[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx

KG Olivares, C Challu, G Marcjasz, R Weron… - International Journal of …, 2023 - Elsevier
We extend neural basis expansion analysis (NBEATS) to incorporate exogenous factors.
The resulting method, called NBEATSx, improves on a well-performing deep learning …

Transformers in time series: A survey

Q Wen, T Zhou, C Zhang, W Chen, Z Ma, J Yan… - arXiv preprint arXiv …, 2022 - arxiv.org
Transformers have achieved superior performances in many tasks in natural language
processing and computer vision, which also triggered great interest in the time series …

Nhits: Neural hierarchical interpolation for time series forecasting

C Challu, KG Olivares, BN Oreshkin… - Proceedings of the …, 2023 - ojs.aaai.org
Recent progress in neural forecasting accelerated improvements in the performance of large-
scale forecasting systems. Yet, long-horizon forecasting remains a very difficult task. Two …

Probabilistic transformer for time series analysis

B Tang, DS Matteson - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Generative modeling of multivariate time series has remained challenging partly due to the
complex, non-deterministic dynamics across long-distance timesteps. In this paper, we …

N-BEATS neural network for mid-term electricity load forecasting

BN Oreshkin, G Dudek, P Pełka, E Turkina - Applied Energy, 2021 - Elsevier
This paper addresses the mid-term electricity load forecasting problem. Solving this problem
is necessary for power system operation and planning as well as for negotiating forward …

[HTML][HTML] Forecasting with trees

T Januschowski, Y Wang, K Torkkola, T Erkkilä… - International Journal of …, 2022 - Elsevier
The prevalence of approaches based on gradient boosted trees among the top contestants
in the M5 competition is potentially the most eye-catching result. Tree-based methods out …

Gluonts: Probabilistic and neural time series modeling in python

A Alexandrov, K Benidis, M Bohlke-Schneider… - Journal of Machine …, 2020 - jmlr.org
We introduce the Gluon Time Series Toolkit (GluonTS), a Python library for deep learning
based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection …

Normalizing kalman filters for multivariate time series analysis

E de Bézenac, SS Rangapuram… - Advances in …, 2020 - proceedings.neurips.cc
This paper tackles the modelling of large, complex and multivariate time series panels in a
probabilistic setting. To this extent, we present a novel approach reconciling classical state …

Effective and efficient computation with multiple-timescale spiking recurrent neural networks

B Yin, F Corradi, SM Bohté - International Conference on Neuromorphic …, 2020 - dl.acm.org
The emergence of brain-inspired neuromorphic computing as a paradigm for edge AI is
motivating the search for high-performance and efficient spiking neural networks to run on …