相关论文: Rule-based Autoregressive Moving Average Models fo…

In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…

In this study we investigate the heat load patterns in one building using multi-step forecasting model. We combine the Autoregressive models that use multiple eXogenous variables (ARX) with Seasonally adaptable Time of Week and Climate…

This paper proposes a simple yet effective convolutional module for long-term time series forecasting. The proposed block, inspired by the Auto-Regressive Integrated Moving Average (ARIMA) model, consists of two convolutional components:…

This paper introduces a novel approach, the bivariate generalized autoregressive (BGAR) model, for modeling and forecasting bivariate time series data. The BGAR model generalizes the bivariate vector autoregressive (VAR) models by allowing…

A novel methodology for short-term energy forecasting using an Extreme Learning Machine ($\mathtt{ELM}$) is proposed. Using six years of hourly data collected in Corsica (France) from multiple energy sources (solar, wind, hydro, thermal,…

Accurate prediction of electric load is crucial in power grid planning and management. In this paper, we solve the electric load forecasting problem under extreme events such as scorching heats. One challenge for accurate forecasting is the…

The potential of Model Predictive Control in buildings has been shown many times, being successfully used to achieve various goals, such as minimizing energy consumption or maximizing thermal comfort. However, mass deployment has thus far…

As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used finite-order VAR model. However, its practicality has long…

This article deals with parameterisation, identifiability, and maximum likelihood (ML) estimation of possibly non-invertible structural vector autoregressive moving average (SVARMA) models driven by independent and non-Gaussian shocks. In…

This paper derives a Minimum Message Length (MML) criterion for the model selection of the Autoregressive Moving Average (ARMA) time series model. The MML87 performances on the ARMA model compared with other well known model selection…

This paper analyses how Time Series Analysis techniques can be applied to capture movement of an exchange traded index in a stock market. Specifically, Seasonal Auto Regressive Integrated Moving Average (SARIMA) class of models is applied…

In this paper, the tracking control problem of a class of Euler-Lagrange systems subjected to unknown uncertainties is addressed and an adaptive-robust control strategy, christened as Time-Delayed Adaptive Robust Control (TARC) is…

In this paper, we propose Adjusted Shuffling SARAH, a novel algorithm that integrates shuffling strategies into the recursive SARAH framework using a dynamic weighting mechanism to enhance exploration. We analyze the algorithm under two…

There is a lack of research on the analysis of per-user traffic in cellular networks, for deriving and following traffic-aware network management. \textcolor{black}{In fact, the legacy design approach, in which resource provisioning and…

The need to forecast solar irradiation at a specific location over short-time horizons has acquired immense importance. In this paper, we report on analyses results involving statistical and machine learning techniques to predict hourly…

The growing impact of global climate change amplifies the need for accurate and reliable weather forecasting. Traditional autoregressive approaches, while effective for temporal modeling, suffer from error accumulation in long-term…

A stochastic Machine-Learning approach is developed for data-driven Reynolds-Averaged Navier-Stokes (RANS) predictions of turbulent flows, with quantified model uncertainty. This is done by combining a Bayesian symbolic identification…

Rainfall ensemble forecasts have to be skillful for both low precipitation and extreme events. We present statistical post-processing methods based on Quantile Regression Forests (QRF) and Gradient Forests (GF) with a parametric extension…

We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar…

In this study, we propose an approach for predicting rare events by exploiting time series in coevolution. Our approach involves a weighted autologistic regression model, where we leverage the temporal behavior of the data to enhance…