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相关论文: Multivariate Time Series Forecasting with Dynamic …

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Dynamic graphs with ordered sequences of events between nodes are prevalent in real-world industrial applications such as e-commerce and social platforms. However, representation learning for dynamic graphs has posed great computational…

机器学习 · 计算机科学 2021-12-16 Xinshi Chen , Yan Zhu , Haowen Xu , Mengyang Liu , Liang Xiong , Muhan Zhang , Le Song

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

统计方法学 · 统计学 2019-11-11 Jonas Krampe

We present a novel methodology for modeling and forecasting multivariate realized volatilities using customized graph neural networks to incorporate spillover effects across stocks. The proposed model offers the benefits of incorporating…

统计金融 · 定量金融 2023-08-04 Chao Zhang , Xingyue Pu , Mihai Cucuringu , Xiaowen Dong

Neural networks are one tool for approximating non-linear differential equations used in scientific computing tasks such as surrogate modeling, real-time predictions, and optimal control. PDE foundation models utilize neural networks to…

机器学习 · 计算机科学 2025-02-11 Elisa Negrini , Yuxuan Liu , Liu Yang , Stanley J. Osher , Hayden Schaeffer

Forecasting univariate time series in the financial market is a challenging endeavor. While numerous statistical and machine learning models have been introduced to address this challenge, they typically concentrate solely on analyzing…

计算工程、金融与科学 · 计算机科学 2026-05-21 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

With the expansion of renewables in the electricity mix, power grid variability will increase, hence a need to robustify the system to guarantee its security. Therefore, Transport System Operators (TSOs) must conduct analyses to simulate…

机器学习 · 计算机科学 2023-09-28 Nathan Weill , Jonathan Dumas

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

机器学习 · 统计学 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…

动力系统 · 数学 2025-07-08 Dennis Chemnitz , Maximilian Engel , Christian Kuehn , Sara-Viola Kuntz

Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can…

机器学习 · 计算机科学 2021-06-21 Tijin Yan , Hongwei Zhang , Tong Zhou , Yufeng Zhan , Yuanqing Xia

Despite having been studied to a great extent, the task of conditional generation of sequences of frames, or videos, remains extremely challenging. It is a common belief that a key step towards solving this task resides in modelling…

计算机视觉与模式识别 · 计算机科学 2021-09-09 David Kanaa , Vikram Voleti , Samira Ebrahimi Kahou , Christopher Pal

Predicting the behavior of real-time traffic (e.g., VoIP) in mobility scenarios could help the operators to better plan their network infrastructures and to optimize the allocation of resources. Accordingly, in this work the authors propose…

网络与互联网体系结构 · 计算机科学 2023-07-14 Mario Di Mauro , Giovanni Galatro , Fabio Postiglione , Wei Song , Antonio Liotta

Given their flexibility and encouraging performance, deep-learning models are becoming standard for motion prediction in autonomous driving. However, with great flexibility comes a lack of interpretability and possible violations of…

机器人学 · 计算机科学 2023-04-25 Theodor Westny , Joel Oskarsson , Björn Olofsson , Erik Frisk

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and…

机器学习 · 统计学 2015-06-22 Jakob Runge , Reik V. Donner , Jürgen Kurths

The dynamic energy sector requires both predictive accuracy and runtime efficiency for short-term forecasting of energy generation under operational constraints, where timely and precise predictions are crucial. The manual configuration of…

机器学习 · 计算机科学 2025-11-04 Georg Velev , Stefan Lessmann

Geometric deep learning has gained tremendous attention in both academia and industry due to its inherent capability of representing arbitrary structures. Due to exponential increase in interest towards renewable sources of energy,…

机器学习 · 计算机科学 2021-10-05 Neetesh Rathore , Pradeep Rathore , Arghya Basak , Sri Harsha Nistala , Venkataramana Runkana

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

机器学习 · 计算机科学 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

Traffic flow forecasting is a fundamental research issue for transportation planning and management, which serves as a canonical and typical example of spatial-temporal predictions. In recent years, Graph Neural Networks (GNNs) and…

机器学习 · 计算机科学 2024-02-27 Qingqing Long , Zheng Fang , Chen Fang , Chong Chen , Pengfei Wang , Yuanchun Zhou

Climate and weather prediction traditionally relies on complex numerical simulations of atmospheric physics. Deep learning approaches, such as transformers, have recently challenged the simulation paradigm with complex network forecasts.…

人工智能 · 计算机科学 2024-04-17 Yogesh Verma , Markus Heinonen , Vikas Garg

In the trend of hybrid Artificial Intelligence techniques, Physical-Informed Machine Learning has seen a growing interest. It operates mainly by imposing data, learning, or architecture bias with simulation data, Partial Differential…

机器学习 · 计算机科学 2024-08-05 Alexis-Raja Brachet , Pierre-Yves Richard , Céline Hudelot

Traffic forecasting is a problem of intelligent transportation systems (ITS) and crucial for individuals and public agencies. Therefore, researches pay great attention to deal with the complex spatio-temporal dependencies of traffic system…

机器学习 · 计算机科学 2021-12-07 Yanjun Qin , Yuchen Fang , Haiyong Luo , Fang Zhao , Chenxing Wang