Related papers: Forecasting on the Accuracy-Timeliness Frontier: T…
In the field of machine learning, regression problems are pivotal due to their ability to predict continuous outcomes. Traditional error metrics like mean squared error, mean absolute error, and coefficient of determination measure model…
This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…
Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, statistical models usually presume some data generation…
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these methods automatically deliver good estimators of causal…
Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…
This paper investigates semi-blind channel estimation for massive multiple-input multiple-output (MIMO) systems. To this end, we first estimate a subspace based on all received symbols (pilot and payload) to provide additional information…
With the recent advancements in wireless technologies, forecasting electromagnetic field (EMF) exposure has become critical to enable proactive network spectrum and power allocation, as well as network deployment planning. In this paper, we…
Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate…
Unsupervised optical flow estimators based on deep learning have attracted increasing attention due to the cost and difficulty of annotating for ground truth. Although performance measured by average End-Point Error (EPE) has improved over…
In this paper, we show that, in vector-to-vector regression utilizing deep neural networks (DNNs), a generalized loss of mean absolute error (MAE) between the predicted and expected feature vectors is upper bounded by the sum of an…
We study the problem of deciding whether, and when an organization should replace a trained incumbent model with a challenger relying on newly available features. We develop a unified economic and statistical framework that links…
Multivariate time series forecasting is crucial across a wide range of domains. While presenting notable progress for the Transformer architecture, iTransformer still lags behind the latest MLP-based models. We attribute this performance…
Process Outcome Prediction entails predicting a discrete property of an unfinished process instance from its partial trace. High-capacity outcome predictors discovered with ensemble and deep learning methods have been shown to achieve top…
Weather forecasting is usually solved through numerical weather prediction (NWP), which can sometimes lead to unsatisfactory performance due to inappropriate setting of the initial states. In this paper, we design a data-driven method…
Classical field forecast evaluation relies mainly on local scores such as RMSE or MAE. These metrics severely over-penalize small spatial or temporal displacements of coherent structures, a limitation known as the double-penalty issue and…
We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By…
Because of the considerable heterogeneity and complexity of the technological landscape, building accurate models to forecast is a challenging endeavor. Due to their high prevalence in many complex systems, S-curves are a popular…
We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…
Missing time-series data is a prevalent problem in many prescriptive analytics models in operations management, healthcare and finance. Imputation methods for time-series data are usually applied to the full panel data with the purpose of…
Time series forecasting has been an essential field in many different application areas, including economic analysis, meteorology, and so forth. The majority of time series forecasting models are trained using the mean squared error (MSE).…