We have put together a new time series data repository for forecasting. It is dedicated to sets of series for cross-learning/global modelling, and to single but very long series (the longest ones over 7 million data points). We were also not too happy with any existing data format, so we developed a new one and we think it is quite useful and versatile.
Paper link: https://arxiv.org/abs/2105.06643
Congratulations to my PhD students Kasun, Hansika, and Rakshitha for their 4th place in the IEEE-CIS Technical Challenge on Energy Prediction from Smart Meter Data
Well done! Kasun describes some of the methodology here
Also congratulations to Alex Dokumentov for his 6th place (3rd in terms of accuracy).
We have released the Neural Prophet software, a reimplementation of “prophet” in PyTorch. It is joint work with Facebook and Stanford University.
The code is here
- Seyedali Meghdadi, Guido Tack, Ariel Liebman, Nicolas Langrene, Christoph Bergmeir (2021) Versatile and Robust Transient Stability Assessment via Instance Transfer Learning. In: Working Paper. Abstract pdf bib
- Chang Wei Tan, Christoph Bergmeir, Francois Petitjean, Geoffrey I Webb (2021) Time series extrinsic regression. In: Data Mining and Knowledge Discovery, 35, (3), pp. 1032-1060. Abstract pdf bib
- Dilini Rajapaksha, Chakkrit Tantithamthavorn, Christoph Bergmeir, Wray Buntine, Jirayus Jiarpakdee, John Grundy (2021) SQAPlanner: Generating data-informed software quality improvement plans. In: IEEE Transactions on Software Engineering. Abstract pdf bib
- Hansika Hewamalage, Christoph Bergmeir, Kasun Bandara (2021) Recurrent neural networks for time series forecasting: Current status and future directions. In: International Journal of Forecasting, 37, (1), pp. 388-427. Abstract pdf bib
- Chang Wei Tan, Angus Dempster, Christoph Bergmeir, Geoffrey I. Webb (2021) MultiRocket: Effective summary statistics for convolutional outputs in time series classification. In: Working Paper. Abstract pdf bib