相关论文: Probabilistic AutoRegressive Neural Networks for A…

A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through extended Kalman filter. However, because of the complex…

Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…

We present a new model, Predictive State Recurrent Neural Networks (PSRNNs), for filtering and prediction in dynamical systems. PSRNNs draw on insights from both Recurrent Neural Networks (RNNs) and Predictive State Representations (PSRs),…

Physics-informed neural networks (PINNs) have recently emerged as an alternative way of solving partial differential equations (PDEs) without the need of building elaborate grids, instead, using a straightforward implementation. In…

Recent learning-to-plan methods have shown promising results on planning directly from observation space. Yet, their ability to plan for long-horizon tasks is limited by the accuracy of the prediction model. On the other hand, classical…

The lack of transparency of Deep Neural Networks continues to be a limitation that severely undermines their reliability and usage in high-stakes applications. Promising approaches to overcome such limitations are Prototype-Based…

Recurrent neural network based solutions are increasingly being used in the analysis of longitudinal Electronic Health Record data. However, most works focus on prediction accuracy and neglect prediction uncertainty. We propose Deep Kernel…

Deep neural networks (DNNs) have become ubiquitous thanks to their remarkable ability to model complex patterns across various domains such as computer vision, speech recognition, robotics, etc. While large DNN models are often more…

Bidirectional recurrent neural networks (RNN) are trained to predict both in the positive and negative time directions simultaneously. They have not been used commonly in unsupervised tasks, because a probabilistic interpretation of the…

Deep neural networks have shown promising results for various clinical prediction tasks such as diagnosis, mortality prediction, predicting duration of stay in hospital, etc. However, training deep networks -- such as those based on…

The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…

Message-passing graph neural networks (MPNNs) emerged as powerful tools for processing graph-structured input. However, they operate on a fixed input graph structure, ignoring potential noise and missing information. Furthermore, their…

This paper presents a probabilistic framework to obtain both reliable and fast uncertainty estimates for predictions with Deep Neural Networks (DNNs). Our main contribution is a practical and principled combination of DNNs with sparse…

The vector autoregressive (VAR) model has been used to describe the dependence within and across multiple time series. This is a model for stationary time series which can be extended to allow the presence of a deterministic trend in each…

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

With the increasing deployment of diverse positioning devices and location-based services, a huge amount of spatial and temporal information has been collected and accumulated as trajectory data. Among many applications, trajectory-based…

The space time autoregressive model has been widely applied in science, in areas such as economics, public finance, political science, agricultural economics, environmental studies and transportation analyses. The classical space time…

Time series forecasting plays a crucial role in contemporary engineering information systems for supporting decision-making across various industries, where Recurrent Neural Networks (RNNs) have been widely adopted due to their capability…

This paper presents a deep architecture for dense semantic correspondence, called pyramidal affine regression networks (PARN), that estimates locally-varying affine transformation fields across images. To deal with intra-class appearance…

User response prediction is a crucial component for personalized information retrieval and filtering scenarios, such as recommender system and web search. The data in user response prediction is mostly in a multi-field categorical format…