相关论文: Constrained randomization of time series data

New measures for the quantization of systems with constraints are discussed and applied to several examples, in particular, examples of alternative but equivalent formulations of given first-class constraints, as well as a comparison of…

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

A probabilistic performance-oriented control design optimization approach is introduced for flight systems. Aiming at estimating rare-event probabilities accurately and efficiently, subset simulation is combined with surrogate modeling…

Computational interpretations of linear logic allow static control of memory resources: the data produced by the program are endowed through its type with attributes that determine its life cycle, and guarantee safe deallocation. The use of…

Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…

A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…

Time series data are essential for a wide range of applications, particularly in developing robust machine learning models. However, access to high-quality datasets is often limited due to privacy concerns, acquisition costs, and labeling…

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Constraint programming is used for a variety of real-world optimisation problems, such as planning, scheduling and resource allocation problems. At the same time, one continuously gathers vast amounts of data about these problems. Current…

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Historically, various dependence measures have been proposed. In…

A general input-output modelling technique for aperiodic-sampling linear systems has been developed. The procedure describes the dynamics of the system and includes the sequence of sampling periods among the variables to be handled. Some…

Can we evolve better training data for machine learning algorithms? To investigate this question we use population-based optimisation algorithms to generate artificial surrogate training data for naive Bayes for regression. We demonstrate…

In situations where it is difficult to enroll patients in randomized controlled trials, external data can improve efficiency and feasibility. In such cases, adaptive trial designs could be used to decrease enrollment in the control arm of…

Many real-world tasks are plagued by limitations on data: in some instances very little data is available and in others, data is protected by privacy enforcing regulations (e.g. GDPR). We consider limitations posed specifically on…

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…