相关论文: Partial-Multivariate Model for Forecasting
Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…
Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
The world provides us with data of multiple modalities. Intuitively, models fusing data from different modalities outperform their uni-modal counterparts, since more information is aggregated. Recently, joining the success of deep learning,…
Weather forecasting is essential for various human activities. Recent data-driven models have outperformed numerical weather prediction by utilizing deep learning in forecasting performance. However, challenges remain in efficiently…
Predicting multiple real-world tasks in a single model often requires a particularly diverse feature space. Multimodal (MM) models aim to extract the synergistic predictive potential of multiple data types to create a shared feature space…
The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…
Accurate forecasting of multivariate time series data remains a formidable challenge, particularly due to the growing complexity of temporal dependencies in real-world scenarios. While neural network-based models have achieved notable…
Providing reliable predictive maintenance is a critical industrial AI service essential for ensuring the high availability of manufacturing devices. Existing deep-learning methods present competitive results on such tasks but lack a general…
State-of-the-art systems neuroscience experiments yield large-scale multimodal data, and these data sets require new tools for analysis. Inspired by the success of large pretrained models in vision and language domains, we reframe the…
We present a conformal prediction method for time series using the Transformer architecture to capture long-memory and long-range dependencies. Specifically, we use the Transformer decoder as a conditional quantile estimator to predict the…
Probability forecasting is common in the geosciences, the finance sector, and elsewhere. It is sometimes the case that one has multiple probability-forecasts for the same target. How is the information in these multiple forecast systems…
Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to…
Continual learning is essential for adapting models to new tasks while retaining previously acquired knowledge. While existing approaches predominantly focus on uni-modal data, multi-modal learning offers substantial benefits by utilizing…
For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…
Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…
This paper introduces multimodal conformal regression. Traditionally confined to scenarios with solely numerical input features, conformal prediction is now extended to multimodal contexts through our methodology, which harnesses internal…
Bases have become an integral part of modern deep learning-based models for time series forecasting due to their ability to act as feature extractors or future references. To be effective, a basis must be tailored to the specific set of…
Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…
We study partially linear models when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics.…