相关论文: Forecast combination based forecast reconciliation…

Forecast combination methods have traditionally emphasized symmetric loss functions, particularly squared error loss, with equally weighted combinations often justified as a robust approach under such criteria. However, these justifications…

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…

Conformal prediction (CP) is a powerful framework for quantifying uncertainty in machine learning models, offering reliable predictions with finite-sample coverage guarantees. When applied to classification, CP produces a prediction set of…

Hierarchical Clustering (HC) is a widely studied problem in exploratory data analysis, usually tackled by simple agglomerative procedures like average-linkage, single-linkage or complete-linkage. In this paper we focus on two objectives,…

Obtaining accurate probabilistic forecasts is an operational challenge in many applications, such as energy management, climate forecasting, supply chain planning, and resource allocation. Many of these applications present a natural…

This paper investigates an efficient and practical information reconciliation method in the case where two parties have access to correlated continuous random variables. We show that reconciliation is a special case of channel coding and…

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while…

Forecast combination integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single optimal forecasting model, this paper introduces a deep learning…

In this paper, we investigate meta-learning for combining forecasts generated by models of different types. While typical approaches for combining forecasts involve simple averaging, machine learning techniques enable more sophisticated…

Accurate demand forecasting is vital for ensuring reliable access to contraceptive products, supporting key processes like procurement, inventory, and distribution. However, forecasting contraceptive demand in developing countries presents…

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

Constructing prediction intervals for time series forecasting is challenging, particularly when practitioners rely solely on point forecasts. While previous research has focused on creating increasingly efficient intervals, we argue that…

In this paper, we focus on the problem of conformal prediction with conditional guarantees. Prior work has shown that it is impossible to construct nontrivial prediction sets with full conditional coverage guarantees. A wealth of research…

Contrastive Learning (CL) performances as a rising approach to address the challenge of sparse and noisy recommendation data. Although having achieved promising results, most existing CL methods only perform either hand-crafted data or…

Large logarithms that arise in cross sections due to the collinear and soft singularities of QCD are traditionally treated using parton showers or analytic resummation. Parton showers provide a fully-differential description of an event but…

Monitoring forecasting systems is critical for customer satisfaction, profitability, and operational efficiency in large-scale retail businesses. We propose The Forecast Critic, a system that leverages Large Language Models (LLMs) for…

Chance-constrained programming is a widely used framework for decision-making under uncertainty, yet its mixed-integer reformulations involve nonconvex mixing sets with a knapsack constraint, leading to weak relaxations and computational…

We develop a new approach for asymmetric LDPC-based information reconciliation in order to adapt to the current channel state and achieve better performance and scalability in practical resource-constrained QKD systems. The new scheme…

We perform a detailed study of inclusive jet production cross sections at the LHC and compare the QCD theory predictions based on the recently developed formalism for threshold and jet radius joint resummation at next-to-leading logarithmic…