Concentration bounds for statistical learning for time dependent data

Wei-Biao Wu

Change-Point Synchronization Testing in Multiple Time-Series

Soham Bonnerjee, Sayar Karmakar, Maggie Cheng, Wei Biao Wu

Multiple change point detection in functional data with applications to biomechanical fatigue data

Patrick Bastian, Rupsa Basu, Holger Dette

Bootstrap convergence rates for the maximum of an increasing number of autocovariances and autocorrelations under strict stationarity

Alexander Braumann, Marco Meyer, Jens-Peter Kreiss

Detection of breaks in weak location time series models with quasi-Fisher scores

Christian Francq, Lorenzo Trapani, Jean-Michel Zakoian

Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios?

Ansgar Steland

Semi-continuous time series for sparse data with volatility clustering

Sarka Hudecova, Michal Pesta

The use of neural networks and PCA dimensionality reduction in filling missing fragments in high-dimensional time series

Ewa Skubalska-Rafajłowicz, Adam Krzyżak, Michał Piórek

Test bench automation with Safe Active Learning using Gaussian Processes

Christoph Zimmer

Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Price Forecasting

Jonathan Berrisch, Florian Ziel

Semi-Structured Regression

David Rügamer

Forecasting the electricity demand flexibility via data-driven inverse optimization

ADRIAN Esteban Perez, YASHAR Ghiassi-Farrokhfal, DEREK Bunn