3 papers
stat.AP2021
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…
cs.LG2020
Hierarchical forecast reconciliation with machine learning
Evangelos Spiliotis, Mahdi Abolghasemi, Rob J Hyndman +2
Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical…
stat.ME2019
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…