相关论文: Why do zeroes happen? A model-based approach for d…

Given a (machine learning) classifier and a collection of unlabeled data, how can we efficiently identify misclassification patterns presented in this dataset? To address this problem, we propose a human-machine collaborative framework that…

In many data-driven decision-making problems, performance guarantees often depend heavily on the correctness of model assumptions, which may frequently fail in practice. We address this issue in the context of a feature-based newsvendor…

Classification is a well-studied machine learning task which concerns the assignment of instances to a set of outcomes. Classification models support the optimization of managerial decision-making across a variety of operational business…

We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail to capture heterogeneous predictive structure, while naive…

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and makes the price prediction more accurate than before.…

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…

Traditional machine learning approaches assume that data comes from a single generating mechanism, which may not hold for most real life data. In these cases, the single mechanism assumption can result in suboptimal performance. We…

Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals…

Time series forecasting is one of the most essential and ubiquitous tasks in many business problems, including demand forecasting and logistics optimization. Traditional time series forecasting methods, however, have resulted in small…

Forecasting enterprise-wide revenue is critical to many companies and presents several challenges and opportunities for significant business impact. This case study is based on model developments to address these challenges for forecasting…

The ability to develop or evolve software or software-based systems/services with defined and guaranteed quality in a predictable way is becoming increasingly important. Essential - though not exclusive - prerequisites for this are the…

Time-series forecasts play a critical role in business planning. However, forecasters typically optimize objectives that are agnostic to downstream business goals and thus can produce forecasts misaligned with business preferences. In this…

A common issue for companies is that the volume of product orders may at times exceed the production capacity. We formally introduce two novel problems dealing with the question which orders to discard or postpone in order to meet certain…

Consideration sets play a crucial role in discrete choice modeling, where customers often form consideration sets in the first stage and then use a second-stage choice mechanism to select the product with the highest utility. While many…

Software defect prediction using code metrics has been extensively researched over the past five decades. However, prediction harnessing non-software metrics is under-researched. Considering that the root cause of software defects is often…

We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…

Forecasts of product demand are essential for short- and long-term optimization of logistics and production. Thus, the most accurate prediction possible is desirable. In order to optimally train predictive models, the deviation of the…