99 citations · 408 across the 26 of their papers we have counts for
6 papers · 1 filter
Déjà vu: A data-centric forecasting approach through time series cross-similarity
Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos +3
Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, st…
FFORMPP: Feature-based forecast model performance prediction
Thiyanga S. Talagala, Feng Li, Yanfei Kang
This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calcu…
The uncertainty estimation of feature-based forecast combinations
Xiaoqian Wang, Yanfei Kang, Fotios Petropoulos +1
Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several opera…
Probabilistic Forecasting with Temporal Convolutional Neural Network
Yitian Chen, Yanfei Kang, Yixiong Chen +1
We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probab…
Forecasting with time series imaging
Xixi Li, Yanfei Kang, Feng Li
Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for foreca…
GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
Yanfei Kang, Rob J Hyndman, Feng Li
The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evalu…