99 citations · 408 across the 26 of their papers we have counts for
5 papers · 1 filter
Bayesian forecast combination using time-varying features
Li Li, Yanfei Kang, Feng Li
In this work, we propose a novel framework for density forecast combination by constructing time-varying weights based on time series features, which is called Feature-based Bayesi…
A hybrid ensemble method with negative correlation learning for regression
Yun Bai, Ganglin Tian, Yanfei Kang +1
Hybrid ensemble, an essential branch of ensembles, has flourished in the regression field, with studies confirming diversity's importance. However, previous ensembles consider dive…
Exploring the representativeness of the M5 competition data
Evangelos Theodorou, Shengjie Wang, Yanfei Kang +3
The main objective of the M5 competition, which focused on forecasting the hierarchical unit sales of Walmart, was to evaluate the accuracy and uncertainty of forecasting methods i…
Exploring the social influence of Kaggle virtual community on the M5 competition
Xixi Li, Yun Bai, Yanfei Kang
One of the most significant differences of M5 over previous forecasting competitions is that it was held on Kaggle, an online platform of data scientists and machine learning pract…
Improving forecasting by subsampling seasonal time series
Xixi Li, Fotios Petropoulos, Yanfei Kang
Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting mode…