相关论文: GMP-AR: Granularity Message Passing and Adaptive R…

Conformal prediction has emerged as a powerful tool for building prediction intervals that are valid in a distribution-free way. However, its evaluation may be computationally costly, especially in the high-dimensional setting where the…

Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to…

This paper proposes Graph Signal Adaptive Message Passing (GSAMP), a novel message passing method that simultaneously conducts online prediction, missing data imputation, and noise removal on time-varying graph signals. Unlike conventional…

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…

Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work focuses on temporal hierarchies, such as aggregating monthly…

Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

This paper focuses on forecasting hierarchical time-series data, where each higher-level observation equals the sum of its corresponding lower-level time series. In such contexts, the forecast values should be coherent, meaning that the…

This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…

Multivariate time series forecasting with hierarchical structure is pervasive in real-world applications, demanding not only predicting each level of the hierarchy, but also reconciling all forecasts to ensure coherency, i.e., the forecasts…

Traffic flow prediction is a big challenge for transportation authorities as it helps plan and develop better infrastructure. State-of-the-art models often struggle to consider the data in the best way possible, as well as intrinsic…

Inferring missing facts in temporal knowledge graphs (TKGs) is a fundamental and challenging task. Previous works have approached this problem by augmenting methods for static knowledge graphs to leverage time-dependent representations.…

In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…

Probabilistic time series forecasting is crucial for quantifying future uncertainty, with significant applications in fields such as energy and finance. However, existing methods often rely on computationally expensive sampling or…

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

Supply chain networks in enterprises are typically composed of complex topological graphs involving various types of nodes and edges, accommodating numerous products with considerable demand and supply variability. However, as supply chain…