Posts

IEEE-CIS Competition

Congratulations to my PhD students Kasun, Hansika, and Rakshitha for their 4th place in the IEEE-CIS Technical Challenge on Energy Prediction from Smart Meter Data

Well done! Kasun describes some of the methodology here

Also congratulations to Alex Dokumentov for his 6th place (3rd in terms of accuracy).

Neural Prophet released

We have released the Neural Prophet software, a reimplementation of “prophet” in PyTorch. It is joint work with Facebook and Stanford University.

Announcements from Facebook are here and here

The code is here

Tutorial at ACML2020 on Forecasting for Data Scientists

I’m giving a 2.5 hour tutorial at ACML2020 on Forecasting for Data Scientists, covering all about forecasting that Data Scientists and Machine Learners should know.

Watch the recording here

Get additional information here

Special session at Virtual ISF2020 on Global Modelling for Forecasting

Pablo Montero-Manso and I are organising an invited session at Virtual ISF2020 on Global Modelling for Forecasting. Details are here Speakers and topics are: Kasun Bandara (Speaker) Student, Monash University Transfer Learning Schemes for Global Forecasting Models using Recurrent Neural Networks Alexey Chernikov (Speaker) Student, Monash Automatic Feature-based Forecast Model Averaging Dilini Rajapaksha (Speaker) PhD Student, Monash University Local Model-Agnostic Interpretability in Global Time Series Forecasting

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Congratulations to my PhD students for their M5 success

A team of 4 Monash PhD students, three of whom I supervise (Kasun Bandara, Rakshitha Godahewa and Hansika Hewamalage) have achieved a 17th place in the M5 forecasting competition, with over 5000 participants. Congratulations!

Welcome to my new web page

Welcome to my new web page, I hope you find it useful and informative. It is based on hugo, blogdown, and I’m using the theme of my great colleague and mentor Rob J Hyndman.