相关论文: Kernel Analog Forecasting: Multiscale Test Problem…

Multiple Kernel Learning (MKL) is used to replicate the signal combination process that trading rules embody when they aggregate multiple sources of financial information when predicting an asset's price movements. A set of financially…

Prediction of the future trajectory of a disease is an important challenge for personalized medicine and population health management. However, many complex chronic diseases exhibit large degrees of heterogeneity, and furthermore there is…

This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional spaces. In the deterministic case, the viability kernel is known…

Kernel-based modal statistical methods include mode estimation, regression, and clustering. Estimation accuracy of these methods depends on the kernel used as well as the bandwidth. We study effect of the selection of the kernel function to…

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

In the context of capacity planning, forecasting the evolution of informatics servers usage enables companies to better manage their computational resources. We address this problem by collecting key indicator time series and propose to…

The automated collection of streaming observational data has become standard and defies most traditional analytic techniques. It is not just that models are hard to identify, there may not be any model that can be safely and usefully…

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single…

This work develops problem statements related to encoders and autoencoders with the goal of elucidating variational formulations and establishing clear connections to information-theoretic concepts. Specifically, four problems with varying…

Embedded systems are becoming more in demand to work in dynamic and uncertain environments, and being confined to the strong requirements of real-time. Conventional static scheduling models usually cannot cope with runtime modification in…

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Models for open quantum systems, which play important roles in electron transport problems and quantum computing, must take into account the interaction of the quantum system with the surrounding environment. Although such models can be…

The problem of coverage control, i.e., of coordinating multiple agents to optimally cover an area, arises in various applications. However, coverage applications face two major challenges: (1) dealing with nonlinear dynamics while…

This paper presents a comprehensive overview of data-driven model predictive control, highlighting state-of-the-art methodologies and their numerical implementation. The discussion begins with a brief review of conventional model predictive…

We consider nonparametric prediction with multiple covariates, in particular categorical or functional predictors, or a mixture of both. The method proposed bases on an extension of the Nadaraya-Watson estimator where a kernel function is…

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

The study of complex systems has attracted widespread attention from researchers in the fields of natural sciences, social sciences, and engineering. Prediction is one of the central issues in this field. Although most related studies have…

Premium automotive manufacturers face increasingly complex forecasting challenges due to high product variety, sparse variant-level data, and volatile market dynamics. This study addresses monthly automobile demand forecasting across a…