14 citations · 37 across the 18 of their papers we have counts for
7 papers · 1 filter
When lookout sees crackle: Anomaly detection via kernel density estimation
Rob J Hyndman, Sevvandi Kandanaarachchi, Katharine Turner
We present an updated version of lookout -- an algorithm for detecting anomalies using kernel density estimates with bandwidth based on Rips death diameters -- with theoretical gua…
Anomaly detection using surprisals
Rob J Hyndman, David T. Frazier
Anomaly detection methods are widely used but often rely on ad hoc rules or strong assumptions, and they often focus on tail events, missing ``inlier'' anomalies that occur in low-…
Online conformal inference for multi-step time series forecasting
Xiaoqian Wang, Rob J Hyndman
We consider the problem of constructing distribution-free prediction intervals for multi-step time series forecasting, with a focus on the temporal dependencies inherent in multi-s…
Forecast Linear Augmented Projection (FLAP): A free lunch to reduce forecast error variance
Yangzhuoran Fin Yang, George Athanasopoulos, Rob J. Hyndman +1
A novel forecast linear augmented projection (FLAP) method is introduced, which reduces the forecast error variance of any unbiased multivariate forecast without introducing bias.…
Conditional normalization in time series analysis
Puwasala Gamakumara, Edgar Santos-Fernandez, Priyanga Dilini Talagala +3
Time series often reflect variation associated with other related variables. Controlling for the effect of these variables is useful when modeling or analysing the time series. We…
Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues
Daniele Girolimetto, George Athanasopoulos, Tommaso Di Fonzo +1
Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constrain…