99 citations · 312 across the 30 of their papers we have counts for
4 papers · 1 filter
Good intentions, unintended consequences: exploring forecasting harms
Bahman Rostami-Tabar, Travis Greene, Galit Shmueli +1
Organizations worldwide that rely on data-driven approaches regularly employ forecasting methods to enhance their planning and decision-making processes. While extensive research h…
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…
Extreme Value Modelling of Feature Residuals for Anomaly Detection in Dynamic Graphs
Sevvandi Kandanaarachchi, Conrad Sanderson, Rob J. Hyndman
Detecting anomalies in a temporal sequence of graphs can be applied is areas such as the detection of accidents in transport networks and cyber attacks in computer networks. Existi…
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.…