相关论文: Short-Term Wind-Speed Forecasting Using Kernel Spe…
Driven by climatic processes, wind power generation is inherently variable. Long-term simulated wind power time series are therefore an essential component for understanding the temporal availability of wind power and its integration into…
As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…
We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a…
Momentum is a popular technique for improving convergence rates during gradient descent. In this research, we experiment with adding momentum to the Baum-Welch expectation-maximization algorithm for training Hidden Markov Models. We compare…
Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…
Wind power forecasting (WPF), as a significant research topic within renewable energy, plays a crucial role in enhancing the security, stability, and economic operation of power grids. However, due to the high stochasticity of…
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying…
Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…
We develop a latent variable model and an efficient spectral algorithm motivated by the recent emergence of very large data sets of chromatin marks from multiple human cell types. A natural model for chromatin data in one cell type is a…
As the use of Internet of Things (IoT) devices for monitoring purposes becomes ubiquitous, the efficiency of sensor communication is a major issue for the modern Internet. Channel coding is less efficient for extremely short packets, and…
Hidden Markov Models (HMMs) have become very popular as a computational tool for the analysis of sequential data. They are memoryless machines which transition from one internal state to another, while producing symbols. These symbols…
Wind power forecasting (WPF) is significant to guide the dispatching of grid and the production planning of wind farm effectively. The intermittency and volatility of wind leading to the diversity of the training samples have a major impact…
Accurately representing surface weather at the sub-kilometer scale is crucial for optimal decision-making in a wide range of applications. This motivates the use of statistical techniques to provide accurate and calibrated probabilistic…
Forecasting tasks using large datasets gathering thousands of heterogeneous time series is a crucial statistical problem in numerous sectors. The main challenge is to model a rich variety of time series, leverage any available external…
Long-term forecasting involves predicting a horizon that is far ahead of the last observation. It is a problem of high practical relevance, for instance for companies in order to decide upon expensive long-term investments. Despite the…
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…
Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…
We investigate nonlinear regression for nonstationary sequential data. In most real-life applications such as business domains including finance, retail, energy and economy, timeseries data exhibits nonstationarity due to the temporally…
We present a polyphonic MIDI score-following algorithm capable of following performances with arbitrary repeats and skips, based on a probabilistic model of musical performances. It is attractive in practical applications of score following…