相关论文: When Rigidity Hurts: Soft Consistency Regularizati…

We introduce NeuralProphet, a successor to Facebook Prophet, which set an industry standard for explainable, scalable, and user-friendly forecasting frameworks. With the proliferation of time series data, explainable forecasting remains a…

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

Scaling law that rewards large datasets, complex models and enhanced data granularity has been observed in various fields of deep learning. Yet, studies on time series forecasting have cast doubt on scaling behaviors of deep learning…

Model diagnostics and forecast evaluation are two sides of the same coin. A common principle is that fitted or predicted distributions ought to be calibrated or reliable, ideally in the sense of auto-calibration, where the outcome is a…

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical measures (usually mean and std.) to adjust time series…

Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These…

Accurate forecasting of spatiotemporal data remains challenging due to complex spatial dependencies and temporal dynamics. The inherent uncertainty and variability in such data often render deterministic models insufficient, prompting a…

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

In this paper, we introduce ProNet, an novel deep learning approach designed for multi-horizon time series forecasting, adaptively blending autoregressive (AR) and non-autoregressive (NAR) strategies. Our method involves dividing the…

Time-series forecasting models often encounter abrupt changes in a given period of time which generally occur due to unexpected or unknown events. Despite their scarce occurrences in the training set, abrupt changes incur loss that…

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency…

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…

Probabilistic prediction of stochastic dynamical systems (SDSs) aims to accurately predict the conditional probability distributions of future states. However, accurate probabilistic predictions tightly hinge on accurate distributional…

We present ProbReach, a tool for verifying probabilistic reachability for stochastic hybrid systems, i.e., computing the probability that the system reaches an unsafe region of the state space. In particular, ProbReach will compute an…

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…