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We develop a discrete-time version of the blended dynamics theorem for the use of designing distributed computation algorithms. The blended dynamics theorem enables to predict the behavior of heterogeneous multi-agent systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Jeong Woo Kim , Jin Gyu Lee , Donggil Lee , Hyungbo Shim

This paper proposes a novel diffusion-index model for forecasting when predictors are high-dimensional matrix-valued time series. We apply an $\alpha$-PCA method to extract low-dimensional matrix factors and build a bilinear regression…

Econometrics · Economics 2025-08-07 Zhiren Ma , Qian Zhao , Riquan Zhang , Zhaoxing Gao

We consider planning problems, that often arise in autonomous driving applications, in which an agent should decide on immediate actions so as to optimize a long term objective. For example, when a car tries to merge in a roundabout it…

Machine Learning · Computer Science 2016-02-05 Shai Shalev-Shwartz , Nir Ben-Zrihem , Aviad Cohen , Amnon Shashua

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Spatiotemporal data is very common in many applications, such as manufacturing systems and transportation systems. It is typically difficult to be accurately predicted given intrinsic complex spatial and temporal correlations. Most of the…

Machine Learning · Computer Science 2020-04-24 Ziyue Li , Hao Yan , Chen Zhang , Fugee Tsung

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of…

Machine Learning · Computer Science 2019-10-23 Yunkai Zhang , Qiao Jiang , Shurui Li , Xiaoyong Jin , Xueying Ma , Xifeng Yan

This article is an extended version of a paper presented in the WSOM'2012 conference [1]. We display a combination of factorial projections, SOM algorithm and graph techniques applied to a text mining problem. The corpus contains 8 medieval…

Statistics Theory · Mathematics 2015-06-26 Nicolas Bourgeois , Marie Cottrell , Benjamin Déruelle , Stéphane Lamassé , Patrick Letrémy

In this paper, we present a new algorithm for computing the linear recurrence relations of multi-dimensional sequences. Existing algorithms for computing these relations arise in computational algebra and include constructing structured…

Symbolic Computation · Computer Science 2024-10-23 Hamid Rahkooy

This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…

Methodology · Statistics 2020-04-27 Dimitris Korobilis

Time series forecasting has traditionally focused on univariate and multivariate numerical data, often overlooking the benefits of incorporating multimodal information, particularly textual data. In this paper, we propose a novel framework…

Artificial Intelligence · Computer Science 2025-01-14 Xin Zhou , Weiqing Wang , Shilin Qu , Zhiqiang Zhang , Christoph Bergmeir

End-to-end data-driven machine learning methods often have exuberant requirements in terms of quality and quantity of training data which are often impractical to fulfill in real-world applications. This is specifically true in time series…

Machine Learning · Computer Science 2022-02-17 Muhammad Ali Chattha , Ludger van Elst , Muhammad Imran Malik , Andreas Dengel , Sheraz Ahmed

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

An approach is presented for making predictions about functional time series. The method is applied to data coming from periodically correlated processes and electricity demand, obtaining accurate point forecasts and narrow prediction bands…

Methodology · Statistics 2018-06-29 Antonio Elías , Raúl Jiménez

This paper discusses a large-scale and long-term mapping and localization scenario using the maplab open-source framework. We present a brief overview of the specific algorithms in the system that enable building a consistent map from…

Robotics · Computer Science 2018-05-29 Marcin Dymczyk , Marius Fehr , Thomas Schneider , Roland Siegwart

Results of neural network learning are always subject to some variability, due to the sensitivity to initial conditions, to convergence to local minima, and, sometimes more dramatically, to sampling variability. This paper presents a set of…

Statistics Theory · Mathematics 2007-06-13 Eric De Bodt , Marie Cottrell , Michel Verleysen

Traffic problems have seriously affected people's life quality and urban development, and forecasting the short-term traffic congestion is of great importance to both individuals and governments. However, understanding and modeling the…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Meng Chen , Xiaohui Yu , Yang Liu

Model-free forecasting of the temporal evolution of chaotic systems is crucial but challenging. Existing solutions require hyperparameter tuning, significantly hindering their wider adoption. In this work, we introduce a tree-based approach…

Machine Learning · Computer Science 2025-07-04 Adam Giammarese , Kamal Rana , Erik M. Bollt , Nishant Malik

We consider forecasting the latent rate profiles of a time series of inhomogeneous Poisson processes. The work is motivated by operations management of queueing systems, in particular, telephone call centers, where accurate forecasting of…

Applications · Statistics 2008-07-28 Haipeng Shen , Jianhua Z. Huang

A typical trajectory planner of autonomous driving commonly relies on predicting the future behavior of surrounding obstacles. Recently, deep learning technology has been widely adopted to design prediction models due to their impressive…

Artificial Intelligence · Computer Science 2022-07-29 Weitao Zhou , Zhong Cao , Yunkang Xu , Nanshan Deng , Xiaoyu Liu , Kun Jiang , Diange Yang

Recurrent neural networks are widely used on time series data, yet such models often ignore the underlying physical structures in such sequences. A new class of physics-based methods related to Koopman theory has been introduced, offering…

Computational Physics · Physics 2020-07-01 Omri Azencot , N. Benjamin Erichson , Vanessa Lin , Michael W. Mahoney