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

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Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

计算机视觉与模式识别 · 计算机科学 2021-11-23 Srijan Sood , Zhen Zeng , Naftali Cohen , Tucker Balch , Manuela Veloso

Reliable forecasts of the power output from variable renewable energy generators like solar photovoltaic systems are important to balancing load on real-time electricity markets and ensuring electricity supply reliability. However, solar PV…

计算工程、金融与科学 · 计算机科学 2025-05-07 Andea Scott , Sindhu Sreedhara , Folasade Ayoola

We propose a retrodictive forecasting paradigm for time series: instead of predicting the future from the past, we identify the future that best explains the observed present via inverse MAP optimization over a Conditional Variational…

机器学习 · 计算机科学 2026-03-03 Cedric Damour

The multivariate time series generated from merchant transaction history can provide critical insights for payment processing companies. The capability of predicting merchants' future is crucial for fraud detection and recommendation…

机器学习 · 计算机科学 2021-09-22 Chin-Chia Michael Yeh , Zhongfang Zhuang , Wei Zhang , Liang Wang

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

机器学习 · 计算机科学 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

机器学习 · 计算机科学 2025-05-22 Jeremy Qin

Solar cycle activity forecasting, mainly its magnitude and timing, is an essential issue for numerous scientific and technological applications: in fact, during an active solar period, many strong eruptions occur on the Sun with increasing…

太阳与恒星天体物理 · 物理学 2012-10-01 Stefano Sello

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

机器学习 · 计算机科学 2020-09-09 Francisco J. Baldán , José M. Benítez

Solar variability occurs over a broad range of spatial and temporal scales, from the Sun's brightening over its lifetime to the fluctuations commonly associated with magnetic activity over minutes to years. The latter activity includes most…

太阳与恒星天体物理 · 物理学 2021-11-24 Valentina Penza , Francesco Berrilli , Luca Bertello , Matteo Cantoresi , Serena Criscuoli

We introduce a technique of time series analysis, potential forecasting, which is based on dynamical propagation of the probability density of time series. We employ polynomial coefficients of the orthogonal approximation of the empirical…

数据分析、统计与概率 · 物理学 2015-06-12 V. N. Livina , G. Lohmann , M. Mudelsee , T. M. Lenton

The solar interior is probed by the properties of the Sun's acoustic oscillations (p-modes) observed on the solar surface. The frequencies of these p-modes measured in the last three decades show long term variation similar to the 11 year…

太阳与恒星天体物理 · 物理学 2026-04-23 Rekha Jain , Akash Kumar , Sushanta C. Tripathy

The sunspots and other solar activity indicators tend to cluster on the surface of the Sun.These clusters very often occur at certain longitudes that persist in time.It is of general interest to find new and simple ways to characterize the…

太阳与恒星天体物理 · 物理学 2015-05-14 J. Pelt , M. J. Korpi , I. Tuominen

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

机器学习 · 计算机科学 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

The Solar Cycle is reviewed. The 11-year cycle of solar activity is characterized by the rise and fall in the numbers and surface area of sunspots. A number of other solar activity indicators also vary in association with the sunspots…

太阳与恒星天体物理 · 物理学 2015-10-01 David H. Hathaway

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

机器学习 · 计算机科学 2021-09-28 Fatoumata Dama , Christine Sinoquet

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

机器学习 · 计算机科学 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

The difference between consecutive daily Sunspot Numbers was analysed. Its distribution was approximated on a large time scale with an exponential law. In order to verify this approximation a Maximum Entropy distribution was generated by a…

太阳与恒星天体物理 · 物理学 2012-01-31 Mihail-Ioan Pop

The forecasting of Multivariate Time Series (MTS) has long been an important but challenging task. Due to the non-stationary problem across long-distance time steps, previous studies primarily adopt stationarization method to attenuate the…

机器学习 · 计算机科学 2024-03-11 Muyao Wang , Wenchao Chen , Bo Chen

Forecasting tasks surrounding the dynamics of low-level human behavior are of significance to multiple research domains. In such settings, methods for explaining specific forecasts can enable domain experts to gain insights into the…

机器学习 · 计算机科学 2022-06-03 Chirag Raman , Hayley Hung , Marco Loog

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…

机器学习 · 计算机科学 2019-03-26 Samuel Arcadinho , Paulo Mateus