activity
20192021
most citedMSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns

14 citations · 19 across the 3 of their papers we have counts for

collaborators

10 papers

cs.LG2023

The Energy Prediction Smart-Meter Dataset: Analysis of Previous Competitions and Beyond

Direnc Pekaslan, Jose Maria Alonso-Moral, Kasun Bandara +17

This paper presents the real-world smart-meter dataset and offers an analysis of solutions derived from the Energy Prediction Technical Challenges, focusing primarily on two key co…

cs.LG2023

Handling Concept Drift in Global Time Series Forecasting

Ziyi Liu, Rakshitha Godahewa, Kasun Bandara +1

Machine learning (ML) based time series forecasting models often require and assume certain degrees of stationarity in the data when producing forecasts. However, in many real-worl…

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.LG2020

Ensembles of Localised Models for Time Series Forecasting

Rakshitha Godahewa, Kasun Bandara, Geoffrey I. Webb +2

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly…

cs.LG2020

Global Models for Time Series Forecasting: A Simulation Study

Hansika Hewamalage, Christoph Bergmeir, Kasun Bandara

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. Th…

cs.LG20201 cited

Improving the Accuracy of Global Forecasting Models using Time Series Data Augmentation

Kasun Bandara, Hansika Hewamalage, Yuan-Hao Liu +2

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and…