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03/21/2022
Forecast Evaluation for Data Scientists: Common Pitfalls and Best Practices
Machine Learning (ML) and Deep Learning (DL) methods are increasingly re...
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11/29/2021
NeuralProphet: Explainable Forecasting at Scale
We introduce NeuralProphet, a successor to Facebook Prophet, which set a...
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08/08/2021
A Look at the Evaluation Setup of the M5 Forecasting Competition
Forecast evaluation plays a key role in how empirical evidence shapes th...
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12/23/2020
Global Models for Time Series Forecasting: A Simulation Study
In the current context of Big Data, the nature of many forecasting probl...
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08/06/2020
Improving the Accuracy of Global Forecasting Models using Time Series Data Augmentation
Forecasting models that are trained across sets of many time series, kno...
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09/10/2019
LSTM-MSNet: Leveraging Forecasts on Sets of Related Time Series with Multiple Seasonal Patterns
Generating forecasts for time series with multiple seasonal cycles is an...
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09/02/2019
Recurrent Neural Networks for Time Series Forecasting: Current Status and Future Directions
Recurrent Neural Networks (RNN) have become competitive forecasting meth...
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01/13/2019