Our new time series repository: Forecastingdata.org

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

Website: https://forecastingdata.org

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

Recent publications

  • 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

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...