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This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

数理金融 · 定量金融 2026-01-12 Matteo Buttarazzi , Claudia Ceci

The partitioning of precipitation (P) water input on land between green (evapotranspiration, ET) and blue (runoff, R) water fluxes distributes the annually renewable freshwater resource among sectors and ecosystems. We decipher the…

地球物理 · 物理学 2023-02-23 Daniel Althoff , Georgia Destouni

We investigate regression for variable length sequential data containing missing samples and introduce a novel tree architecture based on the Long Short-Term Memory (LSTM) networks. In our architecture, we employ a variable number of LSTM…

机器学习 · 计算机科学 2020-05-26 S. Onur Sahin , Suleyman S. Kozat

In the current study, the fatigue life of QSTE340TM steel was modelled using a machine learning method, namely, a neural network. This problem was solved by a Multi-Layer Perceptron (MLP) neural network with a 3-75-1 architecture, which…

机器学习 · 计算机科学 2025-01-22 Oleh Yasniy , Dmytro Tymoshchuk , Iryna Didych , Nataliya Zagorodna , Olha Malyshevska

Missing Not at Random (MNAR) and nonnormal data are challenging to handle. Traditional missing data analytical techniques such as full information maximum likelihood estimation (FIML) may fail with nonnormal data as they are built on normal…

应用统计 · 统计学 2024-06-21 Dandan Tang , Xin Tong

Water plays a pivotal role in many physical processes, and most importantly in sustaining human life, animal life and plant life. Water supply entities therefore have the responsibility to supply clean and safe water at the rate required by…

人工智能 · 计算机科学 2007-05-23 Ishmael S. Msiza , Fulufhelo V. Nelwamondo , Tshilidzi Marwala

The sorption curve is an essential feature for the modelling of heat and mass transfer in porous building materials. Several models have been proposed in the literature to represent the amount of moisture content in the material according…

应用统计 · 统计学 2021-04-21 Julien Berger , Thibaut Colinart , Bruna R. Loiola , Helcio R. B. Orlande

Predicting microporosity and permeability in clastic reservoirs is a challenge in reservoir quality assessment, especially in formations where direct measurements are difficult or expensive. These reservoir properties are fundamental in…

地球物理 · 物理学 2025-03-24 Muhammad Risha , Mohamed Elsaadany , Paul Liu

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

统计方法学 · 统计学 2021-04-07 Árni V. Johannesson , Stefan Siegert , Raphaël Huser , Haakon Bakka , Birgir Hrafnkelsson

This study presents a machine learning framework for forecasting short-term faults in industrial centrifugal pumps using real-time sensor data. The approach aims to predict {EarlyWarning} conditions 5, 15, and 30 minutes in advance based on…

Sales pipeline analysis is fundamental to proactive management of an enterprize's sales pipeline and critical for business success. In particular, win propensity prediction, which involves quantitatively estimating the likelihood that…

计算机与社会 · 计算机科学 2015-02-24 Junchi Yan , Min Gong , Changhua Sun , Jin Huang , Stephen M. Chu

Accurate estimation of the states of a nonlinear dynamical system is crucial for their design, synthesis, and analysis. Particle filters are estimators constructed by simulating trajectories from a sampling distribution and averaging them…

信号处理 · 电气工程与系统科学 2023-02-03 Fernando Gama , Nicolas Zilberstein , Martin Sevilla , Richard Baraniuk , Santiago Segarra

Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…

统计方法学 · 统计学 2026-04-15 Bowen Liu , Malwane M. A. Ananda , Sam Weerahandi

Missing data is a common issue in real-world datasets. This paper studies the performance of impute-then-regress pipelines by contrasting theoretical and empirical evidence. We establish the asymptotic consistency of such pipelines for a…

机器学习 · 统计学 2025-01-08 Dimitris Bertsimas , Arthur Delarue , Jean Pauphilet

We design statistical hypothesis tests for performing leak detection in water pipeline channels. By applying an appropriate model for signal propagation, we show that the detection problem becomes one of distinguishing signal from noise,…

信号处理 · 电气工程与系统科学 2022-10-25 Liusha Yang , Matthew R. McKay , Xun Wang

Drought is a frequent and costly natural disaster in California, with major negative impacts on agricultural production and water resource availability, particularly groundwater. This study investigated the performance of applying different…

机器学习 · 计算机科学 2025-02-13 Nan K. Li , Angela Chang , David Sherman

AI for Science (AI4Science) workflows often treat the released dataset as a fixed interface to the underlying system. However, in domains relying on \emph{indirect observation}, the learner observes a derivative representation produced by…

机器学习 · 计算机科学 2026-05-26 Ling Zhan , Xiaoyao Yu , Tao Jia

Data preprocessing is often paid little attention in machine learning, despite its potentially significant impact on model performance. While automated machine learning pipelines are starting to recognize and integrate data preprocessing…

机器学习 · 计算机科学 2026-05-27 Yousef Koka , David Selby , Gerrit Großmann , Kathan Pandya , Sebastian Vollmer

This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…

统计方法学 · 统计学 2026-01-13 Suchismita Das , Akul Ameya , Cahyani Karunia Putri

Water demand is a highly important variable for operational control and decision making. Hence, the development of accurate forecasts is a valuable field of research to further improve the efficiency of water utilities. Focusing on…

应用统计 · 统计学 2020-05-12 Jens Kley-Holsteg , Florian Ziel