相关论文: Robust Predictions with Ambiguous Time Delays: A B…

Diagnosis and prediction in some domains, like medical and industrial diagnosis, require a representation that combines uncertainty management and temporal reasoning. Based on the fact that in many cases there are few state changes in the…

A bootstrap procedure for constructing prediction bands for a stationary functional time series is proposed. The procedure exploits a general vector autoregressive representation of the time-reversed series of Fourier coefficients appearing…

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Anomaly detection in time series data is a critical challenge across various domains. Traditional methods typically focus on identifying anomalies in immediate subsequent steps, often underestimating the significance of temporal dynamics…

We propose a new framework for the simultaneous inference of monotone and smoothly time-varying functions under complex temporal dynamics. This will be done utilizing the monotone rearrangement and the nonparametric estimation. We…

Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

In many areas of decision-making, forecasting is an essential pillar. Consequently, many different forecasting methods have been proposed. From our experience, recently presented forecasting methods are computationally intensive, poorly…

Limiting flight delays during operations has become a critical research topic in recent years due to their prohibitive impact on airlines, airports, and passengers. A popular strategy for addressing this problem considers the uncertainty of…

This paper proposes a new bootstrap method to compute predictive intervals for nonlinear autoregressive time series model forecast. This method we call the splice boobstrap as it involves splicing the last p values of a given series to a…

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Models that can predict the occurrence of events ahead of time with low false-alarm rates are critical to the acceptance of decision support systems in the medical community. This challenging task is typically treated as a simple binary…

Multivariate time-series (MTS) anomaly detection is critical in domains such as service monitor, IoT, and network security. While multi-model methods based on selection or ensembling outperform single-model ones, they still face…

Pre-trained Time Series Foundational Models (TSFMs) represent a significant advance, capable of forecasting diverse time series with complex characteristics, including varied seasonalities, trends, and long-range dependencies. Despite their…

Residual bootstrap is a classical method for statistical inference in regression settings. With massive data sets becoming increasingly common, there is a demand for computationally efficient alternatives to residual bootstrap. We propose a…

We consider the problem of finding confidence intervals for the risk of forecasting the future of a stationary, ergodic stochastic process, using a model estimated from the past of the process. We show that a bootstrap procedure provides…

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Multivariate Time Series (MTS) analysis is crucial to understanding and managing complex systems, such as traffic and energy systems, and a variety of approaches to MTS forecasting have been proposed recently. However, we often observe…