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Bogdan Oancea

Publications and source records attributed to Bogdan Oancea.

At least 19 recordsLinked to original sources

Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts

Conformal prediction provides distribution-free prediction intervals but relies on exchangeability, an assumption often violated in economic forecasting because of covariate shift, concept drift, local heterogeneity and latent regimes. We propose Dynamic Regime-Aware Conformal Prediction (DRACP), which combines density-ratio, localized kernel and probabilistic regime-aware weighting with a self-tuning online significance controller in a unified weighted conformal calibration framework. We distinguish three theoretical results: finite-sample validity under oracle importance weights, a coverage-gap bound for estimated weights with rates in effective sample size, and deterministic or regret guarantees for the online controller. We evaluate DRACP against six baselines on 48 real forecasting series covering euro-area and EU-27 HICP inflation, US macroeconomic and energy indicators, and daily financial series. Recent online methods (FACI, strongly-adaptive online conformal prediction and conformal PID) were verified against the authors' implementations. DRACP is not the most efficient method: strongly-adaptive online conformal prediction achieves the best interval score and intervals about 20% narrower. Instead, DRACP provides the most reliable calibration, achieving coverage closest to the nominal 0.90 (0.890), never falling below 0.80 on any series, maintaining the best coverage at all forecast horizons, and performing best during the 2021-2023 inflation surge. The strongly-adaptive method undercovers on 20 of 48 series versus 10 for DRACP. DRACP therefore offers a principled trade-off between calibration and efficiency, favoring reliable coverage when prediction intervals must satisfy coverage standards. An ablation study shows that the online controller and conditional-scale normalization provide most of the performance gain, whereas the weighting components make a smaller contribution.

cs.LG

Generative Augmentation of Raman Spectra for Glioma Classification

Access to sufficiently large biomedical datasets remains a major obstacle for machine learning in Raman spectroscopy-based diagnostics. In particular, for glioma analysis, datasets are typically small and heterogeneous, affected by acquisition-specific variability. This work investigates the utility of deep generative augmentation in such a small-cohort setting. We analyze glioma biopsy spectra acquired from 58 tumor samples and consider both binary IDH-status classification and 6-class methylation subtype classification problems. To address the limited size and imbalance of the dataset, we develop a conditional variational autoencoder ($\beta$-CVAE) capable of generating class-conditioned synthetic Raman spectra. The generated data are evaluated in Train-on-Synthetic, Test-on-Real (TS/TR) and Train-on-Synthetic+Real, Test-on-Real (TSR/TR) settings under a strict patient-isolated cross-validation protocol. Models trained exclusively on synthetic data underperform models trained on real spectra, indicating a substantial domain gap between synthetic and real distributions. However, augmenting the real training data with synthetic spectra consistently improves classification performance across multiple models. These findings indicate that, even with a limited number of independent patient samples, generative models can capture sufficient structure to provide useful regularization for downstream classifiers. We also investigate a reconstruction-based inference strategy, termed Classification by Reconstruction (CbR), in which class prediction is based on reconstruction error under different class conditions. Overall, the results support the use of deep generative augmentation as a practical strategy for improving machine learning robustness in Raman spectroscopy applications characterized by limited biomedical datasets.

cs.LG

Machine Learning for Biomedical Raman Spectroscopy: From Spectral Acquisition to Clinical Translation

Raman spectroscopy provides label-free, chemically specific characterization of biological systems and has become an important tool for cancer diagnosis, molecular subtyping, microbiological identification, and intraoperative decision support. Biomedical Raman spectra are, however, high-dimensional, noisy, and affected by fluorescence background, acquisition variability, and biological heterogeneity, making robust computational analysis essential. This review examines the role of machine learning across the biomedical Raman spectroscopy pipeline, from preprocessing and signal correction to unsupervised structure discovery, supervised diagnosis and molecular stratification, representation and transfer learning, explainability, biomarker discovery, and multimodal integration with imaging, pathology, and molecular profiling. Emphasis is placed on the use of machine learning not only for diagnostic classification, but also for biologically interpretable and clinically actionable analysis. We also discuss the main barriers to clinical translation, including limited dataset sizes, inter-instrument variability, inconsistent preprocessing, insufficient external validation, reproducibility concerns, and limited sharing of software, data, and metadata. We argue that progress will require methodological advances together with standardization, robust validation, explainability, and deployment-ready analytical frameworks. By integrating methodological, biomedical, and translational perspectives, this review outlines key directions for developing reliable and clinically deployable Raman-AI systems.

cs.LG

Unsupervised Machine Learning for Detecting Structural Anomalies in European Regional Statistics

Ensuring the coherence of regional socio-economic statistics is a central task for national statistical institutes. Traditional validation tools, such as range edits, ratio checks, or univariate outlier detection, are effective for identifying extreme values in individual series but are less suited for detecting unusual combinations of indicators in high-dimensional settings. This paper proposes an unsupervised machine learning framework for identifying structurally atypical regional profiles within Europe using publicly available Eurostat data. We construct a cross-sectional dataset of NUTS2 regions (2022) covering four key indicators: GDP per capita in PPS, unemployment rate, tertiary educational attainment, and population density. We apply and compare five anomaly detection techniques, univariate z-scores, Mahalanobis distance, Isolation Forest, Local Outlier Factor, and One-Class SVM, and classify a region as a structural anomaly if it is flagged by at least three of the five methods. The findings show that machine learning methods identify a consistent set of regions whose multivariate profiles diverge substantially from the EU-wide pattern. These include both highly developed metropolitan economies (Brussels, Vienna, Berlin, Prague) and regions with persistent socio-economic disadvantages (Central and Western Slovakia, Northern Hungary, Castilla-La Mancha, Extremadura), as well as Istanbul, whose profile differs markedly from EU capital regions. Importantly, these anomalies do not necessarily signal data quality issues; rather, they reflect meaningful structural divergence that warrants analytical or policy attention. The proposed framework is fully reproducible, scalable, and compatible with existing validation workflows, offering a flexible tool for early detection of unusual regional configurations within the European Statistical System.

cs.LG

Text classification using machine learning methods

In this paper we present the results of an experiment aimed to use machine learning methods to obtain models that can be used for the automatic classification of products. In order to apply automatic classification methods, we transformed the product names from a text representation to numeric vectors, a process called word embedding. We used several embedding methods: Count Vectorization, TF-IDF, Word2Vec, FASTTEXT, and GloVe. Having the product names in a form of numeric vectors, we proceeded with a set of machine learning methods for automatic classification: Logistic Regression, Multinomial Naive Bayes, kNN, Artificial Neural Networks, Support Vector Machines, and Decision trees with several variants. The results show an impressive accuracy of the classification process for Support Vector Machines, Logistic Regression, and Random Forests. Regarding the word embedding methods, the best results were obtained with the FASTTEXT technique.

cs.CL

Advancing GDP Forecasting: The Potential of Machine Learning Techniques in Economic Predictions

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often nonlinear nature of global economies necessitates the exploration of alternative approaches. Machine learning methods offer promising advantages over traditional econometric techniques for Gross Domestic Product forecasting, given their ability to model complex, nonlinear interactions and patterns without the need for explicit specification of the underlying relationships. This paper investigates the efficacy of Recurrent Neural Networks, in forecasting GDP, specifically LSTM networks. These models are compared against a traditional econometric method, SARIMA. We employ the quarterly Romanian GDP dataset from 1995 to 2023 and build a LSTM network to forecast to next 4 values in the series. Our findings suggest that machine learning models, consistently outperform traditional econometric models in terms of predictive accuracy and flexibility

cs.LG

Big data in economics

The term of big data was used since 1990s, but it became very popular around 2012. A recent definition of this term says that big data are information assets characterized by high volume, velocity, variety and veracity that need special analytical methods and software technologies to extract value form them. While big data was used at the beginning mostly in information technology field, now it can be found in every area of activity: in governmental decision-making processes, manufacturing, education, healthcare, economics, engineering, natural sciences, sociology. The rise of Internet, mobile phones, social media networks, different types of sensors or satellites provide enormous quantities of data that can have profound effects on economic research. The data revolution that we are facing transformed the way we measure the human behavior and economic activities. Unemployment, consumer price index, population mobility, financial transactions are only few examples of economic phenomena that can be analyzed using big data sources. In this paper we will start with a taxonomy of big data sources and show how these new data sources can be used in empirical analyses and to build economic indicators very fast and with reduced costs.

econ.GN

Urban Green Index estimation based on data collected by remote sensing for Romanian cities

The modernization of offi cial statistics involves the use of new data sources, such as data collected through remote sensing. The document contains a description of how an urban green index, derived from the SDG 11.7 objective, was obtained for Romania's 41 county seat cities based on free data sets collected by remote sensing from the European and North American space agencies. The main result is represented by an estimate of the areas of surfaces covered with vegetation for the 40 county seat towns and the municipality of Bucharest, relative to the total surface. To estimate the area covered with vegetation, we used two data sets obtained by remote sensing, namely data provided by the MODIS mission, the TERRA satellite, and data provided by the Sentinel 2 mission from the Copernicus space program. Based on the results obtained, namely the surface area covered with vegetation, estimated in square kilometers, and the percentage of the total surface area or urban green index, we have created a national top of the county seat cities

cs.OH

A set of R packages to estimate population counts from mobile phone data

In this paper, we describe the software implementation of the methodological framework designed to incorporate mobile phone data into the current production chain of official statistics during the ESSnet Big Data II project. We present an overview of the architecture of the software stack, its components, the interfaces between them, and show how they can be used. Our software implementation consists in four R packages: destim for estimation of the spatial distribution of the mobile devices, deduplication for classification of the devices as being in 1:1 or 2:1 correspondence with its owner, aggregation for estimation of the number of individuals detected by the network starting from the geolocation probabilities and the duplicity probabilities and inference which combines the number of individuals provided by the previous package with other information like the population counts from an official register and the mobile operator penetration rates to provide an estimation of the target population counts.

cs.MS

On new data sources for the production of official statistics

In the past years we have witnessed the rise of new data sources for the potential production of official statistics, which, by and large, can be classified as survey, administrative, and digital data. Apart from the differences in their generation and collection, we claim that their lack of statistical metadata, their economic value, and their lack of ownership by data holders pose several entangled challenges lurking the incorporation of new data into the routinely production of official statistics. We argue that every challenge must be duly overcome in the international community to bring new statistical products based on these sources. These challenges can be naturally classified into different entangled issues regarding access to data, statistical methodology, quality, information technologies, and management. We identify the most relevant to be necessarily tackled before new data sources can be definitively considered fully incorporated into the production of official statistics.

stat.OT

The performances of R GPU implementations of the GMRES method

Although the performance of commodity computers has improved drastically with the introduction of multicore processors and GPU computing, the standard R distribution is still based on single-threaded model of computation, using only a small fraction of the computational power available now for most desktops and laptops. Modern statistical software packages rely on high performance implementations of the linear algebra routines there are at the core of several important leading edge statistical methods. In this paper we present a GPU implementation of the GMRES iterative method for solving linear systems. We compare the performance of this implementation with a pure single threaded version of the CPU. We also investigate the performance of our implementation using different GPU packages available now for R such as gmatrix, gputools or gpuR which are based on CUDA or OpenCL frameworks.

cs.DC

Decomposition of the Inequality of Income Distribution by Income Types - Application for Romania

This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed from classical statistics (Theil). Decomposition of the inequalities measured by the Theil index is also performed. This study relies on an exhaustive (11.1 million records for 2014) data-set for total personal gross income of Romanian citizens.

q-fin.GN

The return to higher education: evidence from Romania

Education is one of the most important components of the human capital, and an important determinant of the personal income. Estimating the rate of return to education is a main topic of economic research. In this paper we analyzed the rate of return to higher education in Romania using the well-known Mincer equation. Besides the educational level and the number of years of experience on the labor market we also used a series of socio-demographic variables such as gender, civil status, the area of residence. We were interested mainly in calculating the rate of return to higher education, therefore we computed this rate for bachelor, master and doctoral degrees separately. We also investigated the rate of return to higher education on technical, science, economics, law, medicine, and arts fields. Our results showed that the rate of return to higher education has a greater value than most of the developed countries of EU and the field of higher education that brings the highest rate of return is medicine

cs.CY

Developing a High Performance Software Library with MPI and CUDA for Matrix Computations

Nowadays, the paradigm of parallel computing is changing. CUDA is now a popular programming model for general purpose computations on GPUs and a great number of applications were ported to CUDA obtaining speedups of orders of magnitude comparing to optimized CPU implementations. Hybrid approaches that combine the message passing model with the shared memory model for parallel computing are a solution for very large applications. We considered a heterogeneous cluster that combines the CPU and GPU computations using MPI and CUDA for developing a high performance linear algebra library. Our library deals with large linear systems solvers because they are a common problem in the fields of science and engineering. Direct methods for computing the solution of such systems can be very expensive due to high memory requirements and computational cost. An efficient alternative are iterative methods which computes only an approximation of the solution. In this paper we present an implementation of a library that uses a hybrid model of computation using MPI and CUDA implementing both direct and iterative linear systems solvers. Our library implements LU and Cholesky factorization based solvers and some of the non-stationary iterative methods using the MPI/CUDA combination. We compared the performance of our MPI/CUDA implementation with classic programs written to be run on a single CPU.

cs.DC

Improving the performance of the linear systems solvers using CUDA

Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: scientific computing, computer vision, databases, data mining, and economics. GPUs are high performance many-core processors that can obtain very high FLOP rates. Since the first idea of using GPU for general purpose computing, things have evolved and now there are several approaches to GPU programming: CUDA from NVIDIA and Stream from AMD. CUDA is now a popular programming model for general purpose computations on GPU for C/C++ programmers. A great number of applications were ported to CUDA programming model and they obtain speedups of orders of magnitude comparing to optimized CPU implementations. In this paper we present an implementation of a library for solving linear systems using the CCUDA framework. We present the results of performance tests and show that using GPU one can obtain speedups of about of approximately 80 times comparing with a CPU implementation.

cs.DC

Accelerating R with high performance linear algebra libraries

Linear algebra routines are basic building blocks for the statistical software. In this paper we analyzed how can we can improve R performance for matrix computations. We benchmarked few matrix operations using the standard linear algebra libraries included in the R distribution and high performance libraries like OpenBLAS, GotoBLAS and MKL. Our tests showed the the best results are obtained with the MKL library, the other two libraries having similar performances, but lower than MKL

cs.MS

GPGPU Computing

Since the first idea of using GPU to general purpose computing, things have evolved over the years and now there are several approaches to GPU programming. GPU computing practically began with the introduction of CUDA (Compute Unified Device Architecture) by NVIDIA and Stream by AMD. These are APIs designed by the GPU vendors to be used together with the hardware that they provide. A new emerging standard, OpenCL (Open Computing Language) tries to unify different GPU general computing API implementations and provides a framework for writing programs executed across heterogeneous platforms consisting of both CPUs and GPUs. OpenCL provides parallel computing using task-based and data-based parallelism. In this paper we will focus on the CUDA parallel computing architecture and programming model introduced by NVIDIA. We will present the benefits of the CUDA programming model. We will also compare the two main approaches, CUDA and AMD APP (STREAM) and the new framwork, OpenCL that tries to unify the GPGPU computing models.

cs.DC

Integrating R and Hadoop for Big Data Analysis

Analyzing and working with big data could be very diffi cult using classical means like relational database management systems or desktop software packages for statistics and visualization. Instead, big data requires large clusters with hundreds or even thousands of computing nodes. Offi cial statistics is increasingly considering big data for deriving new statistics because big data sources could produce more relevant and timely statistics than traditional sources. One of the software tools successfully and wide spread used for storage and processing of big data sets on clusters of commodity hardware is Hadoop. Hadoop framework contains libraries, a distributed fi le-system (HDFS), a resource-management platform and implements a version of the MapReduce programming model for large scale data processing. In this paper we investigate the possibilities of integrating Hadoop with R which is a popular software used for statistical computing and data visualization. We present three ways of integrating them: R with Streaming, Rhipe and RHadoop and we emphasize the advantages and disadvantages of each solution.

cs.DC