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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…