相关论文: A Composite Quantile Fourier Neural Network for Mu…

We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…

Here, we propose a general method for probabilistic time series forecasting. We combine an autoregressive recurrent neural network to model temporal dynamics with Implicit Quantile Networks to learn a large class of distributions over a…

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

We propose a novel machine learning approach for forecasting the distribution of stock returns using a rich set of firm-level and market predictors. Our method combines a two-stage quantile neural network with spline interpolation to…

In this article, we present a novel approach to multivariate probabilistic forecasting. Our approach is based on an extension of single-output quantile regression (QR) to multivariate-targets, called quantile surfaces (QS). QS uses a simple…

In this study, we apply 1D quantum convolution to address the task of time series forecasting. By encoding multiple points into the quantum circuit to predict subsequent data, each point becomes a feature, transforming the problem into a…

Uncertainty analysis in the form of probabilistic forecasting can provide significant improvements in decision-making processes in the smart power grid for better integrating renewable energies such as wind. Whereas point forecasting…

This study proposes a novel method for forecasting a scalar variable based on high-dimensional predictors that is applicable to various data distributions. In the literature, one of the popular approaches for forecasting with many…

We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…

Time series forecasting has always been a thought-provoking topic in the field of machine learning. Machine learning scientists define a time series as a set of observations recorded over consistent time steps. And, time series forecasting…

Two-stage stochastic programming is a popular framework for optimization under uncertainty, where decision variables are split between first-stage decisions, and second-stage (or recourse) decisions, with the latter being adjusted after…

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Many real-world systems modeled using differential equations involve unknown or uncertain parameters. Standard approaches to address parameter estimation inverse problems in this setting typically focus on estimating constants; yet some…

Real-world time series data often exhibits substantial missing values, posing challenges for advanced analysis. A common approach to addressing this issue is imputation, where the primary challenge lies in determining the appropriate values…

The present contribution offers a simple methodology for the obtainment of data-driven interval forecasting models by combining pairs of quantile regressions. Those regressions are created without the usage of the non-differentiable…

We present a machine-learning method for predicting sharp transitions in a Hamiltonian phase diagram by extrapolating the properties of quantum systems. The method is based on Gaussian Process regression with a combination of kernels chosen…

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Parametric quantile regressions are a useful tool for creating probabilistic energy forecasts. Nonetheless, since classical quantile regressions are trained using a non-differentiable cost function, their creation using complex data mining…