3 accepted papers
This research addresses the problem of adaptive modeling in time-series data streams with clear input-output relationships. This problem is challenging because rapid system changes (regime shifts) caused by environmental factors or input delay changes degrade model performance, and the trade-off amo
Sudden concept drift makes previously trained predictors unreliable, yet deciding when to retrain and what post-drift data size is sufficient is rarely addressed. We propose CALIPER —a detector- and model-agnostic, data-only test that estimates the post-drift data size required for stable retraining…
We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms that incorporate long-term temporal dependencies are largely…