Invited talk at NeurIPS 2024 workshop "Time Series in the Age of Large Models"
I have given an invited talk at the NeurIPS 2024 workshop: Time Series in the Age of Large Models. Slides, a recording, and links to my papers are all here
6 Common Pitfalls for Forecast Evaluation
A topic I covered last year in some talks and papers are the “6 common pitfalls for forecast evaluation”. I’m discussing what are the most typical mistakes people new to forecasting would make. So this is relevant, for example, for Data Scientists that may not have any specialised training in forecasting, but in ML and Stats. It is a more lightweight take on the same topic covered in our quite detailed and more formal full paper here.
María Zambrano (Senior) Fellowship at University of Granada, Spain
I’m very fortunate as I have been offered a María Zambrano (Senior) Fellowship at the University of Granada, Spain. My alma mater where I did the PhD. I’ve taken on this role now, and for the next 2.5 years I will be on a research position with minimal teaching to be able to focus further on my forecasting research. I’ll stay in connection and continue collaborating with my colleagues and friends at Monash University, where I now hold the appointment of an Adjunct Senior Research Fellow.
Recent publications
- Slawek Smyl, Christoph Bergmeir, Alexander Dokumentov, Xueying Long, Erwin Wibowo, Daniel Schmidt (2024) Local and global trend Bayesian exponential smoothing models. In: International Journal of Forecasting. Abstract bib
- Christoph Bergmeir (2024) LLMs and Foundational Models: Not (Yet) as Good as Hoped.. In: Foresight: The International Journal of Applied Forecasting, (73). Abstract pdf bib
- Igor Grossmann, Christoph Bergmeir, Peter Slattery (2024) How Well Can Social Scientists Forecast Societal Change?. In: Foresight: The International Journal of Applied Forecasting, (72). Abstract pdf bib
- Md Mohaimenuzzaman, Christoph Bergmeir, Bernd Meyer (2024) Deep Active Audio Feature Learning in Resource-Constrained Environments. In: IEEE/ACM Transactions on Audio, Speech, and Language Processing. Abstract bib
- Christoph Bergmeir (2024) Commentary: Can LLMs Provide Good Forecasts?. In: Foresight: The International Journal of Applied Forecasting, (75). Abstract pdf bib
Recent and upcoming talks
- Fundamental limitations of foundational forecasting models: The need for multimodality and rigorous evaluation. (15 December 2024) More info...
- SETAR-Tree: A Novel and Accurate Tree Algorithm for Global Time Series Forecasting. (19 September 2023) More info...
- Short open problem talk: Hierarchical summary forecasting. (6 September 2023) More info...