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20172026
most citedEvaluating time series forecasting models: An empirical study on performance estimation methods

473 citations · 588 across the 23 of their papers we have counts for

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13 papers · 1 filter

cs.LG2026

Benchmarking Time Series Generation Methods for Privacy-Preserving Forecasting

Luis Amorim, Vitor Cerqueira, Moises Santos +2

Time series forecasting in privacy-sensitive domains often requires training models on released data rather than original observations. Synthetic time series generation has been de…

cs.LG2026

Selective Time Series Forecasting via Metalearning

Ricardo Inácio, Vitor Cerqueira, Marília Barandas +1

Deep learning methods have achieved state-of-the-art in time series forecasting, yet their accuracy varies considerably across samples, as some instances remain inherently difficul…

cs.LG2026

Grasynda: Graph-based Synthetic Time Series Generation

Luis Amorim, Moises Santos, Paulo J. Azevedo +2

Data augmentation is a crucial tool in time series forecasting, especially for deep learning architectures that require a large training sample size to generalize effectively. Howe…

cs.LG2025

L-GTA: Latent Generative Modeling for Time Series Augmentation

Luis Roque, Vitor Cerqueira, Carlos Soares +1

Data augmentation is becoming increasingly important across various areas of time series analysis, including forecasting, classification, and anomaly detection. We introduce the La…

cs.LG2025

ModelRadar: Aspect-based Forecast Evaluation

Vitor Cerqueira, Luis Roque, Carlos Soares

Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising per…

cs.LG2024

Cherry-Picking in Time Series Forecasting: How to Select Datasets to Make Your Model Shine

Luis Roque, Carlos Soares, Vitor Cerqueira +1

The importance of time series forecasting drives continuous research and the development of new approaches to tackle this problem. Typically, these methods are introduced through e…

cs.LG2024★ 1 cited

Meta-learning and Data Augmentation for Stress Testing Forecasting Models

Ricardo Inácio, Vitor Cerqueira, Marília Barandas +1

The effectiveness of univariate forecasting models is often hampered by conditions that cause them stress. A model is considered to be under stress if it shows a negative behaviour…

cs.LG2024

Time Series Data Augmentation as an Imbalanced Learning Problem

Vitor Cerqueira, Nuno Moniz, Ricardo Inácio +1

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different t…

cs.LG2024

Online Data Augmentation for Forecasting with Deep Learning

Vitor Cerqueira, Moisés Santos, Luis Roque +2

Deep learning approaches are increasingly used to tackle forecasting tasks involving datasets with multiple univariate time series. A key factor in the successful application of th…

cs.LG2022

Automated Imbalanced Classification via Layered Learning

Vitor Cerqueira, Luis Torgo, Paula Branco +1

In this paper we address imbalanced binary classification (IBC) tasks. Applying resampling strategies to balance the class distribution of training instances is a common approach t…

cs.LG2021

AutoFITS: Automatic Feature Engineering for Irregular Time Series

Pedro Costa, Vitor Cerqueira, João Vinagre

A time series represents a set of observations collected over time. Typically, these observations are captured with a uniform sampling frequency (e.g. daily). When data points are…

cs.LG2021

STUDD: A Student-Teacher Method for Unsupervised Concept Drift Detection

Vitor Cerqueira, Heitor Murilo Gomes, Albert Bifet +1

Concept drift detection is a crucial task in data stream evolving environments. Most of state of the art approaches designed to tackle this problem monitor the loss of predictive m…

cs.LG2019★ 473 cited

Evaluating time series forecasting models: An empirical study on performance estimation methods

Vitor Cerqueira, Luis Torgo, Igor Mozetic

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project an…