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Conformal Time-Series Forecasting

Neural Information Processing Systems

Current approaches for (multi-horizon) time-series forecasting using recurrent neural networks (RNNs) focus on issuing point estimates, which are insufficient for informing decision-making in critical application domains wherein uncertainty estimates are also required. Existing methods for uncertainty quantification in RNNbased time-series forecasts are limited as they may require significant alterations to the underlying architecture, may be computationally complex, may be difficult to calibrate, may incur high sample complexity, and may not provide theoretical validity guarantees for the issued uncertainty intervals. In this work, we extend the inductive conformal prediction framework to the time-series forecasting setup, and propose a lightweight uncertainty estimation procedure to address the above limitations. With minimal exchangeability assumptions, our approach provides uncertainty intervals with theoretical guarantees on frequentist coverage for any multi-horizon forecast predictor and any dataset. We demonstrate the effectiveness of the conformal forecasting framework by comparing it with existing baselines on a variety of synthetic and real-world datasets.


Appendix

Neural Information Processing Systems

In this appendix, we first introduce the datasets and evaluation metrics used in the experiments in Section A. Then, we provide extra experimental results in Section B. In Section C, we present details of network design, training scheme, and hyper-parameter tuning. We conduct experiments on 11 popular time series datasets: (1) Electricity Transformer Temperature [42] (ETTh(1,2),ETTm1) 3consists of 2 year electric power data collected from two separated counties of China. Each data point includes an "oil temperature" value and 6 power load features. The data is aggregated into 5-minutes windows, resulting in 12 points per hour and 288 points per day. A.1 Electricity Transformer Temperature (ETT) For data pre-processing, we perform zero-mean normalization, i.e., X We use Mean Absolute Errors (MAE) [17] and Mean Squared Errors (MSE) [26] for model comparison.


Hybrid Feature Learning with Time Series Embeddings for Equipment Anomaly Prediction

arXiv.org Machine Learning

In predictive maintenance of equipment, deep learning-based time series anomaly detection has garnered significant attention; however, pure deep learning approaches often fail to achieve sufficient accuracy on real-world data. This study proposes a hybrid approach that integrates 64-dimensional time series embeddings from Granite TinyTimeMixer with 28-dimensional statistical features based on domain knowledge for HVAC equipment anomaly prediction tasks. Specifically, we combine time series embeddings extracted from a Granite TinyTimeMixer encoder fine-tuned with LoRA (Low-Rank Adaptation) and 28 types of statistical features including trend, volatility, and drawdown indicators, which are then learned using a LightGBM gradient boosting classifier. In experiments using 64 equipment units and 51,564 samples, we achieved Precision of 91--95\% and ROC-AUC of 0.995 for anomaly prediction at 30-day, 60-day, and 90-day horizons. Furthermore, we achieved production-ready performance with a false positive rate of 1.1\% or less and a detection rate of 88--94\%, demonstrating the effectiveness of the system for predictive maintenance applications. This work demonstrates that practical anomaly detection systems can be realized by leveraging the complementary strengths between deep learning's representation learning capabilities and statistical feature engineering.



KANFormer for Predicting Fill Probabilities via Survival Analysis in Limit Order Books

arXiv.org Artificial Intelligence

This paper introduces KANFormer, a novel deep-learning-based model for predicting the time-to-fill of limit orders by leveraging both market- and agent-level information. KANFormer combines a Dilated Causal Convolutional network with a Transformer encoder, enhanced by Kolmogorov-Arnold Networks (KANs), which improve nonlinear approximation. Unlike existing models that rely solely on a series of snapshots of the limit order book, KANFormer integrates the actions of agents related to LOB dynamics and the position of the order in the queue to more effectively capture patterns related to execution likelihood. We evaluate the model using CAC 40 index futures data with labeled orders. The results show that KANFormer outperforms existing works in both calibration (Right-Censored Log-Likelihood, Integrated Brier Score) and discrimination (C-index, time-dependent AUC). We further analyze feature importance over time using SHAP (SHapley Additive exPlanations). Our results highlight the benefits of combining rich market signals with expressive neural architectures to achieve accurate and interpretabl predictions of fill probabilities.


Multi-Scenario Highway Lane-Change Intention Prediction: A Physics-Informed AI Framework for Three-Class Classification

arXiv.org Artificial Intelligence

Lane-change maneuvers are a leading cause of highway accidents, underscoring the need for accurate intention prediction to improve the safety and decision-making of autonomous driving systems. While prior studies using machine learning and deep learning methods (e.g., SVM, CNN, LSTM, Transformers) have shown promise, most approaches remain limited by binary classification, lack of scenario diversity, and degraded performance under longer prediction horizons. In this study, we propose a physics-informed AI framework that explicitly integrates vehicle kinematics, interaction feasibility, and traffic-safety metrics (e.g., distance headway, time headway, time-to-collision, closing gap time) into the learning process. lane-change prediction is formulated as a three-class problem that distinguishes left change, right change, and no change, and is evaluated across both straight highway segments (highD) and complex ramp scenarios (exiD). By integrating vehicle kinematics with interaction features, our machine learning models, particularly LightGBM, achieve state-of-the-art accuracy and strong generalization. Results show up to 99.8% accuracy and 93.6% macro F1 on highD, and 96.1% accuracy and 88.7% macro F1 on exiD at a 1-second horizon, outperforming a two-layer stacked LSTM baseline. These findings demonstrate the practical advantages of a physics-informed and feature-rich machine learning framework for real-time lane-change intention prediction in autonomous driving systems.


Predictive Safety Shield for Dyna-Q Reinforcement Learning

arXiv.org Artificial Intelligence

Obtaining safety guarantees for reinforcement learning is a major challenge to achieve applicability for real-world tasks. Safety shields extend standard reinforcement learning and achieve hard safety guarantees. However, existing safety shields commonly use random sampling of safe actions or a fixed fallback controller, therefore disregarding future performance implications of different safe actions. In this work, we propose a predictive safety shield for model-based reinforcement learning agents in discrete space. Our safety shield updates the Q-function locally based on safe predictions, which originate from a safe simulation of the environment model. This shielding approach improves performance while maintaining hard safety guarantees. Our experiments on gridworld environments demonstrate that even short prediction horizons can be sufficient to identify the optimal path. We observe that our approach is robust to distribution shifts, e.g., between simulation and reality, without requiring additional training.


Are Foundation Models Useful for Bankruptcy Prediction?

arXiv.org Artificial Intelligence

Foundation models have shown promise across various financial applications, yet their effectiveness for corporate bankruptcy prediction remains systematically unevaluated against established methods. We study bankruptcy forecasting using Llama-3.3-70B-Instruct and TabPFN, evaluated on large, highly imbalanced datasets of over one million company records from the Visegrád Group. We provide the first systematic comparison of foundation models against classical machine learning baselines for this task. Our results show that models such as XGBoost and CatBoost consistently outperform foundation models across all prediction horizons. LLM-based approaches suffer from unreliable probability estimates, undermining their use in risk-sensitive financial settings. TabPFN, while competitive with simpler baselines, requires substantial computational resources with costs not justified by performance gains. These findings suggest that, despite their generality, current foundation models remain less effective than specialized methods for bankruptcy forecasting.


Learning-based Radio Link Failure Prediction Based on Measurement Dataset in Railway Environments

arXiv.org Artificial Intelligence

In this paper, a measurement-driven framework is proposed for early radio link failure (RLF) prediction in 5G non-standalone (NSA) railway environments. Using 10 Hz metro-train traces with serving and neighbor-cell indicators, we benchmark six models, namely CNN, LSTM, XGBoost, Anomaly Transformer, PatchTST, and TimesNet, under varied observation windows and prediction horizons. When the observation window is three seconds, TimesNet attains the highest F1 score with a three-second prediction horizon, while CNN provides a favorable accuracy-latency tradeoff with a two-second horizon, enabling proactive actions such as redundancy and adaptive handovers. The results indicate that deep temporal models can anticipate reliability degradations several seconds in advance using lightweight features available on commercial devices, offering a practical path to early-warning control in 5G-based railway systems.