相关论文: Coherent forecasting of NoGeAR(1) model

Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Guerrero et al. \cite{GBSO} propose a novel approach to building first-order integer-valued autoregressive (\inar1) models based on the concept of thinning. The standard approach requires that the thinning operator be defined first and…

This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…

Reliable uncertainty quantification is of critical importance in time series forecasting, yet traditional methods often rely on restrictive distributional assumptions. Conformal prediction (CP) has emerged as a promising distribution-free…

Accurately tracking and predicting behaviors of surrounding objects are key prerequisites for intelligent systems such as autonomous vehicles to achieve safe and high-quality decision making and motion planning. However, there still remain…

This paper describes how to specify probability models for data analysis via a backward induction procedure. The new approach yields coherent, prior-free uncertainty assessment. After presenting some intuition-building examples, the new…

In Fernandez-Fontelo et al (Statis. Med. 2016, DOI 10.1002/sim.7026) hidden integer-valued autoregressive (INAR) processes are used to estimate reporting probabilities for various diseases. In this comment it is demonstrated that the…

Multimodal regression is a fundamental task, which integrates the information from different sources to improve the performance of follow-up applications. However, existing methods mainly focus on improving the performance and often ignore…

The non-linear autoregressive (NLAR) model plays an important role in modeling and predicting time series. One-step ahead prediction is straightforward using the NLAR model, but the multi-step ahead prediction is cumbersome. For instance,…

The history of the seemingly simple problem of straight line fitting in the presence of both $x$ and $y$ errors has been fraught with misadventure, with statistically ad hoc and poorly tested methods abounding in the literature. The problem…

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Machine learning, with its advances in deep learning has shown great potential in analyzing time series. In many scenarios, however, additional information that can potentially improve the predictions is available. This is crucial for data…

Recently, neural approaches to coherence modeling have achieved state-of-the-art results in several evaluation tasks. However, we show that most of these models often fail on harder tasks with more realistic application scenarios. In…

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down…

We study reasoning tasks through a framework that integrates auto-regressive (AR) and non-autoregressive (NAR) language models. AR models, which generate text sequentially, excel at producing coherent outputs but often suffer from slow…

Current solar flare predictions often lack precise quantification of their reliability, resulting in frequent false alarms, particularly when dealing with datasets skewed towards extreme events. To improve the trustworthiness of space…

Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…

Existing integer-valued autoregressive (INAR) models for count random fields suffer from difficulties in characterizing the stationary marginal distribution and in computing conditional probabilities (as required for likelihood inference).…