We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon.
arXiv:2607. 00470v1 Announce Type: cross Abstract: We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time.
arXiv:2608. 15362v1 Announce Type: cross Abstract: We propose a methodology based on the standard ReLU Deep Neural Networks (DNN) to make predictions and quantify their uncertainty.
arXiv:2509. 06697v3 Announce Type: replace-cross Abstract: Exchange rate forecasting remains a challenging problem, particularly for emerging economies, where the observed time series exhibit pronounced long-memory dependence, nonlinear dynamics, and sensitivity to macro-financial drivers.
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
arXiv:2508. 16509v3 Announce Type: replace-cross Abstract: The ability to quantify information transmission is crucial for the analysis and design of both natural and engineered systems.
arXiv:2602. 16864v2 Announce Type: replace-cross Abstract: Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models.
arXiv:2209. 01378v3 Announce Type: replace Abstract: An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p).
arXiv:2601. 14031v2 Announce Type: replace-cross Abstract: Forecasting intermittent time series, which contain zeros, is a crucial challenge in supply chains as inventory policies require probabilistic forecasts to establish safety levels.
The paper introduces a Physics Informed Recurrent Neural Network (PIRNN) that simultaneously predicts target time series and unobservable intermediate physical variables, enhancing robustness and interpretability. It adapts to any physical model with multiple equations and variables, demonstrated on groundwater level predictions using the Gardenia model. Experiments on twelve real‑world datasets show PIRNN outperforming several neural network baselines and the Gardenia model, with an ablation study confirming the value of physical knowledge.
arXiv:2609.08740v1 Announce Type: new Abstract: In this paper we derive a Probably Approximately Correct (PAC)-Bayesian error bound for partially observed linear time-invariant (LTI) stochastic dynam...
arXiv:2511. 06609v4 Announce Type: replace Abstract: The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines.
arXiv:2603. 15055v3 Announce Type: replace-cross Abstract: We present a theory-guided generalized Bayesian methodology for spatio-temporal raster data, which we use to train an ensemble of stochastic feed-forward neural networks with Gaussian-distributed weights.