6 papers
Infinite forecast combinations based on Dirichlet process
Yinuo Ren, Feng Li, Yanfei Kang +1
Forecast combination integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single opti…
Probabilistic Forecast Reconciliation with Kullback-Leibler Divergence Regularization
Guanyu Zhang, Feng Li, Yanfei Kang
As the popularity of hierarchical point forecast reconciliation methods increases, there is a growing interest in probabilistic forecast reconciliation. Many studies have utilized…
Optimal reconciliation with immutable forecasts
Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis +1
The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are p…
Forecast with Forecasts: Diversity Matters
Yanfei Kang, Wei Cao, Fotios Petropoulos +1
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy…
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…