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

Time series forecasting is crucial in several sectors, such as meteorology, retail, healthcare, and finance. Accurately forecasting future trends and patterns is crucial for strategic planning and making well-informed decisions. In this…

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Time series forecasting is critical across various domains, such as weather, finance and real estate forecasting, as accurate forecasts support informed decision-making and risk mitigation. While recent deep learning models have improved…

Long-term time series forecasting (LTSF) provides longer insights into future trends and patterns. Over the past few years, deep learning models especially Transformers have achieved advanced performance in LTSF tasks. However, LTSF faces…

We consider statistical inference for a single coordinate of regression coefficients in high-dimensional linear models. Recently, the debiased estimators are popularly used for constructing confidence intervals and hypothesis testing in…

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling…

While recent advancements in foundation models have significantly impacted machine learning, rigorous tests on the performance of time series foundation models (TSFMs) remain largely underexplored. This paper presents an empirical study…

Time Series Foundation Models (TSFMs) leverage extensive pretraining to accurately predict unseen time series during inference, without the need for task-specific fine-tuning. Through large-scale evaluations on standard benchmarks, we find…

We introduce a nonparametric bootstrap procedure based on a dynamic factor model to construct pointwise prediction intervals for period life-table death counts. The age distribution of death counts is an example of constrained data, which…

Spatial-temporal forecasting plays an important role in many real-world applications, such as traffic forecasting, air pollutant forecasting, crowd-flow forecasting, and so on. State-of-the-art spatial-temporal forecasting models take…

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Time series foundation models (TSFMs) require diverse, real-world datasets to adapt across varying domains and temporal frequencies. However, current large-scale datasets predominantly focus on low-frequency time series with sampling…

Purpose: Surgical workflow recognition enables context-aware assistance and skill assessment in computer-assisted interventions. Despite recent advances, current methods suffer from two critical challenges: prediction jitter across…

A trustworthy machine learning model should be accurate as well as explainable. Understanding why a model makes a certain decision defines the notion of explainability. While various flavors of explainability have been well-studied in…

Time series forecasting has become an increasingly popular research area due to its critical applications in various real-world domains such as traffic management, weather prediction, and financial analysis. Despite significant…

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

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…

Time series forecasting has important applications across diverse domains. EasyTime, the system we demonstrate, facilitates easy use of time-series forecasting methods by researchers and practitioners alike. First, EasyTime enables…

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…