1 code implementation • 13 Jan 2019 • Kasun Bandara, Peibei Shi, Christoph Bergmeir, Hansika Hewamalage, Quoc Tran, Brian Seaman
Since the product assortment hierarchy in an E-commerce platform contains large numbers of related products, in which the sales demand patterns can be correlated, our attempt is to incorporate this cross-series information in a unified model.
3 code implementations • 2 Sep 2019 • Hansika Hewamalage, Christoph Bergmeir, Kasun Bandara
Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition.
3 code implementations • 10 Sep 2019 • Kasun Bandara, Christoph Bergmeir, Hansika Hewamalage
Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays.
no code implementations • 6 Aug 2020 • Kasun Bandara, Hansika Hewamalage, Yuan-Hao Liu, Yanfei Kang, Christoph Bergmeir
Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many state-of-the-art univariate forecasting techniques.
1 code implementation • 23 Dec 2020 • Hansika Hewamalage, Christoph Bergmeir, Kasun Bandara
Our experiments demonstrate that when trained as global forecasting models, techniques such as RNNs and LGBMs, which have complex non-linear modelling capabilities, are competitive methods in general under challenging forecasting scenarios such as series having short lengths, datasets with heterogeneous series and having minimal prior knowledge of the patterns of the series.
no code implementations • 8 Aug 2021 • Hansika Hewamalage, Pablo Montero-Manso, Christoph Bergmeir, Rob J Hyndman
Scale normalization of the M5 error measure results in less stability than other scale-free errors.
1 code implementation • 29 Nov 2021 • Oskar Triebe, Hansika Hewamalage, Polina Pilyugina, Nikolay Laptev, Christoph Bergmeir, Ram Rajagopal
NeuralProphet is a hybrid forecasting framework based on PyTorch and trained with standard deep learning methods, making it easy for developers to extend the framework.
no code implementations • 21 Mar 2022 • Hansika Hewamalage, Klaus Ackermann, Christoph Bergmeir
We elaborate on the different problematic characteristics of time series such as non-normalities and non-stationarities and how they are associated with common pitfalls in forecast evaluation.
no code implementations • 7 Nov 2023 • Direnc Pekaslan, Jose Maria Alonso-Moral, Kasun Bandara, Christoph Bergmeir, Juan Bernabe-Moreno, Robert Eigenmann, Nils Einecke, Selvi Ergen, Rakshitha Godahewa, Hansika Hewamalage, Jesus Lago, Steffen Limmer, Sven Rebhan, Boris Rabinovich, Dilini Rajapasksha, Heda Song, Christian Wagner, Wenlong Wu, Luis Magdalena, Isaac Triguero
These competitions focus on accurate energy consumption forecasting and the importance of interpretability in understanding the underlying factors.