Related papers: Neural-Actuarial Longevity Forecasting: Anchoring …
In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality…
Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…
We propose a hybrid method combining the deep long short-term memory (LSTM) model with the inexact empirical model of dynamical systems to predict high-dimensional chaotic systems. The deep hierarchy is encoded into the LSTM by…
We investigate nonlinear prediction in an online setting and introduce a hybrid model that effectively mitigates, via an end-to-end architecture, the need for hand-designed features and manual model selection issues of conventional…
Objective: To develop and evaluate machine learning (ML) models for predicting length of stay (LOS) in elective spine surgery, with a focus on the benefits of temporal modeling and model interpretability. Materials and Methods: We compared…
An essential task in predictive maintenance is the prediction of the Remaining Useful Life (RUL) through the analysis of multivariate time series. Using the sliding window method, Convolutional Neural Network (CNN) and conventional…
We present generalized additive latent and mixed models (GALAMMs) for analysis of clustered data with responses and latent variables depending smoothly on observed variables. A scalable maximum likelihood estimation algorithm is proposed,…
Late-life depression (LLD) is a highly prevalent mood disorder occurring in older adults and is frequently accompanied by cognitive impairment (CI). Studies have shown that LLD may increase the risk of Alzheimer's disease (AD). However, the…
Generating synthetic financial time series that preserve the statistical properties of real market data is essential for stress testing, risk model validation, and scenario design. Existing approaches struggle to simultaneously reproduce…
Recurrent Neural Networks (RNNs) have long been recognized for their potential to model complex time series. However, it remains to be determined what optimization techniques and recurrent architectures can be used to best realize this…
The last two centuries have seen a significant increase in life expectancy. Although past trends suggest that mortality will continue to decline in the future, uncertainty and instability about the development is greatly increased due to…
This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…
Accurate EV power estimation underpins range prediction and energy management, yet practitioners need both point accuracy and trustworthy uncertainty. We propose an anchored-ensemble Long Short-Term Memory (LSTM) with a Student-t likelihood…
The recent worldwide outbreak of the novel coronavirus (COVID-19) has opened up new challenges to the research community. Artificial intelligence (AI) driven methods can be useful to predict the parameters, risks, and effects of such an…
Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…
The Adult Changes in Thought (ACT) study is a long-running prospective study of incident all-cause dementia and Alzheimer's disease (AD). As the cohort ages, death (a terminal event) is a prominent competing risk for AD (a non-terminal…
Large Language Models (LLMs) have achieved rapid progress in Chinese language understanding, yet accurately evaluating their capabilities remains challenged by benchmark saturation and prohibitive computational costs. While static…
Linear mixed models (LMMs) have emerged as the method of choice for confounded genome-wide association studies. However, the performance of LMMs in non-randomly ascertained case-control studies deteriorates with increasing sample size. We…
Landslide susceptibility prediction has always been an important and challenging content. However, there are some uncertain problems to be solved in susceptibility modeling, such as the error of landslide samples and the complex nonlinear…
Artificial neural networks achieve strong performance on benchmark tasks but remain fundamentally brittle under perturbations, limiting their deployment in real-world settings. In contrast, biological nervous systems sustain reliable…