相关论文: Robust Sequential Online Prediction with Dynamic E…

I overview recent research advances in Bayesian state-space modeling of multivariate time series. A main focus is on the decouple/recouple concept that enables application of state-space models to increasingly large-scale data, applying to…

Software systems are complex, and behavioral comprehension with the increasing amount of AI components challenges traditional testing and maintenance strategies.The lack of tools and methodologies for behavioral software comprehension…

Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the…

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

A Multiregression Dynamic Model (MDM) is a class of multivariate time series that represents various dynamic causal processes in a graphical way. One of the advantages of this class is that, in contrast to many other Dynamic Bayesian…

Ensembles of independently trained deep neural networks yield uncertainty estimates that rival Bayesian networks in performance. They also offer sizable improvements in terms of predictive performance over single models. However, deep…

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Bayesian aggregation lets election forecasters combine diverse sources of information, such as state polls and economic and political indicators: as in our collaboration with The Economist magazine. However, the demands of real-time…

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Model-based Bayesian reinforcement learning has generated significant interest in the AI community as it provides an elegant solution to the optimal exploration-exploitation tradeoff in classical reinforcement learning. Unfortunately, the…

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

This paper focuses on learning a model of system dynamics online while satisfying safety constraints.Our motivation is to avoid offline system identification or hand-specified dynamics models and allowa system to safely and autonomously…

Production forecasting is a key step to design the future development of a reservoir. A classical way to generate such forecasts consists in simulating future production for numerical models representative of the reservoir. However,…

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Accurate spatial-temporal (ST) prediction for dynamic systems, such as urban mobility and weather patterns, is crucial but hindered by complex ST correlations and the challenge of concurrently modeling long-term trends with short-term…

We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric…