Related papers: HierarchicalForecast: A Reference Framework for Hi…
Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that…
Timeseria is an object-oriented time series processing library implemented in Python, which aims at making it easier to manipulate time series data and to build statistical and machine learning models on top of it. Unlike common data…
Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal…
In this paper, we presents a novel hierarchical federated learning architecture specifically designed for smart agricultural production systems and crop yield prediction. Our approach introduces a seasonal subscription mechanism where farms…
With the increasing application of deep learning algorithms to time series classification, especially in high-stake scenarios, the relevance of interpreting those algorithms becomes key. Although research in time series interpretability has…
Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work focuses on temporal hierarchies, such as aggregating monthly…
Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…
Hierarchical clustering is a stronger extension of one of today's most influential unsupervised learning methods: clustering. The goal of this method is to create a hierarchy of clusters, thus constructing cluster evolutionary history and…
When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…
Statistical modelling in the presence of data organized in groups is a crucial task in Bayesian statistics. The present paper conceives a mixture model based on a novel family of Bayesian priors designed for multilevel data and obtained by…
Benchmark quality is critical for meaningful evaluation and sustained progress in time series forecasting, particularly with the rise of pretrained models. Existing benchmarks often have limited domain coverage or overlook real-world…
Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shifts. Existing datasets may not encompass the full range of…
This research article suggests that there are significant benefits in exposing demand planners to forecasting methods using matrix completion techniques. This study aims to contribute to a better understanding of the field of forecasting…
We present a case study and methodological developments in large-scale hierarchical dynamic modeling for personalized prediction in commerce. The context is supermarket sales, where improved forecasting of customer/household-specific…
Financial forecasting has been an important and active area of machine learning research because of the challenges it presents and the potential rewards that even minor improvements in prediction accuracy or forecasting may entail.…
Machine learning has proved to be a useful tool for extracting knowledge from scientific data in numerous research fields, including astrophysics, genomics, and molecular dynamics. Often, data sets from these research areas need to be…
In e-commerce system, category prediction is to automatically predict categories of given texts. Different from traditional classification where there are no relations between classes, category prediction is reckoned as a standard…
Hierarchical forecasting with reconciliation requires forecasting values of a hierarchy (e.g.~customer demand in a state and district), such that forecast values are linked (e.g.~ district forecasts should add up to the state forecast).…
We study the forecasting of the power consumptions of a population of households and of subpopulations thereof. These subpopulations are built according to location, to exogenous information and/or to profiles we determined from historical…
The evaluation of clustering algorithms can involve running them on a variety of benchmark problems, and comparing their outputs to the reference, ground-truth groupings provided by experts. Unfortunately, many research papers and graduate…