相关论文: Parsimony, model adequacy and periodic correlation…

An emerging number of modern applications involve forecasting time series data that exhibit both short-time dynamics and long-time seasonality. Specifically, time series with multiple seasonality is a difficult task with comparatively fewer…

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

This paper proposed a new method to estimate the missing data by using the filtering process. We used datasets without missing data and randomly missing data to evaluate the new method of estimation by using the Box - Jenkins modeling…

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

We introduce a novel way to extract information from turbulent datasets by applying an ARMA statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded…

The problem of testing the reliability of ensemble forecasting systems is revisited. A popular tool to assess the reliability of ensemble forecasting systems (for scalar verifications) is the rank histogram, this histogram is expected to be…

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Recent works for time-series forecasting more and more leverage the high predictive power of Deep Learning models. With this increase in model complexity, however, comes a lack in understanding of the underlying model decision process,…

Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient…

This paper considers the regional estimation of high quantiles of annual maximal river flow distributions $F$, an important problem from flood frequency analysis. Even though this particular problem has been addressed by many papers, less…

Linear time series modelling is dominated by the use of purely autoregressive models even though incorporating moving average components can greatly improve parsimony. We present a convex formulation for vector-ARMA system identification…

This paper aims first at a simultaneous axiomatic presentation of the proof of optimal convergence rates for adaptive finite element methods and second at some refinements of particular questions like the avoidance of (discrete) lower…

Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…

Time series generation is critical for a wide range of applications, which greatly supports downstream analytical and decision-making tasks. However, the inherent temporal heterogeneous induced by localized perturbations present significant…

This paper challenges the dominance of stochastic trend models by introducing the Seasonal-Trend-Stationary ARMA (STSA) framework, which represents univariate nonstationary time series as stationary fluctuations around deterministic trend…

Many simple hydrologic models are based on parametric statistical relations between the river flow and catchment properties such as its area, precipitation rates, soil properties, etc., fitted to the available data. The main objective of…

An accurate forecast of electric demand is essential for the optimal design of a generation system. For district installations, the projected lifespan may extend one or two decades. The reliance on a single-year forecast, combined with a…

Recent advances in time series research facilitate the development of foundation models. While many state-of-the-art time series foundation models have been introduced, few studies examine their effectiveness in specific downstream…

Efficient management of spare parts inventory is crucial in the automotive aftermarket, where demand is highly intermittent and uncertainty drives substantial cost and service risks. Forecasting is therefore central, but the quality of…