Related papers: Bounded-Abstention Multi-horizon Time-series Forec…
Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…
Accurate long-horizon prediction of spatiotemporal fields on complex geometries is a fundamental challenge in scientific machine learning, with applications such as additive manufacturing where temperature histories govern defect formation…
Automated machine learning has gained a lot of attention recently. Building and selecting the right machine learning models is often a multi-objective optimization problem. General purpose machine learning software that simultaneously…
In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…
Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…
Complex numerical weather prediction models incorporate a variety of physical processes, each described by multiple alternative physical schemes with specific parameters. The selection of the physical schemes and the choice of the…
This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…
In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…
Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task…
It is often the case that risk assessment and prognostics are viewed as related but separate tasks. This chapter describes a risk-based approach to prognostics that seeks to provide a tighter coupling between risk assessment and fault…
Large Language Models (LLMs) often produce fluent but factually incorrect responses, a phenomenon known as hallucination. Abstention, where the model chooses not to answer and instead outputs phrases such as "I don't know", is a common…
We study the problem of predicting the results of computations that are too expensive to run, via the observation of the results of smaller computations. We model this as an online learning problem with delayed feedback, where the length of…
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…
This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…
As artificial intelligence (AI) systems play an increasingly prominent role in human decision-making, challenges surface in the realm of human-AI interactions. One challenge arises from the suboptimal AI policies due to the inadequate…
Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…
Financial time-series forecasting is one of the most challenging domains in the field of time-series analysis. This is mostly due to the highly non-stationary and noisy nature of financial time-series data. With progressive efforts of the…
Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…
Multi-horizon probabilistic time series forecasting has wide applicability to real-world tasks such as demand forecasting. Recent work in neural time-series forecasting mainly focus on the use of Seq2Seq architectures. For example,…