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相关论文: Hierarchical Industrial Demand Forecasting with Te…

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Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point…

机器学习 · 计算机科学 2023-10-20 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

Probabilistic hierarchical time-series forecasting is an important variant of time-series forecasting, where the goal is to model and forecast multivariate time-series that have underlying hierarchical relations. Most methods focus on point…

机器学习 · 计算机科学 2023-10-20 Harshavardhan Kamarthi , Lingkai Kong , Alexander Rodríguez , Chao Zhang , B. Aditya Prakash

The rapid integration of artificial intelligence (AI) into various industries has introduced new challenges in governance and regulation, particularly regarding the understanding of complex AI systems. A critical demand from decision-makers…

机器学习 · 计算机科学 2024-11-08 Cristian Munoz , Kleyton da Costa , Bernardo Modenesi , Adriano Koshiyama

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high…

We introduce an interpretable deep learning model for multivariate time series forecasting that prioritizes both predictive performance and interpretability - key requirements for understanding complex physical phenomena. Our model not only…

机器学习 · 统计学 2025-01-28 Davor Horvatic , Domjan Baric

We develop a rigorous walk-forward validation framework for algorithmic trading designed to mitigate overfitting and lookahead bias. Our methodology combines interpretable hypothesis-driven signal generation with reinforcement learning and…

交易与市场微观结构 · 定量金融 2025-12-16 Gagan Deep , Akash Deep , William Lamptey

Human understandable explanation of deep learning models is essential for various critical and sensitive applications. Unlike image or tabular data where the importance of each input feature (for the classifier's decision) can be directly…

机器学习 · 计算机科学 2025-04-07 Shahbaz Rezaei , Xin Liu

Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal…

机器学习 · 计算机科学 2019-12-03 Mahdi Abolghasemi , Rob J Hyndman , Garth Tarr , Christoph Bergmeir

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

机器学习 · 统计学 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some…

机器学习 · 统计学 2012-11-14 Sriharsha Veeramachaneni

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

New technologies have led to vast troves of large and complex datasets across many scientific domains and industries. People routinely use machine learning techniques to not only process, visualize, and make predictions from this big data,…

机器学习 · 统计学 2023-08-04 Genevera I. Allen , Luqin Gan , Lili Zheng

Quantifying uncertainty and updating reliability are essential for ensuring the safety and performance of engineering systems. This study develops a hierarchical Bayesian modeling (HBM) framework to quantify uncertainty and update…

统计方法学 · 统计学 2024-12-31 Xinyu Jia , Weinan Hou , Costas Papadimitriou

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

物理与社会 · 物理学 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

With the broader and highly successful usage of machine learning in industry and the sciences, there has been a growing demand for Explainable AI. Interpretability and explanation methods for gaining a better understanding about the problem…

Model explanations can be valuable for interpreting and debugging predictive models. We study a specific kind called Concept Explanations, where the goal is to interpret a model using human-understandable concepts. Although popular for…

机器学习 · 计算机科学 2024-04-08 Vihari Piratla , Juyeon Heo , Katherine M. Collins , Sukriti Singh , Adrian Weller

Demand functions for goods are generally cyclical in nature with characteristics such as trend or stochasticity. Most existing demand forecasting techniques in literature are designed to manage and forecast this type of demand functions.…

应用统计 · 统计学 2011-10-04 Murphy Choy , Michelle L. F. Cheong

Explainability is needed to establish confidence in machine learning results. Some explainable methods take a post hoc approach to explain the weights of machine learning models, others highlight areas of the input contributing to…

机器学习 · 计算机科学 2024-07-15 Paul Whitten , Francis Wolff , Chris Papachristou

Generative models have gained significant attention in multivariate time series forecasting (MTS), particularly due to their ability to generate high-fidelity samples. Forecasting the probability distribution of multivariate time series is…

机器学习 · 计算机科学 2025-02-13 Shibo Feng , Peilin Zhao , Liu Liu , Pengcheng Wu , Zhiqi Shen