中文
相关论文

相关论文: Time Series Forecasting: A Multivariate Stochastic…

200 篇论文

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

统计方法学 · 统计学 2019-11-11 Jonas Krampe

Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…

统计理论 · 数学 2020-01-01 Xiucai Ding , Zhou Zhou

To manage and maintain large-scale cellular networks, operators need to know which sectors underperform at any given time. For this purpose, they use the so-called hot spot score, which is the result of a combination of multiple network…

机器学习 · 计算机科学 2017-04-19 Joan Serrà , Ilias Leontiadis , Alexandros Karatzoglou , Konstantina Papagiannaki

Traditional solar flare forecasting approaches have mostly relied on physics-based or data-driven models using solar magnetograms, treating flare predictions as a point-in-time classification problem. This approach has limitations,…

机器学习 · 计算机科学 2024-09-10 Anli Ji , Chetraj Pandey , Berkay Aydin

Particle accelerators are complex facilities that produce large amounts of structured data and have clear optimization goals as well as precisely defined control requirements. As such they are naturally amenable to data-driven research…

加速器物理 · 物理学 2023-03-01 Sichen Li , Andreas Adelmann

The integration of renewable resources has increased in power generation as a means to reduce the fossil fuel usage and mitigate its adverse effects on the environment. However, renewables like solar energy are stochastic in nature due to…

Functional time series whose sample elements are recorded sequentially over time are frequently encountered with increasing technology. Recent studies have shown that analyzing and forecasting of functional time series can be performed…

统计方法学 · 统计学 2020-09-22 Ufuk Beyaztas , Han Lin Shang

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

机器学习 · 计算机科学 2021-07-12 Grzegorz Dudek , Paweł Pełka

Accounting for the annual climatic variability is a well-known issue for simulation-based studies of environmental models. It often requires intensive sampling (e.g., averaging the simulation outputs over many climatic series), which…

最优化与控制 · 数学 2015-09-21 Victor Picheny , Ronan Trépos , Bastien Poublan , Pierre Casadebaig

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

机器学习 · 计算机科学 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Statistical analyses and descriptive characterizations are sometimes assumed to be offering information on time series forecastability. Despite the scientific interest suggested by such assumptions, the relationships between descriptive…

大气与海洋物理 · 物理学 2022-02-22 Georgia Papacharalampous , Hristos Tyralis , Ilias G. Pechlivanidis , Salvatore Grimaldi , Elena Volpi

Accurate and reliable prediction of Photovoltaic (PV) power output is critical to electricity grid stability and power dispatching capabilities. However, Photovoltaic (PV) power generation is highly volatile and unstable due to different…

机器学习 · 计算机科学 2022-10-04 Sarah Almaghrabi , Mashud Rana , Margaret Hamilton , Mohammad Saiedur Rahaman

Solar flare forecasting research using machine learning (ML) has focused on high resolution magnetogram data from the SDO/HMI era covering Solar Cycle 24 and the start of Solar Cycle 25, with some efforts looking back to SOHO/MDI for data…

太阳与恒星天体物理 · 物理学 2023-08-30 Kiera van der Sande , Andrés Muñoz-Jaramillo , Subhamoy Chatterjee

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been…

统计方法学 · 统计学 2020-11-02 Stephanie Clark , Rob J Hyndman , Dan Pagendam , Louise M Ryan

The use of different solar activity indices like sunspot numbers, sunspot areas, flare index, magnetic fields, etc., allows us to investigate the time evolution of some specific features of the solar activity and the underlying dynamo…

太阳与恒星天体物理 · 物理学 2013-10-11 Stefano Sello

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This…

大气与海洋物理 · 物理学 2023-08-09 Matthew Bonas , Christopher K. Wikle , Stefano Castruccio

In this paper Fourier Transform and Wavelet Transform are applied in case of recent 300 years of sunspot numbers to explain the solar cycles. Here basically parallel study of Fourier and Wavelet analysis are done and we have observed that…

计算工程、金融与科学 · 计算机科学 2013-12-11 Sabyasachi Mukhopadhyay , Debadatta Dash , Asish Mitra , Prasanta K. Panigrahi

Sunspot number series are subject to various uncertainties, which are still poorly known. The need for their better understanding was recently highlighted by the major makeover of the international Sunspot Number [Clette et al., Space…

太阳与恒星天体物理 · 物理学 2023-01-06 Thierry Dudok de Wit , Laure Lefèvre , Frédéric Clette

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

机器学习 · 计算机科学 2024-12-18 Yining Pang , Chenghan Li

This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the…

机器学习 · 统计学 2018-09-20 S. Rao Jammalamadaka , Jinwen Qiu , Ning Ning