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Found 12 papers, 7 papers with code
Using Uncertainty Quantification to Characterize and Improve Out-of-Domain Learning for PDEs
Existing work in scientific machine learning (SciML) has shown that data-driven learning of solution operators can provide a fast approximate alternative to classical numerical partial differential equation (PDE) solvers.
Chronos: Learning the Language of Time Series
We introduce Chronos, a simple yet effective framework for pretrained probabilistic time series models.
Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting
Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization.
Learning Physical Models that Can Respect Conservation Laws
We provide a detailed analysis of ProbConserv on learning with the Generalized Porous Medium Equation (GPME), a widely-applicable parameterized family of PDEs that illustrates the qualitative properties of both easier and harder PDEs.
Cross-Frequency Time Series Meta-Forecasting
Meta-forecasting is a newly emerging field which combines meta-learning and time series forecasting.
First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting
Transformer-based models have gained large popularity and demonstrated promising results in long-term time-series forecasting in recent years.
Guiding continuous operator learning through Physics-based boundary constraints
Numerical experiments based on multiple PDEs with a wide variety of applications indicate that the proposed approach ensures satisfaction of BCs, and leads to more accurate solutions over the entire domain.
GOPHER: Categorical probabilistic forecasting withgraph structure via local continuous-time dynamics
We consider the problem of probabilistic forecasting over categories with graph structure, where the dynamics at a vertex depends on its local connectivity structure.
Domain Adaptation for Time Series Forecasting via Attention Sharing
Recently, deep neural networks have gained increasing popularity in the field of time series forecasting.
GluonTS: Probabilistic Time Series Models in Python
We introduce Gluon Time Series (GluonTS, available at https://gluon-ts. mxnet. io), a library for deep-learning-based time series modeling.
Deep Factors for Forecasting
We provide both theoretical and empirical evidence for the soundness of our approach through a necessary and sufficient decomposition of exchangeable time series into a global and a local part.
Deep Factors with Gaussian Processes for Forecasting
A large collection of time series poses significant challenges for classical and neural forecasting approaches.
