相关论文: fETSmcs: Feature-based ETS model component selecti…

Uncertainty in the prediction of future weather is commonly assessed through the use of forecast ensembles that employ a numerical weather prediction model in distinct variants. Statistical postprocessing can correct for biases in the…

This paper investigates an under-explored but important problem: given a collection of pre-trained neural networks, predicting their performance on each multi-modal task without fine-tuning them, such as image recognition, referring,…

In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed that is able to capture strong trends and volatility in time…

Early Classification of Time Series (ECTS) addresses decision-making problems in which predictions must be made as early as possible while maintaining high accuracy. Most existing ECTS methods assume that the time-dependent decision costs…

Recent progress in time-series forecasting has led to rapidly increasing architectural complexity, yet many reported State-of-the-Art gains are statistically fragile or misattributed. We argue that progress requires a shift from model…

Recently, a so-called E-MS algorithm was developed for model selection in the presence of missing data. Specifically, it performs the Expectation step (E step) and Model Selection step (MS step) alternately to find the minimum point of the…

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

Multivariate time series (MTS) prediction plays a key role in many fields such as finance, energy and transport, where each individual time series corresponds to the data collected from a certain data source, so-called channel. A typical…

The embedded topic model (ETM) is a widely used approach that assumes the sampled document-topic distribution conforms to the logistic normal distribution for easier optimization. However, this assumption oversimplifies the real…

Automatic Time Series Forecasting (TSF) model design which aims to help users to efficiently design suitable forecasting model for the given time series data scenarios, is a novel research topic to be urgently solved. In this paper, we…

Few-shot medical image segmentation (FSMIS) aims to perform the limited annotated data learning in the medical image analysis scope. Despite the progress has been achieved, current FSMIS models are all trained and deployed on the same data…

In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family method, termed Bayesian EEF. Unlike many other Bayesian model selection methods, the Bayesian EEF can use vague proper priors and…

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…

Topic modeling analyzes documents to learn meaningful patterns of words. However, existing topic models fail to learn interpretable topics when working with large and heavy-tailed vocabularies. To this end, we develop the Embedded Topic…

This study introduces a novel approach to forecasting by Tobit Exponential Smoothing with time aggregation constraints. This model, a particular case of the Tobit Innovations State Space system, handles censored observed time series…

Finetuning foundation models for specific tasks is an emerging paradigm in modern machine learning. The efficacy of task-specific finetuning largely depends on the selection of appropriate training data. We present TSDS (Task-Specific Data…

Modern language models (LMs) increasingly require two critical resources: computational resources and data resources. Data selection techniques can effectively reduce the amount of training data required for fine-tuning LMs. However, their…

Statistical postprocessing is routinely applied to correct systematic errors of numerical weather prediction models (NWP) and to automatically produce calibrated local forecasts for end-users. Postprocessing is particularly relevant in…

Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…