相关论文: The boosted HP filter is more general than you mig…
The Hodrick-Prescott (HP) filter is one of the most widely used econometric methods in applied macroeconomic research. Like all nonparametric methods, the HP filter depends critically on a tuning parameter that controls the degree of…
Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…
Boosting is a method for finding a highly accurate hypothesis by linearly combining many ``weak" hypotheses, each of which may be only moderately accurate. Thus, boosting is a method for learning an ensemble of classifiers. While boosting…
Efficient handling of large data-volumes becomes a necessity in today's world. It is driven by the desire to get more insight from the data and to gain a better understanding of user trends which can be transformed into economic incentives…
Gradient boosted decision trees have achieved remarkable success in several domains, particularly those that work with static tabular data. However, the application of gradient boosted models to signal processing is underexplored. In this…
We propose a successive one-sided Hodrick-Prescott (SOHP) filter from multiple time scale decomposition perspective to derive trend estimate for a time series. The idea is to apply the one-sided HP (OHP) filter recursively on the updated…
The use of multivariate classifiers, especially neural networks and decision trees, has become commonplace in particle physics. Typically, a series of classifiers is trained rather than just one to enhance the performance; this is known as…
Boosted decision trees are a very powerful machine learning technique. After introducing specific concepts of machine learning in the high-energy physics context and describing ways to quantify the performance and training quality of…
In both industrial and residential contexts, compressor-based machines, such as refrigerators, HVAC systems, heat pumps and chillers, are essential to fulfil production and consumers' needs. The diffusion of sensors and IoT connectivity…
Machine learning algorithms have been extensively exploited in energy research, due to their flexibility, automation and ability to handle big data. Among the most prominent machine learning algorithms are the boosting ones, which are known…
As the particle physics community needs higher and higher precisions in order to test our current model of the subatomic world, larger and larger datasets are necessary. With upgrades scheduled for the detectors of colliding-beam…
More often than not in benchmark supervised ML, tabular data is flat, i.e. consists of a single $m \times d$ (rows, columns) file, but cases abound in the real world where observations are described by a set of tables with structural…
Boosting is a celebrated machine learning approach which is based on the idea of combining weak and moderately inaccurate hypotheses to a strong and accurate one. We study boosting under the assumption that the weak hypotheses belong to a…
Long-range semantic coherence remains a challenge in automatic language generation and understanding. We demonstrate that large language models have insufficiently learned the effect of distant words on next-token prediction. We present…
Most research on data discovery has so far focused on improving individual discovery operators such as join, correlation, or union discovery. However, in practice, a combination of these techniques and their corresponding indexes may be…
Bloom filters are widely used data structures that compactly represent sets of elements. Querying a Bloom filter reveals if an element is not included in the underlying set or is included with a certain error rate. This membership testing…
Extracting the underlying trend signal is a crucial step to facilitate time series analysis like forecasting and anomaly detection. Besides noise signal, time series can contain not only outliers but also abrupt trend changes in real-world…
Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first…
Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…
Multi-step time-series prediction is an essential supportive step for decision-makers in several industrial areas. Artificial intelligence techniques, which use a neural network component in various forms, have recently frequently been used…