4 papers
Model-Agnostic Online Certificate-Driven Calibration for Time Series Forecasting Under Distribution Shift
Chenfeng Huang, Zixuan Ma, George Michailidis
Time series out-of-distribution generalization requires forecasters to remain reliable when deployment dynamics differ from training conditions due to covariate shift, concept shif…
PAC-Bayesian Meta-Learning for Few-Shot Identification of Linear Dynamical Systems
Chenfeng Huang, George Michailidis
Identifying linear time-invariant (LTI) dynamical systems is challenging when trajectories are short, noisy, or high-dimensional. Traditional system identification typically treats…
Causal Bayesian Optimization: Foundations, Methods, and Applications
Chenfeng Huang, Thuy T. Le, Zixuan Ma +1
Causal Bayesian Optimization (CBO) combines causal inference with Bayesian optimization to enable sample-efficient intervention selection in systems with causal structure. This sur…
Effective Series Decomposition and Components Learning for Time Series Generation
Zixuan Ma, Chenfeng Huang
Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, dri…