Search Results for author: Kin G. Olivares

Found 7 papers, 4 papers with code

Hierarchically Coherent Multivariate Mixture Networks

1 code implementation11 May 2023 Kin G. Olivares, David Luo, Cristian Challu, Stefania La Vattiata, Max Mergenthaler, Artur Dubrawski

Large collections of time series data are often organized into hierarchies with different levels of aggregation; examples include product and geographical groupings.

Computational Efficiency Time Series

HierarchicalForecast: A Reference Framework for Hierarchical Forecasting in Python

1 code implementation7 Jul 2022 Kin G. Olivares, Federico Garza, David Luo, Cristian Challú, Max Mergenthaler, Souhaib Ben Taieb, Shanika L. Wickramasuriya, Artur Dubrawski

Large collections of time series data are commonly organized into structures with different levels of aggregation; examples include product and geographical groupings.

BIG-bench Machine Learning Decision Making +2

Probabilistic Hierarchical Forecasting with Deep Poisson Mixtures

no code implementations25 Oct 2021 Kin G. Olivares, O. Nganba Meetei, Ruijun Ma, Rohan Reddy, Mengfei Cao, Lee Dicker

Hierarchical forecasting problems arise when time series have a natural group structure, and predictions at multiple levels of aggregation and disaggregation across the groups are needed.

Time Series Time Series Analysis

DMIDAS: Deep Mixed Data Sampling Regression for Long Multi-Horizon Time Series Forecasting

no code implementations7 Jun 2021 Cristian Challu, Kin G. Olivares, Gus Welter, Artur Dubrawski

We validate our proposed method, DMIDAS, on high-frequency healthcare and electricity price data with long forecasting horizons (~1000 timestamps) where we improve the prediction accuracy by 5% over state-of-the-art models, reducing the number of parameters of NBEATS by nearly 70%.

regression Time Series +1

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