2025 Forecasting For Data Scientists Free Course on Youtube
I have prepared a free online course about Forecasting for Data Scientists that covers many aspects of forecasting, it is about 6 hours long and freely available on youtube. Check it out here.
Invited talk at NeurIPS 2024 workshop "Time Series in the Age of Large Models"
I have given an invited talk at the NeurIPS 2024 workshop: Time Series in the Age of Large Models. Slides, a recording, and links to my papers are all here
6 Common Pitfalls for Forecast Evaluation
A topic I covered last year in some talks and papers are the “6 common pitfalls for forecast evaluation”. I’m discussing what are the most typical mistakes people new to forecasting would make. So this is relevant, for example, for Data Scientists that may not have any specialised training in forecasting, but in ML and Stats. It is a more lightweight take on the same topic covered in our quite detailed and more formal full paper here.
Recent publications
- Gautier Pialla, Hassan Ismail Fawaz, Maxime Devanne, Jonathan Weber, Lhassane Idoumghar, Pierre-Alain Muller, Christoph Bergmeir, Daniel F Schmidt, Geoffrey I Webb, Germain Forestier (2025) Time series adversarial attacks: an investigation of smooth perturbations and defense approaches. In: International Journal of Data Science and Analytics, 19, (1), pp. 129-139. Abstract bib
- Xueying Long, Quang Bui, Grady Oktavian, Daniel F Schmidt, Christoph Bergmeir, Rakshitha Godahewa, Seong Per Lee, Kaifeng Zhao, Paul Condylis (2025) Scalable probabilistic forecasting in retail with gradient boosted trees: A practitioner's approach. In: International Journal of Production Economics, 279, pp. 109449. Abstract pdf bib
- Christoph Bergmeir, Frits De Nijs, Evgenii Genov, Abishek Sriramulu, Mahdi Abolghasemi, Richard Bean, John Betts, Quang Bui, Nam Trong Dinh, Nils Einecke, others (2025) Predict+ Optimize Problem in Renewable Energy Scheduling.. In: IEEE Access. Abstract bib
- Rakshitha Godahewa, Christoph Bergmeir, Zeynep Erkin Baz, Chengjun Zhu, Zhangdi Song, Salvador Garcia, Dario Benavides (2025) On forecast stability. In: International Journal of Forecasting. Abstract pdf bib
- Kasun Bandara, Rob J Hyndman, Christoph Bergmeir (2025) MSTL: A Seasonal-Trend Decomposition Algorithm for Time Series with Multiple Seasonal Patterns. In: International J Operational Research. Abstract pdf bib
Recent and upcoming talks
- 2025 Forecasting For Data Scientists Free Course. (16 December 2025) More info...
- Fundamental limitations of foundational forecasting models: The need for multimodality and rigorous evaluation. (15 December 2024) More info...
- SETAR-Tree: A Novel and Accurate Tree Algorithm for Global Time Series Forecasting. (19 September 2023) More info...