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We seek a computationally efficient model for a collection of time series arising from multiple interacting entities (a.k.a. "agents"). Recent models of temporal patterns across individuals fail to incorporate explicit system-level…

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

机器学习 · 计算机科学 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

In this paper, we continue development of the new epidemiological model HIT, which is suitable for analyzing and predicting the propagation of COVID-19 epidemics. This is a discrete-time model allowing a reconstruction of the dynamics of…

物理与社会 · 物理学 2020-07-24 Yurii Nesterov

Forecasts of the trajectory of an infectious agent can help guide public health decision making. A traditional approach to forecasting fits a computational model to structured data and generates a predictive distribution. However, human…

Unintended pregnancy and abortion estimates are needed to inform and motivate investment in global health programmes and policies. Variability in the availability and reliability of data poses challenges for producing estimates. We…

This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection method(EMODM), which employs probabilistic models and statistical algorithms to detect abnormal patterns from the…

机器学习 · 统计学 2025-06-03 Zhikun Zhang , Yiting Duan , Xiangjun Wang , Mingyuan Zhang

The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main…

机器学习 · 计算机科学 2025-11-18 Xvyuan Liu , Xiangfei Qiu , Xingjian Wu , Zhengyu Li , Chenjuan Guo , Jilin Hu , Bin Yang

Tropical cyclones present a serious threat to many coastal communities around the world. Many numerical weather prediction models provide deterministic forecasts with limited measures of their forecast uncertainty. Standard postprocessing…

应用统计 · 统计学 2022-11-01 Stephen A. Walsh , Marco A. R. Ferreira , Dave Higdon , Stephanie Zick

We show that pooling countries across a panel dimension to macroeconomic data can improve by a statistically significant margin the generalization ability of structural, reduced form, and machine learning (ML) methods to produce…

综合经济学 · 经济学 2022-03-15 Cameron Fen , Samir Undavia

Ensemble forecasting of nonlinear systems involves the use of a model to run forward a discrete ensemble (or set) of initial states. Data assimilation techniques tend to focus on estimating the true state of the system, even though model…

混沌动力学 · 物理学 2012-07-19 Reason L. Machete , Irene M. Moroz

Time series forecasting methods play critical role in estimating the spread of an epidemic. The coronavirus outbreak of December 2019 has already infected millions all over the world and continues to spread on. Just when the curve of the…

社会与信息网络 · 计算机科学 2022-05-27 Samyak Prajapati , Aman Swaraj , Ronak Lalwani , Akhil Narwal , Karan Verma

The number of Covid-19 cases is increasing dramatically worldwide. Therefore, the availability of reliable forecasts for the number of cases in the coming days is of fundamental importance. We propose a simple statistical method for…

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

应用统计 · 统计学 2025-11-18 Reza Dastranj , Martin Kolar

The midlatitude climate and weather are shaped by storms, yet the factors governing their predictability remain insufficiently understood. Here, we use a Convolutional Neural Network (CNN) to predict and quantify uncertainty in the…

大气与海洋物理 · 物理学 2025-10-30 Wuqiushi Yao , Or Hadas , Yohai Kaspi

This study explores the potential of large language models (LLMs) to enhance expert forecasting through ensemble learning. Leveraging the European Central Bank's Survey of Professional Forecasters (SPF) dataset, we propose a comprehensive…

应用统计 · 统计学 2025-07-01 Yinuo Ren , Jue Wang

Accurate forecasts of the number of newly infected people during an epidemic are critical for making effective timely decisions. This paper addresses this challenge using the SIMLR model, which incorporates machine learning (ML) into the…

机器学习 · 计算机科学 2021-06-04 Roberto Vega , Leonardo Flores , Russell Greiner

Accurate forecasts of the impact of spatial weather and pan-European socio-economic and political risks on hourly electricity demand for the mid-term horizon are crucial for strategic decision-making amidst the inherent uncertainty. Most…

应用统计 · 统计学 2024-12-06 Monika Zimmermann , Florian Ziel

In general terms, intermittency is the property for which time evolving systems alternate among two or more different regimes. Predicting the instance when the regime switch will occur is extremely challenging, often practically impossible.…

Four sets of global average temperature anomalies, altered so that they refer to pre-industrial temperature levels (baseline), as recommended by the Intergovernmental Panel on Climate Change, are analysed in this study. Expectation values…

大气与海洋物理 · 物理学 2023-10-25 Evangelos Matsinos

At present Internet has emerged as a country's predominant and viable data communication infrastructure. The Autonomous System (AS) resources which are building blocks of the Internet are AS numbers, IPv4 and IPv6 Prefixes. AS number growth…

网络与互联网体系结构 · 计算机科学 2013-06-28 S. P. Meenakshi , S. V. Raghavan