Deep learning for time series forecasting: Tutorial and literature survey

K Benidis, SS Rangapuram, V Flunkert, Y Wang… - ACM Computing …, 2022 - dl.acm.org
Deep learning based forecasting methods have become the methods of choice in many
applications of time series prediction or forecasting often outperforming other approaches …

Ensemble deep learning-based non-crossing quantile regression for nonparametric probabilistic forecasting of wind power generation

W Cui, C Wan, Y Song - IEEE Transactions on Power Systems, 2022 - ieeexplore.ieee.org
Probabilistic forecasting that quantifies the prediction uncertainties is crucial for decision-
making in power systems. As a prevalent nonparametric probabilistic forecasting approach …

Copula Conformal prediction for multi-step time series prediction

SH Sun, R Yu - The Twelfth International Conference on Learning …, 2023 - openreview.net
Accurate uncertainty measurement is a key step in building robust and reliable machine
learning systems. Conformal prediction is a distribution-free uncertainty quantification …

Multivariate quantile function forecaster

K Kan, FX Aubet, T Januschowski… - International …, 2022 - proceedings.mlr.press
Abstract We propose Multivariate Quantile Function Forecaster (MQF2), a global
probabilistic forecasting method constructed using a multivariate quantile function and …

Extraction and recovery of spatio-temporal structure in latent dynamics alignment with diffusion models

Y Wang, Z Wu, C Li, A Wu - Advances in Neural Information …, 2023 - proceedings.neurips.cc
In the field of behavior-related brain computation, it is necessary to align raw neural signals
against the drastic domain shift among them. A foundational framework within neuroscience …

But are you sure? an uncertainty-aware perspective on explainable ai

C Marx, Y Park, H Hasson, Y Wang… - International …, 2023 - proceedings.mlr.press
Although black-box models can accurately predict outcomes such as weather patterns, they
often lack transparency, making it challenging to extract meaningful insights (such as which …

Robust probabilistic time series forecasting

TH Yoon, Y Park, EK Ryu… - … Conference on Artificial …, 2022 - proceedings.mlr.press
Probabilistic time series forecasting has played critical role in decision-making processes
due to its capability to quantify uncertainties. Deep forecasting models, however, could be …

Taming hyperparameter tuning in continuous normalizing flows using the JKO scheme

A Vidal, S Wu Fung, L Tenorio, S Osher… - Scientific reports, 2023 - nature.com
A normalizing flow (NF) is a mapping that transforms a chosen probability distribution to a
normal distribution. Such flows are a common technique used for data generation and …

Pushing the limits of pre-training for time series forecasting in the cloudops domain

G Woo, C Liu, A Kumar, D Sahoo - arXiv preprint arXiv:2310.05063, 2023 - arxiv.org
Time series has been left behind in the era of pre-training and transfer learning. While
research in the fields of natural language processing and computer vision are enjoying …

Modeling censored mobility demand through censored quantile regression neural networks

FB Hüttel, I Peled, F Rodrigues… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
Shared mobility services require accurate demand models for effective service planning. On
the one hand, modeling the full probability distribution of demand is advantageous because …