Vovk, Vladimir, Shafer, Glenn, Nouretdinov, Ilia

In the problem of probability forecasting the learner's goal is to output, given a training set and a new object, a suitable probability measure on the possible values of the new object's label. An online algorithm for probability forecasting is said to be well-calibrated if the probabilities it outputs agree with the observed frequencies. We give a natural nonasymptotic formalizationof the notion of well-calibratedness, which we then study under the assumption of randomness (the object/label pairs are independent and identically distributed). It turns out that, although no probability forecasting algorithm is automatically well-calibrated in our sense, there exists a wide class of algorithms for "multiprobability forecasting" (such algorithms are allowed to output a set, ideally very narrow, of probability measures) which satisfy this property; we call the algorithms in this class "Venn probability machines". Our experimental results demonstrate that a 1-Nearest Neighbor Venn probability machine performs reasonably well on a standard benchmark data set, and one of our theoretical results asserts that a simple Venn probability machine asymptotically approaches the true conditional probabilities regardless, and without knowledge, of the true probability measure generating the examples.

Time series forecasting is an important area of machine learning that is often neglected. It is important because there are so many prediction problems that involve a time component. These problems are neglected because it is this time component that makes time series problems more difficult to handle. In this post, you will discover time series forecasting. What is Time Series Forecasting?

Arutchelvan, G., Srivatsa, S. K., Jagannathan, R.

In the last two decades, a number of methods have been proposed for forecasting based on fuzzy time series. Most of the fuzzy time series methods are presented for forecasting of car road accidents. However, the forecasting accuracy rates of the existing methods are not good enough. In this paper, we compared our proposed new method of fuzzy time series forecasting with existing methods. Our method is based on means based partitioning of the historical data of car road accidents. The proposed method belongs to the kth order and time-variant methods. The proposed method can get the best forecasting accuracy rate for forecasting the car road accidents than the existing methods.

Cirstea, Razvan-Gabriel, Micu, Darius-Valer, Muresan, Gabriel-Marcel, Guo, Chenjuan, Yang, Bin

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record time-varying attributes (a.k.a., time series) of such entities, thus producing correlated time series. To enable accurate forecasting on such correlated time series, this paper proposes two models that combine convolutional neural networks (CNNs) and recurrent neural networks (RNNs). The first model employs a CNN on each individual time series, combines the convoluted features, and then applies an RNN on top of the convoluted features in the end to enable forecasting. The second model adds additional auto-encoders into the individual CNNs, making the second model a multi-task learning model, which provides accurate and robust forecasting. Experiments on two real-world correlated time series data set suggest that the proposed two models are effective and outperform baselines in most settings. This report extends the paper "Correlated Time Series Forecasting using Multi-Task Deep Neural Networks," to appear in ACM CIKM 2018, by providing additional experimental results.