arXiv Machine Learning By Yohann de Castro (ICJ, PSPM, CERMICS UMR 9032, ECL, IUF), Luca Mencarelli (CERMICS UMR 9032)

Time series forecasting from partial observations via Non-negative Matrix Factorization

Read the original on arXiv Machine Learning →

arXiv:2102. 05314v2 Announce Type: replace Abstract: In modern time series problems, one aims at forecasting multiple time series with possible missing and noisy values.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 7

Learning with the Nash-Sutcliffe loss

arXiv:2603. 00968v2 Announce Type: replace-cross Abstract: The Nash-Sutcliffe efficiency ($\text{NSE}$) is a widely used, positively oriented relative measure for evaluating forecasts across multiple time series.

By Hristos Tyralis, Georgia Papacharalampous
arXiv Machine Learning
6d ago

A Factor Graph Approach to Scalable Multi-Output Gaussian Process Regression

arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.

By Wouter W. L. Nuijten, Esther G. van Pelt, Albert Podusenko, \.Ismail \c{S}en\"oz, Wouter M. Kouw