相关论文: Intermittency and Obsolescence: a Croston Method W…

This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

Newton-type methods are typically analyzed under Lipschitz continuity of the Hessian, an assumption that can fail for objectives with higher-order or polynomial growth. We introduce a class of nonlinearly preconditioned Newton methods that…

We study a property of dynamic optimization (DO) problems (as those encountered in model predictive control and moving horizon estimation) that is known as exponential decay of sensitivity (EDS). This property indicates that the sensitivity…

We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We…

A simple pseudo-Hamiltonian formulation is proposed for the linear inhomogeneous systems of ODEs. In contrast to the usual Hamiltonian mechanics, our approach is based on the use of non-stationary Poisson brackets, i.e. corresponding…

Time-series forecasting remains difficult in real-world settings because temporal patterns operate at multiple scales, from broad contextual trends to fast, fine-grained fluctuations that drive critical decisions. Existing neural models…

Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of…

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

A nonconforming linear element method is developed for a three-dimensional generalized tensor-valued Stokes equation associated with the Hessian complex in this paper. A discrete Helmholtz decomposition for the piecewise constant space of…

The notion of periodic two-scale convergence and the method of periodic unfolding are prominent and useful tools in multiscale modeling and analysis of PDEs with rapidly oscillating periodic coefficients. In this paper we are interested in…

Forecasting the degradation of coated materials has long been a topic of critical interest in engineering, as it has enormous implications for both system maintenance and sustainable material use. Material degradation is affected by many…

This paper describes a method to estimate a production frontier that satisfies the axioms of monotonicity and concavity in a non-parametric Bayesian setting. An inefficiency term that allows for significant departure from prior…

Although most transformer-based time series forecasting models primarily depend on endogenous inputs, recent state-of-the-art approaches have significantly improved performance by incorporating external information through exogenous inputs.…

Diffusion models offer a physically grounded framework for probabilistic weather forecasting, but their typical reliance on slow, iterative solvers during inference makes them impractical for subseasonal-to-seasonal (S2S) applications where…

This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input noise. A rate of convergence of the estimator is given. The…

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time. For this to be feasible, assumptions on how the conditional distribution changes over…

We analyze the properties of arguably the simplest bilinear stochastic multiplicative process, proposed as a model of financial returns and of other complex systems combining both nonlinearity and multiplicative noise. By construction, it…

Distribution systems are often crippled by catastrophic damage caused by a natural disaster. Well-designed hardening can significantly improve the performance of post-disaster restoration operations. Such performance is quantified by a…

Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-world supply chains. These systems are notoriously difficult…

The objective-based forecasting considers the asymmetric and non-linear impacts of forecasting errors on decision objectives, thus improving the effectiveness of its downstream decision-making process. However, existing objective-based…