Feature Optimization for Time Series Forecasting via Novel Randomized Uphill Climbing

Randomized Uphill Climbing is a lightweight, stochastic search heuristic that has delivered state of the art equity alpha factors for quantitative hedge funds. I propose to generalize RUC into a model agnostic feature optimization framework for multivariate time series forecasting. The core idea is to synthesize candidate feature programs by randomly composing operators from a domain specific grammar, score candidates rapidly with inexpensive surrogate models on rolling windows, and filter instability via nested cross validation and information theoretic shrinkage. By decoupling feature discovery from GPU heavy deep learning, the method promises faster iteration cycles, lower energy consumption, and greater interpretability. Societal relevance: accurate, transparent forecasting tools empower resource constrained institutions, energy regulators, climate risk NGOs to make data driven decisions without proprietary black box models.

Enhancing Tropical Cyclone Path Forecasting with an Improved Transformer Network

A storm is a type of extreme weather. Therefore, forecasting the path of a storm is extremely important for protecting human life and property. However, storm forecasting is very challenging because storm trajectories frequently change. In this study, we propose an improved deep learning method using a Transformer network to predict the movement trajectory of a storm over the next 6 hours. The storm data used to train the model was obtained from the National Oceanic and Atmospheric Administration (NOAA) [1]. Simulation results show that the proposed method is more accurate than traditional methods. Moreover, the proposed method is faster and more cost-effective