相关论文: Forecast Linear Augmented Projection (FLAP): A fre…

Machine learning models have shown great success in predicting weather up to two weeks ahead, outperforming process-based benchmarks. However, existing approaches mostly focus on the prediction task, and do not incorporate the necessary…

Time series forecasting involves collecting and analyzing past observations to develop a model to extrapolate such observations into the future. Forecasting of future events is important in many fields to support decision making as it…

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

We consider the problem of predicting an outcome variable using $p$ covariates that are measured on $n$ independent observations, in the setting in which flexible and interpretable fits are desirable. We propose the fused lasso additive…

Mid-term electricity load forecasting (LF) plays a critical role in power system planning and operation. To address the issue of error accumulation and transfer during the operation of existing LF models, a novel model called error…

One essential component of operational space weather forecasting is the prediction of solar flares. With a multitude of flare forecasting methods now available online it is still unclear which of these methods performs best, and none are…

Deep learning approaches have been widely adopted for precipitation nowcasting in recent years. Previous studies mainly focus on proposing new model architectures to improve pixel-wise metrics. However, they frequently result in blurry…

Structured prediction requires manipulating a large number of combinatorial structures, e.g., dependency trees or alignments, either as latent or output variables. Recently, the SparseMAP method has been proposed as a differentiable, sparse…

The approximation of nonlinear kernels via linear feature maps has recently gained interest due to their applications in reducing the training and testing time of kernel-based learning algorithms. Current random projection methods avoid the…

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…

Forecast reconciliation adjusts independently generated forecasts so that they satisfy some known constraints. While probabilistic forecast reconciliation is well established for linear constraints, some practical forecasting problems…

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Partial Label Learning (PLL) is a typical weakly supervised learning task, which assumes each training instance is annotated with a set of candidate labels containing the ground-truth label. Recent PLL methods adopt identification-based…

This paper proposes a new objective function and quantile regression (QR) algorithm for load forecasting (LF). In LF, the positive forecasting errors often have different economic impact from the negative forecasting errors. Considering…

Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…

We introduce a new methodology for forecasting which we call Signal Diffusion Mapping. Our approach accommodates features of real world financial data which have been ignored historically in existing forecasting methodologies. Our method…

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a…

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…

We propose a machine-learning-based methodology for in-situ weather forecast postprocessing that is both spatially coherent and multivariate. Compared to previous work, our Flow MAtching Postprocessing (FMAP) better represents the…