{"id":"https://openalex.org/W4402413094","doi":"https://doi.org/10.1145/3691346","title":"SDE-HNN: Accurate and Well-Calibrated Forecasting Using Stochastic Differential Equations","display_name":"SDE-HNN: Accurate and Well-Calibrated Forecasting Using Stochastic Differential Equations","publication_year":2024,"publication_date":"2024-09-10","ids":{"openalex":"https://openalex.org/W4402413094","doi":"https://doi.org/10.1145/3691346"},"language":"en","primary_location":{"id":"doi:10.1145/3691346","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3691346","pdf_url":null,"source":{"id":"https://openalex.org/S41523882","display_name":"ACM Transactions on Knowledge Discovery from Data","issn_l":"1556-4681","issn":["1556-4681","1556-472X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Knowledge Discovery from Data","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5107107555","display_name":"Peng Cui","orcid":"https://orcid.org/0009-0006-4216-1912"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Peng Cui","raw_affiliation_strings":["Department of Computer Science &amp; Technology, THU-Bosch Joint Center for ML, Tsinghua University, Beijing, China"],"raw_orcid":"https://orcid.org/0009-0006-4216-1912","affiliations":[{"raw_affiliation_string":"Department of Computer Science &amp; Technology, THU-Bosch Joint Center for ML, Tsinghua University, Beijing, China","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083762050","display_name":"Zhijie Deng","orcid":"https://orcid.org/0000-0002-0932-1631"},"institutions":[{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhijie Deng","raw_affiliation_strings":["Qing Yuan Research Institute, SEIEE, Shanghai Jiao Tong University, Shanghai, China"],"raw_orcid":"https://orcid.org/0000-0002-0932-1631","affiliations":[{"raw_affiliation_string":"Qing Yuan Research Institute, SEIEE, Shanghai Jiao Tong University, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5058191990","display_name":"Wenbo Hu","orcid":"https://orcid.org/0000-0002-0639-2012"},"institutions":[{"id":"https://openalex.org/I16365422","display_name":"Hefei University of Technology","ror":"https://ror.org/02czkny70","country_code":"CN","type":"education","lineage":["https://openalex.org/I16365422"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wenbo Hu","raw_affiliation_strings":["Hefei University of Technology, Hefei, China"],"raw_orcid":"https://orcid.org/0000-0002-0639-2012","affiliations":[{"raw_affiliation_string":"Hefei University of Technology, Hefei, China","institution_ids":["https://openalex.org/I16365422"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100606995","display_name":"Jun Zhu","orcid":"https://orcid.org/0000-0002-6254-2388"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jun Zhu","raw_affiliation_strings":["Department of Computer Science &amp; Technology, THU-Bosch Joint Center for ML, Tsinghua University, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0002-6254-2388","affiliations":[{"raw_affiliation_string":"Department of Computer Science &amp; Technology, THU-Bosch Joint Center for ML, Tsinghua University, Beijing, China","institution_ids":["https://openalex.org/I99065089"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.6923,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.69618423,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"19","issue":"2","first_page":"1","last_page":"23"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.989799976348877,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9883000254631042,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6482247710227966},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4352359175682068},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4192752242088318},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.39325737953186035},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3913595974445343}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6482247710227966},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4352359175682068},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4192752242088318},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.39325737953186035},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3913595974445343}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3691346","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3691346","pdf_url":null,"source":{"id":"https://openalex.org/S41523882","display_name":"ACM Transactions on Knowledge Discovery from Data","issn_l":"1556-4681","issn":["1556-4681","1556-472X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Knowledge Discovery from Data","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W1560021816","https://openalex.org/W1567512734","https://openalex.org/W1607843442","https://openalex.org/W1979575715","https://openalex.org/W2023943903","https://openalex.org/W2130715829","https://openalex.org/W2194775991","https://openalex.org/W2496780187","https://openalex.org/W2573587735","https://openalex.org/W2604847698","https://openalex.org/W2751802138","https://openalex.org/W2904422658","https://openalex.org/W2912083425","https://openalex.org/W2912269676","https://openalex.org/W2913059114","https://openalex.org/W2914304175","https://openalex.org/W2919115771","https://openalex.org/W2963058055","https://openalex.org/W2980994438","https://openalex.org/W3019433526","https://openalex.org/W3089426421","https://openalex.org/W3112488388","https://openalex.org/W3143839440","https://openalex.org/W3177318507","https://openalex.org/W4211192810","https://openalex.org/W4231021340","https://openalex.org/W4234239026","https://openalex.org/W4299828299","https://openalex.org/W4382343423","https://openalex.org/W4407578511"],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027"],"abstract_inverted_index":{"It":[0],"is":[1,14],"crucial":[2],"yet":[3],"challenging":[4,146],"for":[5,30,88,113],"deep":[6],"learning":[7,127],"models":[8],"to":[9,48,51,76,100,125,137],"properly":[10],"characterize":[11,77],"uncertainty":[12,29,41,135,161],"that":[13,26,149],"pervasive":[15],"in":[16,38,116,169],"real-world":[17],"environments.":[18],"Heteroscedastic":[19],"neural":[20,103],"networks":[21],"(HNNs)":[22],"are":[23,105],"promising":[24],"methods":[25],"capture":[27],"data":[28],"forecasting":[31],"problems":[32],"while":[33],"existing":[34],"HNNs":[35,87],"have":[36],"difficulties":[37],"conjoining":[39],"calibrated":[40],"estimation":[42],"and":[43,59,84,90,95,160,165],"satisfactory":[44],"predictive":[45,82,141,158],"performance":[46,159],"due":[47],"the":[49,57,78,81,98,101,110,114,140],"failure":[50],"construct":[52],"an":[53,67,120],"explicit":[54],"interaction":[55,79],"between":[56,80],"prediction":[58,167],"its":[60],"associated":[61],"uncertainty.":[62,142],"This":[63],"article":[64],"develops":[65],"SDE-HNN,":[66,117],"improved":[68],"HNN":[69],"equipped":[70],"with":[71],"stochastic":[72],"differential":[73],"equations":[74],"(SDE),":[75],"mean":[83],"variance":[85],"inside":[86],"accurate":[89],"reliable":[91],"forecasting.":[92,171],"The":[93],"existence":[94],"uniqueness":[96],"of":[97],"solution":[99],"devised":[102],"SDE":[104,123],"guaranteed.":[106],"Moreover,":[107],"based":[108],"on":[109,144,156],"bias-variance":[111],"tradeoff":[112],"optimization":[115],"we":[118,130],"design":[119],"enhanced":[121],"numerical":[122],"solver":[124],"improve":[126],"stability.":[128],"Finally,":[129],"present":[131],"two":[132],"new":[133],"diagnostic":[134],"metrics":[136],"systematically":[138],"evaluate":[139],"Experiments":[143],"various":[145],"datasets":[147],"show":[148],"our":[150],"method":[151],"significantly":[152],"outperforms":[153],"state-of-the-art":[154],"baselines":[155],"both":[157],"quantification,":[162],"delivering":[163],"well-calibrated":[164],"sharp":[166],"intervals":[168],"time-series":[170]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
