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An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…

Signal Processing · Electrical Eng. & Systems 2025-12-02 Erdal Mehmetcik , Umut Orguner , Çağatay Candan

Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…

Methodology · Statistics 2021-06-10 Yiping Hong , Sameh Abdulah , Marc G. Genton , Ying Sun

In cyber-physical systems, as in 5G and beyond, multiple physical processes require timely online monitoring at a remote device. There, the received information is used to estimate current and future process values. When transmitting the…

Information Theory · Computer Science 2020-05-12 Stefan Roth , Ahmed Arafa , H. Vincent Poor , Aydin Sezgin

Parameterizable machine learning (ML) accelerators are the product of recent breakthroughs in ML. To fully enable their design space exploration (DSE), we propose a physical-design-driven, learning-based prediction framework for…

Benefiting from high capacity for capturing complex temporal patterns, deep learning (DL) has significantly advanced time series forecasting (TSF). However, deep models tend to suffer from severe overfitting due to the inherent…

Machine Learning · Computer Science 2025-10-30 Yisong Fu , Zezhi Shao , Chengqing Yu , Yujie Li , Zhulin An , Qi Wang , Yongjun Xu , Fei Wang

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Forecasting accuracy is bounded by the information available about the future. This paper makes that statement precise using information-theoretic tools. Under logarithmic loss, the expected performance of any probabilistic forecast…

Applications · Statistics 2026-04-01 Peter Maurice Catt

Deep time series forecasting has emerged as a rapidly growing field in recent years. Despite the exponential growth of community interests, progress on standard benchmarks is often limited to marginal improvements. A common consensus of the…

Machine Learning · Computer Science 2026-05-05 Yuxuan Wang , Haixu Wu , Yuezhou Ma , Yuchen Fang , Ziyi Zhang , Yong Liu , Shiyu Wang , Zhou Ye , Yang Xiang , Jianmin Wang , Mingsheng Long

Motion forecasting is crucial in enabling autonomous vehicles to anticipate the future trajectories of surrounding agents. To do so, it requires solving mapping, detection, tracking, and then forecasting problems, in a multi-step pipeline.…

Motivated by the increasing importance of providing delay-guaranteed services in general computing and communication systems, and the recent wide adoption of learning and prediction in network control, in this work, we consider a general…

Networking and Internet Architecture · Computer Science 2018-01-08 Kun Chen , Longbo Huang

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Machine Learning · Computer Science 2025-08-12 Jianfei Wu , Wenmian Yang , Bingning Liu , Weijia Jia

Research on time series forecasting has predominantly focused on developing methods that improve accuracy. However, other criteria such as training time or latency are critical in many real-world applications. We therefore address the…

Machine Learning · Computer Science 2022-02-18 Oliver Borchert , David Salinas , Valentin Flunkert , Tim Januschowski , Stephan Günnemann

Decision makers routinely use constrained optimization technology to plan and operate complex systems like global supply chains or power grids. In this context, practitioners must assess how close a computed solution is to optimality in…

Machine Learning · Statistics 2026-03-24 Miao Li , Michael Klamkin , Russell Bent , Pascal Van Hentenryck

Forecasting has become a natural benchmark for reasoning under uncertainty. Yet existing evaluations of large language models remain limited to judgmental tasks in simple formats, such as binary or multiple-choice questions. In practice,…

Machine Learning · Computer Science 2026-04-20 Jeremy Qin , Maksym Andriushchenko

This paper presents an experimental analysis about trade-offs in top-k classification accuracies on losses for deep leaning and proposal of a novel top-k loss. Commonly-used cross entropy (CE) is not guaranteed to optimize top-k prediction…

Machine Learning · Computer Science 2020-07-31 Azusa Sawada , Eiji Kaneko , Kazutoshi Sagi

Time-series forecasting models often encounter abrupt changes in a given period of time which generally occur due to unexpected or unknown events. Despite their scarce occurrences in the training set, abrupt changes incur loss that…

Machine Learning · Computer Science 2023-09-25 Junwoo Park , Jungsoo Lee , Youngin Cho , Woncheol Shin , Dongmin Kim , Jaegul Choo , Edward Choi

We introduce a Model Predictive Control (MPC) framework for training deep neural networks, systematically unifying the Back-Propagation (BP) and Forward-Forward (FF) algorithms. At the same time, it gives rise to a range of intermediate…

Machine Learning · Computer Science 2024-10-01 Lianhai Ren , Qianxiao Li

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

While machine learning models have achieved unprecedented success in real-world applications, they might make biased/unfair decisions for specific demographic groups and hence result in discriminative outcomes. Although research efforts…

Machine Learning · Computer Science 2022-12-08 Yuying Zhao , Yu Wang , Tyler Derr