous systems. However, its performance is often bottlenecked by the fidelity of nominal dynamics. We propose ICODE-MPPI, a robust…

Robotics · Computer Science 2026-05-06 Shugen Song , Wenjie Mei , Chengyan Zhao

Convergent Cross-Mapping (CCM) is a technique for computing specific kinds of correlations between sets of times series. It was introduced by Sugihara et al. and is reported to be "a necessary condition for causation" capable of…

Data Analysis, Statistics and Probability · Physics 2014-12-02 James M. McCracken , Robert S. Weigel

When solving forecasting problems including multiple time-series features, existing approaches often fall into two extreme categories, depending on whether to utilize inter-feature information: univariate and complete-multivariate models.…

Artificial Intelligence · Computer Science 2024-08-20 Jaehoon Lee , Hankook Lee , Sungik Choi , Sungjun Cho , Moontae Lee

The task of multi-channel time series forecasting is ubiquitous in numerous fields such as finance, supply chain management, and energy planning. It is critical to effectively capture complex dynamic dependencies within and between channels…

Artificial Intelligence · Computer Science 2026-03-20 Lei Gao , Hengda Bao , Jingfei Fang , Guangzheng Wu , Weihua Zhou , Yun Zhou

Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…

Artificial Intelligence · Computer Science 2024-05-13 Jianli Xiao , Baichao Long

To reap the benefits of reconfigurable intelligent surfaces (RIS), channel state information (CSI) is generally required. However, CSI acquisition in RIS systems is challenging and often results in very large pilot overhead, especially in…

Signal Processing · Electrical Eng. & Systems 2023-09-21 Ly V. Nguyen , A. Lee Swindlehurst

We address the problem of making Conformal Prediction (CP) intervals locally adaptive. Most existing methods focus on approximating the object-conditional validity of the intervals by partitioning or re-weighting the calibration set. Our…

Machine Learning · Computer Science 2023-06-09 Nicolo Colombo

We introduce Temporal Variational Implicit Neural Representations (TV-INRs), a probabilistic framework for modeling irregular multivariate time series that enables efficient individualized imputation and forecasting. By integrating implicit…

Machine Learning · Computer Science 2025-06-03 Batuhan Koyuncu , Rachael DeVries , Ole Winther , Isabel Valera

Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully…

Machine Learning · Computer Science 2024-05-28 Xiwen Chen , Peijie Qiu , Wenhui Zhu , Huayu Li , Hao Wang , Aristeidis Sotiras , Yalin Wang , Abolfazl Razi

Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering…

Machine Learning · Computer Science 2024-10-17 Jef Jonkers , Glenn Van Wallendael , Luc Duchateau , Sofie Van Hoecke

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of…

Machine Learning · Computer Science 2018-05-16 David Hallac , Sagar Vare , Stephen Boyd , Jure Leskovec

We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…

Machine Learning · Statistics 2026-01-13 Rina Foygel Barber , Ashwin Pananjady

Model predictive path integral (MPPI) is a sampling-based method for solving complex model predictive control (MPC) problems, but its real-time implementation faces two key challenges: the computational cost and sample requirements grow…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Viet-Anh Le , Renukanandan Tumu , Rahul Mangharam

This paper investigates deep learning techniques to predict transmit beamforming based on only historical channel data without current channel information in the multiuser multiple-input-single-output downlink. This will significantly…

Information Theory · Computer Science 2023-02-03 Juping Zhang , Gan Zheng , Yangyishi Zhang , Ioannis Krikidis , Kai-Kit Wong

We generalize the derivation of model predictive path integral control (MPPI) to allow for a single joint distribution across controls in the control sequence. This reformation allows for the implementation of adaptive importance sampling…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Dylan M. Asmar , Ransalu Senanayake , Shawn Manuel , Mykel J. Kochenderfer

Low-Rank Adaptation (LoRA) has emerged as a popular parameter-efficient fine-tuning (PEFT) method for Large Language Models (LLMs), yet it still incurs notable overhead and suffers from parameter interference in multi-task scenarios. We…

Machine Learning · Computer Science 2025-08-05 Juzheng Zhang , Jiacheng You , Ashwinee Panda , Tom Goldstein

We develop a predictive inference procedure that combines conformal prediction (CP) with unconditional quantile regression (QR) -- a commonly used tool in econometrics that involves regressing the recentered influence function (RIF) of the…

Machine Learning · Computer Science 2023-04-05 Ahmed M. Alaa , Zeshan Hussain , David Sontag
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