arXiv subjects

Rahul Goswami

Publications and source records attributed to Rahul Goswami.

5 recordsLinked to original sources

arXiv2026

Long-Memory Reservoir Computing for Data-Scarce Dengue Forecasting

Accurate dengue forecasting is crucial for public health planning, but remains challenging because incidence series are often short, noisy, non-stationary, nonlinear, and often affected by long-range temporal dependence. Fractional differencing in Autoregressive Fractionally Integrated Moving Average (ARFIMA) helps balance non-stationarity and persistence, but its linear structure limits its ability to capture nonlinear dynamics. Deep neural networks can model nonlinear patterns, but usually require large training samples and do not explicitly encode statistical long memory. Echo State Networks (ESNs), a widely used reservoir computing framework, are attractive in this setting because they retain nonlinear recurrent dynamics while training only a simple readout, making them suitable for data-scarce scenarios. However, standard ESNs lack long-term memory from a time-series perspective. This study proposes a long-memory reservoir computing framework that integrates dedicated long-memory and short-memory ESN reservoirs with a ridge-regression readout. We introduce two variants: Fractional ESN (fESN), which incorporates fractional-differencing dynamics into the reservoir to encode long-range dependence directly, and Wavelet ESN (wESN), which extracts stable low-frequency components through wavelet smoothing before modeling them with a memory-aware reservoir. We establish theoretical guarantees for closed-loop reservoir dynamics, showing that standard ESNs induce short-memory processes under mild conditions, whereas the proposed long-memory reservoirs generate polynomially decaying dependence consistent with statistical long memory. Across multiple dengue datasets and forecasting horizons, fESN and wESN outperform statistical and deep learning baselines. Combining conformal prediction with fESN and wESN provides distribution-free calibrated uncertainty intervals.

stat.ML↗

arXiv2026

Deep Generative Transformers for Probabilistic Time Series and Spatiotemporal Forecasting

Reliable uncertainty quantification is paramount for forecasting multivariate time series and spatiotemporal data. While Transformer architectures excel at sequence modeling, current probabilistic approaches typically rely on restrictive parametric likelihoods or quantile-based objectives, thereby limiting their ability to capture complex joint distributions in correlated time series. To overcome these limitations, we propose \textit{Enformer} and its spatiotemporal extension, \textit{GEnformer}. These models synthesize the expressive power of Transformers with engression, a stochastic learning paradigm for modeling conditional distributions. By injecting stochastic noise and optimizing a strictly proper scoring objective, our frameworks directly learn conditional predictive distributions without imposing parametric assumptions. This design ensures the generation of coherent multivariate trajectories while maintaining the Transformer's efficacy in modeling long-range dependencies and cross-series interactions. The probabilistic capability of Enformer is achieved with an asymptotic overhead of only a constant factor over a deterministic Transformer with an identical configuration. We extensively evaluate our frameworks on prominent multivariate benchmarks for temporal dynamics and real-world epidemic datasets for spatiotemporal dynamics. Empirical results demonstrate that both frameworks yield calibrated probabilistic forecasts and consistently outperform state-of-the-art baselines.

cs.LG↗

arXiv2023

Area-norm COBRA on Conditional Survival Prediction

The paper explores a different variation of combined regression strategy to calculate the conditional survival function. We use regression based weak learners to create the proposed ensemble technique. The proposed combined regression strategy uses proximity measure as area between two survival curves. The proposed model shows a construction which ensures that it performs better than the Random Survival Forest. The paper discusses a novel technique to select the most important variable in the combined regression setup. We perform a simulation study to show that our proposition for finding relevance of the variables works quite well. We also use three real-life datasets to illustrate the model.

cs.LG↗

arXiv2022

Integrated Brier Score based Survival Cobra -- A regression based approach

Recently Goswami et al. \cite{goswami2022concordance} introduced two novel implementations of combined regression strategy to find the conditional survival function. The paper uses regression-based weak learners and provides an alternative version of the combined regression strategy (COBRA) ensemble using the Integrated Brier Score to predict conditional survival function. We create a novel predictor based on a weighted version of all machine predictions taking weights as a specific function of normalized Integrated Brier Score. We use two different norms (Frobenius and Sup norm) to extract the proximity points in the algorithm. Our implementations consider right-censored data too. We illustrate the proposed algorithms through some real-life data analysis.

cs.LG↗

arXiv2022

Concordance based Survival Cobra with regression type weak learners

In this paper, we predict conditional survival functions through a combined regression strategy. We take weak learners as different random survival trees. We propose to maximize concordance in the right-censored set up to find the optimal parameters. We explore two approaches, a usual survival cobra and a novel weighted predictor based on the concordance index. Our proposed formulations use two different norms, say, Max-norm and Frobenius norm, to find a proximity set of predictions from query points in the test dataset. We illustrate our algorithms through three different real-life dataset implementations.

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