activity
20182022
most citedMSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns

14 citations · 35 across the 10 of their papers we have counts for

collaborators

18 papers

cs.SI2022

Anomaly detection in dynamic networks

Sevvandi Kandanaarachchi, Rob J Hyndman

Detecting anomalies from a series of temporal networks has many applications, including road accidents in transport networks and suspicious events in social networks. While there a…

cs.LG20212 cited

A Look at the Evaluation Setup of the M5 Forecasting Competition

Hansika Hewamalage, Pablo Montero-Manso, Christoph Bergmeir +1

Forecast evaluation plays a key role in how empirical evidence shapes the development of the discipline. Domain experts are interested in error measures relevant for their decision…

stat.AP202114 cited

MSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns

Kasun Bandara, Rob J Hyndman, Christoph Bergmeir

The decomposition of time series into components is an important task that helps to understand time series and can enable better forecasting. Nowadays, with high sampling rates lea…

cs.CR2021

Detection of cybersecurity attacks through analysis of web browsing activities using principal component analysis

Insha Ullah, Kerrie Mengersen, Rob J Hyndman +1

Organizations such as government departments and financial institutions provide online service facilities accessible via an increasing number of internet connected devices which ma…

cs.LG20213 cited

Monash Time Series Forecasting Archive

Rakshitha Godahewa, Christoph Bergmeir, Geoffrey I. Webb +2

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area. Global forecasting models that are t…

stat.ME2020

Modern strategies for time series regression

Stephanie Clark, Rob J Hyndman, Dan Pagendam +1

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classica…