Search Results for author: Rob J Hyndman

Found 7 papers, 3 papers with code

Anomaly detection in dynamic networks

1 code implementation13 Oct 2022 Sevvandi Kandanaarachchi, Rob J Hyndman

Detecting anomalies from a series of temporal networks has many applications, including road accidents in transport networks and suspicious events in social networks.

Anomaly Detection Time Series +1

Forecast combinations: an over 50-year review

no code implementations9 May 2022 Xiaoqian Wang, Rob J Hyndman, Feng Li, Yanfei Kang

Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities.

LoMEF: A Framework to Produce Local Explanations for Global Model Time Series Forecasts

no code implementations13 Nov 2021 Dilini Rajapaksha, Christoph Bergmeir, Rob J Hyndman

Global Forecasting Models (GFM) that are trained across a set of multiple time series have shown superior results in many forecasting competitions and real-world applications compared with univariate forecasting approaches.

Time Series Time Series Analysis

Computationally Efficient Learning of Statistical Manifolds

1 code implementation22 Feb 2021 Fan Cheng, Anastasios Panagiotelis, Rob J Hyndman

By exploiting the connection between Hellinger/total variation distance for discrete distributions and the L2/L1 norm, we demonstrate that the proposed distance estimators, combined with approximate nearest neighbor searching, could largely improve the computational efficiency with little to no loss in the accuracy of manifold embedding.

Computational Efficiency

Modern strategies for time series regression

no code implementations29 Oct 2020 Stephanie Clark, Rob J Hyndman, Dan Pagendam, Louise M Ryan

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time.

BIG-bench Machine Learning regression +2

Model selection in reconciling hierarchical time series

1 code implementation21 Oct 2020 Mahdi Abolghasemi, Rob J Hyndman, Evangelos Spiliotis, Christoph Bergmeir

However, when dealing with hierarchical time series, apart from selecting the most appropriate forecasting model, forecasters have also to select a suitable method for reconciling the base forecasts produced for each series to make sure they are coherent.

Model Selection Time Series +1

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