IEEE-CIS Competition

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).

Neural Prophet released

We have released the Neural Prophet software, a reimplementation of “prophet” in PyTorch. It is joint work with Facebook and Stanford University.

Announcements from Facebook are here and here

The code is here

Tutorial at ACML2020 on Forecasting for Data Scientists

I’m giving a 2.5 hour tutorial at ACML2020 on Forecasting for Data Scientists, covering all about forecasting that Data Scientists and Machine Learners should know.

Watch the recording here

Get additional information here

Recent publications

  • Kasun Bandara, Hansika Hewamalage, Yuan-Hao Liu, Yanfei Kang, Christoph Bergmeir (2020) Transfer Learning Schemes for Global Forecasting Models using Recurrent Neural Networks. In: 40th International Symposium on Forecasting (ISF) 2020, October 26 - 28, Virtual (Rio de Janeiro, Brazil). Abstract bib
  • Kasun Bandara, Christoph Bergmeir, Sam Campbell, Debbie Scott, Dan Lubman (2020) Towards Accurate Predictions and Causal `What-if' Analyses for Planning and Policy-making: A Case Study in Emergency Medical Services Demand. In: International Joint Conference on Neural Networks (IJCNN), 19 - 24 July, 2020, Glasgow (UK) (forthcoming). Abstract  pdf bib
  • Chang Wei Tan, Christoph Bergmeir, Francois Petitjean, Geoffrey I. Webb (2020) Time Series Regression. In: Working Paper. Abstract  pdf bib
  • Rakshitha Godahewa, Chang Deng, Arnaud Prouzeau, Christoph Bergmeir (2020) Simulation and Optimisation of Air Conditioning Systems using Machine Learning. In: Working Paper. Abstract  pdf bib
  • Rakshitha Godahewa, Trevor Yann, Christoph Bergmeir, Francois Petitjean (2020) Seasonal Averaged One-Dependence Estimators: A Novel Algorithm to Address Seasonal Concept Drift in High-Dimensional Stream Classification. In: International Joint Conference on Neural Networks (IJCNN), 19 - 24 July, 2020, Glasgow (UK) (forthcoming). Abstract  pdf bib

Recent and upcoming talks

  • ACML 2020 Tutorial: Forecasting for Data Scientists. (18 November 2020) More info...
  • Facebook Forecasting Summit: Forecasting for Data Scientists. (6 October 2020) More info...
  • Recurrent Neural Networks for Forecasting. (21 November 2019) More info...