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cs.LG2026
Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains
Raeid Saqur, Christoph Bergmeir, Blanka Horvath +3
We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonaliti…
cs.LG2024
Fast Gibbs sampling for the local and global trend Bayesian exponential smoothing model
Xueying Long, Daniel F. Schmidt, Christoph Bergmeir +1
In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed t…
cs.LG2023
Scalable Probabilistic Forecasting in Retail with Gradient Boosted Trees: A Practitioner's Approach
Xueying Long, Quang Bui, Grady Oktavian +6
The recent M5 competition has advanced the state-of-the-art in retail forecasting. However, we notice important differences between the competition challenge and the challenges we…