相关论文: Predictive Uncertainty in Short-Term PV Forecastin…

Imputation methods play a critical role in enhancing the quality of practical time-series data, which often suffer from pervasive missing values. Recently, diffusion-based generative imputation methods have demonstrated remarkable success…

Accurate photovoltaic (PV) power forecasting is critical for integrating renewable energy sources into the grid, optimizing real-time energy management, and ensuring energy reliability amidst increasing demand. However, existing models…

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…

Ambiguity is inherently present in many machine learning tasks, but especially for sequential models seldom accounted for, as most only output a single prediction. In this work we propose an extension of the Multiple Hypothesis Prediction…

The increasing penetration of photovoltaic (PV) generation introduces significant uncertainty into power system operation, necessitating forecasting approaches that extend beyond deterministic point predictions. This paper proposes an…

Predicting the intensity and amount of sunlight as a function of location and time is an essential component in identifying promising locations for economical solar farming. Although weather models and irradiance data are relatively…

Sparse and irregularly sampled multivariate time series are common in clinical, climate, financial and many other domains. Most recent approaches focus on classification, regression or forecasting tasks on such data. In forecasting, it is…

Missing Not At Random (MNAR) values lead to significant biases in the data, since the probability of missingness depends on the unobserved values.They are ''not ignorable'' in the sense that they often require defining a model for the…

The problem of choosing appropriate values for missing data is often encountered in the data science. We describe a novel method containing both traditional mathematics and machine learning elements for prediction (imputation) of missing…

Multiple imputation is a straightforward method for handling missing data in a principled fashion. This paper presents an overview of multiple imputation, including important theoretical results and their practical implications for…

Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing…

Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods for fitting and conducting inference on stochastic volatility…

Missing values in multivariate time series data can harm machine learning performance and introduce bias. These gaps arise from sensor malfunctions, blackouts, and human error and are typically addressed by data imputation. Previous work…

By filling in missing values in datasets, imputation allows these datasets to be used with algorithms that cannot handle missing values by themselves. However, missing values may in principle contribute useful information that is lost…

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good…