1 code implementation • 13 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.
no code implementations • 9 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.
no code implementations • 13 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.
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 • 22 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.
no code implementations • 29 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.
1 code implementation • 21 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.