相关论文: Hierarchical Forecast Reconciliation on Networks: …

Large collections of time series data are commonly organized into structures with different levels of aggregation; examples include product and geographical groupings. It is often important to ensure that the forecasts are coherent so that…

In this paper, we introduce a local search algorithm for hierarchical clustering. For the local step, we consider a tree re-arrangement operation, known as the {\em interchange}, which involves swapping two closely positioned sub-trees…

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…

The network reconfiguration problem seeks to find a rooted tree $T$ such that the energy of the (unique) feasible electrical flow over $T$ is minimized. The tree requirement on the support of the flow is motivated by operational constraints…

Optical flow estimation is an important yet challenging problem in the field of video analytics. The features of different semantics levels/layers of a convolutional neural network can provide information of different granularity. To…

Autoregressive scientific forecasters often enforce physical or structural constraints by repairing each predicted state before feeding it back into the model. However, it remains unclear when stronger physical rule enforcement becomes…

Hierarchical clustering (HC) algorithms are generally limited to small data instances due to their runtime costs. Here we mitigate this shortcoming and explore fast HC algorithms based on random projections for single (SLC) and average…

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Point forecast reconciliation of collection of time series with linear aggregation constraints has evolved substantially over the last decade. A few commonly used methods are GLS (generalized least squares), OLS (ordinary least squares),…

New methods are proposed for adjusting probabilistic forecasts to ensure coherence with the aggregation constraints inherent in temporal hierarchies. The different approaches nested within this framework include methods that exploit…

The High-Resolution Rapid Refresh (HRRR) model is a convection-allowing model used in operational weather forecasting across the contiguous United States (CONUS). To provide a computationally efficient alternative, we introduce HRRRCast, a…

Existing techniques for the cost optimization of water distribution networks either employ meta-heuristics, or try to develop problem-specific optimization techniques. Instead, we exploit recent advances in generic NLP solvers and explore a…

Asynchronous trading in high-frequency financial markets introduces significant biases into econometric analysis, distorting risk estimates and leading to suboptimal portfolio decisions. Existing synchronization methods, such as the…

Linearly constrained multiple time series may be encountered in many practical contexts, such as the National Accounts (e.g., GDP disaggregated by Income, Expenditure and Output), and multilevel frameworks where the variables are organized…

Tree-based models such as decision trees and random forests (RF) are a cornerstone of modern machine-learning practice. To mitigate overfitting, trees are typically regularized by a variety of techniques that modify their structure (e.g.…

Hierarchical time-series forecasting is essential for demand prediction across various industries. While machine learning models have obtained significant accuracy and scalability on such forecasting tasks, the interpretability of their…

In this work we consider a new family of algorithms for sequential prediction, Hierarchical Partitioning Forecasters (HPFs). Our goal is to provide appealing theoretical - regret guarantees on a powerful model class - and practical -…

In this paper, we investigate the reconstruction of time-correlated sources in a point-to-point communications scenario comprising an energy-harvesting sensor and a Fusion Center (FC). Our goal is to minimize the average distortion in the…

Normalizing flows have recently demonstrated promising results for low-level vision tasks. For image super-resolution (SR), it learns to predict diverse photo-realistic high-resolution (HR) images from the low-resolution (LR) image rather…

Hierarchical clustering (HC) is an important data analysis technique in which the goal is to recursively partition a dataset into a tree-like structure while grouping together similar data points at each level of granularity. Unfortunately,…