This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty estimates in motion planning applications where the behavior of diverse objects may be more or less unpredictable, we blend different techniques from online conformal prediction of single and multiple time series, as well as ideas for addressing heteroscedasticity in regression. This solution is both principled, providing precise finite-sample guarantees, and effective, often leading to more informative predictions than prior methods.
UiT The Arctic University of Norway（挪威北极大学）；Kongsberg Satellite Services（康斯伯格卫星服务公司）；NORCE Norwegian Research Centre（挪威NORCE研究中心）
This paper presents a novel probabilistic forecasting method called ensemble conformalized quantile regression (EnCQR). EnCQR constructs distribution-free and approximately marginally valid prediction intervals (PIs), which are suitable for nonstationary and heteroscedastic time series data. EnCQR can be applied on top of a generic forecasting model, including deep learning architectures. EnCQR exploits a bootstrap ensemble estimator, which enables the use of conformal predictors for time series by removing the requirement of data exchangeability. The ensemble learners are implemented as gener…
Oregon State University（俄勒冈州立大学）；SRI International（SRI国际）
Before delegating a task to an autonomous system, a human operator may want a guarantee about the behavior of the system. This paper extends previous work on conformal prediction for functional data and conformalized quantile regression to provide conformal prediction intervals over the future behavior of an autonomous system executing a fixed control policy on a Markov Decision Process (MDP). The prediction intervals are constructed by applying conformal corrections to prediction intervals computed by quantile regression. The resulting intervals guarantee that with probability $1-δ$ the obser…
Computer Science Georgia State University Atlanta, USA（计算机科学 乔治亚州立大学 奥斯汀, 美国）；Computer Science Texas Christian University Texas, USA（计算机科学 德克萨斯基督教大学 德克萨斯, 美国）
University of Oxford（牛津大学）；Alan Turing Institute（艾伦·图灵研究所）
Joint models for longitudinal and time-to-event data are commonly used in longitudinal studies to forecast disease trajectories over time. Despite the many advantages of joint modeling, the standard forms suffer from limitations that arise from a fixed model specification and computational difficulties when applied to large datasets. We adopt a deep learning approach to address these limitations, enhancing existing methods with the flexibility and scalability of deep neural networks while retaining the benefits of joint modeling. Using data from the Alzheimer's Disease Neuroimaging Institute, …
In many forecasting applications, it is valuable to predict not only the value of a signal at a certain time point in the future, but also the values leading up to that point. This is especially true in clinical applications, where the future state of the patient can be less important than the patient's overall trajectory. This requires multi-step forecasting, a forecasting variant where one aims to predict multiple values in the future simultaneously. Standard methods to accomplish this can propagate error from prediction to prediction, reducing quality over the long term. In light of these c…
Thinking Machines Data Science（Thinking Machines数据科学公司）
Incorporating nonlinearity is paramount to predicting the future states of a dynamical system, its response to shocks, and its underlying causal network. However, most existing methods for causality detection and impulse response, such as Vector Autoregression (VAR), assume linearity and are thus unable to capture the complexity. Here, we introduce a vector autoencoder nonlinear autoregression neural network (VANAR) capable of both automatic time series feature extraction for its inputs and functional form estimation. We evaluate VANAR in three ways: first in terms of pure forecast accuracy, s…
Most approaches to machine learning from electronic health data can only predict a single endpoint. Here, we present an alternative that uses unsupervised deep learning to simulate detailed patient trajectories. We use data comprising 18-month trajectories of 44 clinical variables from 1908 patients with Mild Cognitive Impairment or Alzheimer's Disease to train a model for personalized forecasting of disease progression. We simulate synthetic patient data including the evolution of each sub-component of cognitive exams, laboratory tests, and their associations with baseline clinical characteri…
Conservatoire National des Arts et Métiers (CNAM)（法国国立工艺学院）
Predicting multiple trajectories for road users is important for automated driving systems: ego-vehicle motion planning indeed requires a clear view of the possible motions of the surrounding agents. However, the generative models used for multiple-trajectory forecasting suffer from a lack of diversity in their proposals. To avoid this form of collapse, we propose a novel method for structured prediction of diverse trajectories. To this end, we complement an underlying pretrained generative model with a diversity component, based on a determinantal point process (DPP). We balance and structure…
University of Southern California, Information Sciences Institute（南加州大学信息科学研究所）；University of Southern California, Department of Computer Science（南加州大学计算机科学系）；University of Southern California, Department of Communication（南加州大学传播系）
Crowdwork often entails tackling cognitively-demanding and time-consuming tasks. Crowdsourcing can be used for complex annotation tasks, from medical imaging to geospatial data, and such data powers sensitive applications, such as health diagnostics or autonomous driving. However, the existence and prevalence of underperforming crowdworkers is well-recognized, and can pose a threat to the validity of crowdsourcing. In this study, we propose the use of a computational framework to identify clusters of underperforming workers using clickstream trajectories. We focus on crowdsourced geopolitical …
Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic forecasting of the hourly intraday electricity prices is performed by simulating trajectories in every trading window to receive a realistic ensemble to allow for more efficient intraday trading and redispatch. A generalized additive model is fitted to the price differences with the assumption that they follow a zero-inflated distribution, precisely a mixture …
Forecasting the hospitalizations caused by the Influenza virus is vital for public health planning so that hospitals can be better prepared for an influx of patients. Many forecasting methods have been used in real-time during the Influenza seasons and submitted to the CDC for public communication. The forecasting models range from mechanistic models, and auto-regression models to machine learning models. We hypothesize that we can improve forecasting by using multiple mechanistic models to produce potential trajectories and use machine learning to learn how to combine those trajectories into …
An active area of research is to increase the safety of self-driving vehicles. Although safety cannot be guarenteed completely, the capability of a vehicle to predict the future trajectories of its surrounding vehicles could help ensure this notion of safety to a greater deal. We cast the trajectory forecast problem in a multi-time step forecasting problem and develop a Convolutional Neural Network based approach to learn from trajectory sequences generated from completely raw dataset in real-time. Results show improvement over baselines.
Nanyang Technological University（南洋理工大学）；School of Materials Science and Engineering（材料科学与工程学院）
We introduce a self-consistent deep-learning framework which, for a noisy deterministic time series, provides unsupervised filtering, state-space reconstruction, identification of the underlying differential equations and forecasting. Without a priori information on the signal, we embed the time series in a state space, where deterministic structures, i.e. attractors, are revealed. Under the assumption that the evolution of solution trajectories is described by an unknown dynamical system, we filter out stochastic outliers. The embedding function, the solution trajectories and the dynamical sy…
DoFlow: Flow-based Generative Models for Interventional and Counterfactual Forecasting on Time Series
H. Milton Stewart School of Industrial and Systems Engineering（H. Milton Stewart工业与系统工程学院）；Georgia Institute of Technology（佐治亚理工学院）；Northwestern–Argonne Institute for Scientific and Engineering Excellence（西北-阿贡科学与工程卓越研究所）
Probabilistic forecasting consists in predicting a distribution of possible future outcomes. In this paper, we address this problem for non-stationary time series, which is very challenging yet crucially important. We introduce the STRIPE model for representing structured diversity based on shape and time features, ensuring both probable predictions while being sharp and accurate. STRIPE is agnostic to the forecasting model, and we equip it with a diversification mechanism relying on determinantal point processes (DPP). We introduce two DPP kernels for modeling diverse trajectories in terms of…
Beyond Extrapolation: Knowledge Utilization Paradigm with Bidirectional Inspiration for Time Series Forecasting
College of Computer Science, Sichuan University（四川大学计算机科学学院）；Department of Computer and Information Science, University of Macau（澳门大学计算机与信息科学系）；School of Information and Communication Engineering, University of Electronic Science and Technology of China（电子科技大学信息与通信工程学院）
Multi-Path Long-Term Vessel Trajectories Forecasting with Probabilistic Feature Fusion for Problem Shifting
organization= Institute for Big Data Analytics, Dalhousie University , addressline= Halifax -- NS, Canada；organization= Industrial Engineering Department, Dalhousie University, Halifax -- NS, Canada；organization= Department of Comp. Sci.；Media Tech., Linnaeus University , addressline= Vaxjo, Sweden；organization= Institute of Computer Science, Polish Academy of Sciences , addressline= Warsaw, Poland；organization= DHI Water \& Environment Inc. , addressline= Ottawa, Canada
Deep probabilistic forecasting is gaining attention in numerous applications ranging from weather prognosis, through electricity consumption estimation, to autonomous vehicle trajectory prediction. However, existing approaches focus on improvements on the most common scenarios without addressing the performance on rare and difficult cases. In this work, we identify a long tail behavior in the performance of state-of-the-art deep learning methods on probabilistic forecasting. We present two moment-based tailedness measurement concepts to improve performance on the difficult tail examples: Paret…
OphthaDT: Generative Digital Twins for Forecasting Visual Acuity Trajectories in Ophthalmology
Computational Sciences Center of Excellence, Roche, Penzberg, Germany（计算科学卓越中心，罗氏，彭茨贝格，德国）；Computational Health Center, Helmholtz Munich, Munich, Germany（计算健康中心，亥姆霍兹慕尼黑，慕尼黑，德国）；Department of Biology, Ludwig Maximilian University of Munich, Munich, Germany（生物学系，路德维希-马克西米利安-慕尼黑大学，慕尼黑，德国）；Computational Sciences Center of Excellence, Roche, Basel, Switzerland（计算科学卓越中心，罗氏，巴塞尔，瑞士）；Department of Biochemistry and Pharmacology, Bio21 Molecular Science and Biotechnology Institute, The University of Melbourne, Parkville, Australia（生物化学与药理学系，Bio21分子科学与生物技术研究所，墨尔本大学，帕克维尔，澳大利亚）；Technical University of Munich, Munich, Germany（慕尼黑工业大学，慕尼黑，德国）
ImageFlowNet: Forecasting Multiscale Image-Level Trajectories of Disease Progression with Irregularly-Sampled Longitudinal Medical Images
Yale University（耶鲁大学）；University of California, San Francisco（加州大学旧金山分校）；Mila - Quebec AI Institute（魁北克AI研究所）；Université de Montréal（蒙特利尔大学）；McGill University（麦吉尔大学）；Northern California Retina Vitreous Associates（北加州视网膜与玻璃体协会）
TyphoFormer: Language-Augmented Transformer for Accurate Typhoon Track Forecasting
Florida State University（佛罗里达州立大学）；FAMU-FSU College of Engineering（FAMU-FSU 工程学院）；University of Southern California（南加州大学）；University of Maryland（马里兰大学）
Shanghai Jiao Tong University（上海交通大学）；University of Southern California（南加州大学）；Beijing Institute of Technology（北京理工大学）
Uncertainty modeling is critical in trajectory forecasting systems for both interpretation and safety reasons. To better predict the future trajectories of multiple agents, recent works have introduced interaction modules to capture interactions among agents. This approach leads to correlations among the predicted trajectories. However, the uncertainty brought by such correlations is neglected. To fill this gap, we propose a novel concept, collaborative uncertainty(CU), which models the uncertainty resulting from the interaction module. We build a general CU-based framework to make a predictio…
University College Dublin（都柏林大学学院）；Czech Technical University in Prague（布拉格捷克理工大学）；Imperial College London（帝国理工学院）
In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. When the amounts of training data for the subgroups are not controlled carefully, under-representation bias arises. We introduce two natural notions of subgroup fairness and instantaneous fairness to address such under-representation bias in time-series forecasting problems. In particular, we consider the subgroup-fair and instant-fair learning of a linear dynamical system (LDS) from multiple trajectories of varying lengths, and the associated forecasting problems. We provi…
In this work, we present LaserFlow, an efficient method for 3D object detection and motion forecasting from LiDAR. Unlike the previous work, our approach utilizes the native range view representation of the LiDAR, which enables our method to operate at the full range of the sensor in real-time without voxelization or compression of the data. We propose a new multi-sweep fusion architecture, which extracts and merges temporal features directly from the range images. Furthermore, we propose a novel technique for learning a probability distribution over future trajectories inspired by curriculum …
Enhancing Tropical Cyclone Path Forecasting with an Improved Transformer Network
Faculty of Electronics and Telecommunications University of Engineering and Technology, VNU Hanoi, Vietnam（电子电信学院 工程技术大学 巴黎越南河内分校）；Faculty of Information Technology University of Engineering and Technology, VNU Hanoi, Vietnam（信息技术学院 工程技术大学 巴黎越南河内分校）
Improving irradiance forecasting is critical to further increase the share of solar in the energy mix. On a short time scale, fish-eye cameras on the ground are used to capture cloud displacements causing the local variability of the electricity production. As most of the solar radiation comes directly from the Sun, current forecasting approaches use its position in the image as a reference to interpret the cloud cover dynamics. However, existing Sun tracking methods rely on external data and a calibration of the camera, which requires access to the device. To address these limitations, this s…
Disease progression models are instrumental in predicting individual-level health trajectories and understanding disease dynamics. Existing models are capable of providing either accurate predictions of patients prognoses or clinically interpretable representations of disease pathophysiology, but not both. In this paper, we develop the phased attentive state space (PASS) model of disease progression, a deep probabilistic model that captures complex representations for disease progression while maintaining clinical interpretability. Unlike Markovian state space models which assume memoryless dy…
