Deep Learning-Based Metamodeling of Nonlinear Stochastic Dynamic Systems under Parametric and Predictive Uncertainty

Modeling high-dimensional, nonlinear dynamic structural systems under natural hazards presents formidable computational challenges, especially when simultaneously accounting for uncertainties in external loads and structural parameters. Studies have successfully incorporated uncertainties related to external loads from natural hazards, but few have simultaneously addressed loading and parameter uncertainties within structural systems while accounting for prediction uncertainty of neural networks. To address these gaps, three metamodeling frameworks were formulated, each coupling a feature-extraction module implemented through a multi-layer perceptron (MLP), a message-passing neural network (MPNN), or an autoencoder (AE) with a long short-term memory (LSTM) network using Monte Carlo dropout and a negative log-likelihood loss. The resulting architectures (MLP-LSTM, MPNN-LSTM, and AE-LSTM) were validated on two case studies: a multi-degree-of-freedom Bouc-Wen system and a 37-story fiber-discretized nonlinear steel moment-resisting frame, both subjected to stochastic seismic excitation and structural parameter uncertainty. All three approaches achieved low prediction errors: the MLP-LSTM yielded the most accurate results for the lower-dimensional Bouc-Wen system, whereas the MPNN-LSTM and AE-LSTM provided superior performance on the more complex steel-frame model. Moreover, a consistent correlation between predictive variance and actual error confirms the suitability of these frameworks for active-learning strategies and for assessing model confidence in structural response predictions.

Deep Learning Network-Temporal Models For Traffic Prediction

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time series. The intricate topological interdependency and complex temporal patterns in network data demand new model approaches. In this paper, based on a systematic multivariate time series model study, we present two deep learning models aiming for learning both temporal patterns and network topological correlations at the same time: a customized network-temporal graph attention network (GAT) model and a fine-tuned multi-modal large language model (LLM) with a clustering overture. Both models are studied against an LSTM model that already outperforms the statistical methods. Through extensive training and performance studies on a real-world network dataset, the LLM-based model demonstrates superior overall prediction and generalization performance, while the GAT model shows its strength in reducing prediction variance across the time series and horizons. More detailed analysis also reveals important insights into correlation variability and prediction distribution discrepancies over time series and different prediction horizons.

Modeling Stage-wise Evolution of User Interests for News Recommendation

Personalized news recommendation is highly time-sensitive, as user interests are often driven by emerging events, trending topics, and shifting real-world contexts. These dynamics make it essential to model not only users' long-term preferences, which reflect stable reading habits and high-order collaborative patterns, but also their short-term, context-dependent interests that change rapidly over time. However, most existing approaches rely on a single static interaction graph, which struggles to capture both long-term preference patterns and short-term interest changes as user behavior evolves. To address this challenge, we propose a unified framework that learns user preferences from both global and local temporal perspectives. A global preference modeling component captures long-term collaborative signals from the overall interaction graph, while a local preference modeling component partitions historical interactions into stage-wise temporal subgraphs to represent short-term dynamics. Within this module, an LSTM branch models the progressive evolution of recent interests, and a self-attention branch captures long-range temporal dependencies. Extensive experiments on two large-scale real-world datasets show that our approach consistently outperforms strong baselines and delivers fresher and more relevant recommendations across diverse user behaviors and temporal settings.

A Hybrid Quantum-Classical Framework for Financial Volatility Forecasting Based on Quantum Circuit Born Machines

Accurate forecasting of financial market volatility is crucial for risk management, option pricing, and portfolio optimization. Traditional econometric models and classical machine learning methods face challenges in handling the inherent non-linear and non-stationary characteristics of financial time series. In recent years, the rapid development of quantum computing has provided a new paradigm for solving complex optimization and sampling problems. This paper proposes a novel hybrid quantum-classical computing framework aimed at combining the powerful representation capabilities of classical neural networks with the unique advantages of quantum models. For the specific task of financial market volatility forecasting, we designed and implemented a hybrid model based on this framework, which combines a Long Short-Term Memory (LSTM) network with a Quantum Circuit Born Machine (QCBM). The LSTM is responsible for extracting complex dynamic features from historical time series data, while the QCBM serves as a learnable prior module, providing the model with a high-quality prior distribution to guide the forecasting process. We evaluated the model on two real financial datasets consisting of 5-minute high-frequency data from the Shanghai Stock Exchange (SSE) Composite Index and CSI 300 Index. Experimental results show that, compared to a purely classical LSTM baseline model, our hybrid quantum-classical model demonstrates significant advantages across multiple key metrics, including Mean Squared Error (MSE), Root Mean Squared Error (RMSE), and QLIKE loss, proving the great potential of quantum computing in enhancing the capabilities of financial forecasting models. More broadly, the proposed hybrid framework offers a flexible architecture that may be adapted to other machine learning tasks involving high-dimensional, complex, or non-linear data distributions.

Not All News Is Equal: Topic- and Event-Conditional Sentiment from Finetuned LLMs for Aluminum Price Forecasting

By capturing the prevailing sentiment and market mood, textual data has become increasingly vital for forecasting commodity prices, particularly in metal markets. However, the effectiveness of lightweight, finetuned large language models (LLMs) in extracting predictive signals for aluminum prices, and the specific market conditions under which these signals are most informative, remains under-explored. This study generates monthly sentiment scores from English and Chinese news headlines (Reuters, Dow Jones Newswires, and China News Service) and integrates them with traditional tabular data, including base metal indices, exchange rates, inflation rates, and energy prices. We evaluate the predictive performance and economic utility of these models through long-short simulations on the Shanghai Metal Exchange from 2007 to 2024. Our results demonstrate that during periods of high volatility, Long Short-Term Memory (LSTM) models incorporating sentiment data from a finetuned Qwen3 model (Sharpe ratio 1.04) significantly outperform baseline models using tabular data alone (Sharpe ratio 0.23). Subsequent analysis elucidates the nuanced roles of news sources, topics, and event types in aluminum price forecasting.

Bayesian Transformer for Probabilistic Load Forecasting in Smart Grids

The reliable operation of modern power grids requires probabilistic load forecasts with well-calibrated uncertainty estimates. However, existing deep learning models produce overconfident point predictions that fail catastrophically under extreme weather distributional shifts. This study proposes a Bayesian Transformer (BT) framework that integrates three complementary uncertainty mechanisms into a PatchTST backbone: Monte Carlo Dropout for epistemic parameter uncertainty, variational feed-forward layers with log-uniform weight priors, and stochastic attention with learnable Gaussian noise perturbations on pre-softmax logits, representing, to the best of our knowledge, the first application of Bayesian attention to probabilistic load forecasting. A seven-level multi-quantile pinball-loss prediction head and post-training isotonic regression calibration produce sharp, near-nominally covered prediction intervals. Evaluation of five grid datasets (PJM, ERCOT, ENTSO-E Germany, France, and Great Britain) augmented with NOAA covariates across 24, 48, and 168-hour horizons demonstrates state-of-the-art performance. On the primary benchmark (PJM, H=24h), BT achieves a CRPS of 0.0289, improving 7.4% over Deep Ensembles and 29.9% over the deterministic LSTM, with 90.4% PICP at the 90% nominal level and the narrowest prediction intervals (4,960 MW) among all probabilistic baselines. During heat-wave and cold snap events, BT maintained 89.6% and 90.1% PICP respectively, versus 64.7% and 67.2% for the deterministic LSTM, confirming that Bayesian epistemic uncertainty naturally widens intervals for out-of-distribution inputs. Calibration remained stable across all horizons (89.8-90.4% PICP), while ablation confirmed that each component contributed a distinct value. The calibrated outputs directly support risk-based reserve sizing, stochastic unit commitment, and demand response activation.

Uncertainty-aware Blood Glucose Prediction from Continuous Glucose Monitoring Data

In this work, we investigate uncertainty-aware neural network models for blood glucose prediction and adverse glycemic event identification in Type 1 diabetes. We consider three families of sequence models based on LSTM, GRU, and Transformer architectures, with uncertainty quantification enabled by either Monte Carlo dropout or through evidential output layers compatible with Deep Evidential Regression. Using the HUPA-UCM diabetes dataset for validation, we find that Transformer-based models equipped with evidential output heads provide the most effective uncertainty-aware framework, achieving consistently higher predictive accuracies and better-calibrated uncertainty estimates whose magnitudes significantly correlate with prediction errors. We further evaluate the clinical risk of each model using the recently proposed Diabetes Technology Society error grid, with risk categories defined by international expert consensus. Our results demonstrate the value of integrating principled uncertainty quantification into real-time machine-learning-based blood glucose prediction systems.

A Behaviour-Aware Federated Forecasting Framework for Distributed Stand-Alone Wind Turbines

Accurate short-term wind power forecasting is essential for grid dispatch and market operations, yet centralising turbine data raises privacy, cost, and heterogeneity concerns. We propose a two-stage federated learning framework that first clusters turbines by long-term behavioural statistics using Double Roulette Selection (DRS) initialisation with recursive Auto-split refinement, and then trains cluster-specific LSTM models via FedAvg. Experiments on 400 stand-alone turbines in Denmark show that DRS-auto discovers behaviourally coherent groups and achieves competitive forecasting accuracy while preserving data locality. Behaviour-aware grouping consistently outperforms geographic partitioning and matches strong k-means++ baselines, suggesting a practical privacy-friendly solution for heterogeneous distributed turbine fleets.

Kraus Constrained Sequence Learning For Quantum Trajectories from Continuous Measurement

Real-time reconstruction of conditional quantum states from continuous measurement records is a fundamental requirement for quantum feedback control, yet standard stochastic master equation (SME) solvers require exact model specification, known system parameters, and are sensitive to parameter mismatch. While neural sequence models can fit these stochastic dynamics, the unconstrained predictors can violate physicality such as positivity or trace constraints, leading to unstable rollouts and unphysical estimates. We propose a Kraus-structured output layer that converts the hidden representation of a generic sequence backbone into a completely positive trace preserving (CPTP) quantum operation, yielding physically valid state updates by construction. We instantiate this layer across diverse backbones, RNN, GRU, LSTM, TCN, ESN and Mamba; including Neural ODE as a comparative baseline, on stochastic trajectories characterized by parameter drift. Our evaluation reveals distinct trade-offs between gating mechanisms, linear recurrence, and global attention. Across all models, Kraus-LSTM achieves the strongest results, improving state estimation quality by 7% over its unconstrained counterpart while guaranteeing physically valid predictions in non-stationary regimes.

Towards Explainable Deep Learning for Ship Trajectory Prediction in Inland Waterways

Accurate predictions of ship trajectories in crowded environments are essential to ensure safety in inland waterways traffic. Recent advances in deep learning promise increased accuracy even for complex scenarios. While the challenge of ship-to-ship awareness is being addressed with growing success, the explainability of these models is often overlooked, potentially obscuring an inaccurate logic and undermining the confidence in their reliability. This study examines an LSTM-based vessel trajectory prediction model by incorporating trained ship domain parameters that provide insight into the attention-based fusion of the interacting vessels' hidden states. This approach has previously been explored in the field of maritime shipping, yet the variety and complexity of encounters in inland waterways allow for a more profound analysis of the model's interpretability. The prediction performance of the proposed model variants are evaluated using standard displacement error statistics. Additionally, the plausibility of the generated ship domain values is analyzed. With an final displacement error of around 40 meters in a 5-minute prediction horizon, the model performs comparably to similar studies. Though the ship-to-ship attention architecture enhances prediction accuracy, the weights assigned to vessels in encounters using the learnt ship domain values deviate from the expectation. The observed accuracy improvements are thus not entirely driven by a causal relationship between a predicted trajectory and the trajectories of nearby ships. This finding underscores the model's explanatory capabilities through its intrinsically interpretable design. Future work will focus on utilizing the architecture for counterfactual analysis and on the incorporation of more sophisticated attention mechanisms.