Search Results for author: Pablo Montero-Manso

Found 6 papers, 3 papers with code

FRANS: Automatic Feature Extraction for Time Series Forecasting

no code implementations15 Sep 2022 Alexey Chernikov, Chang Wei Tan, Pablo Montero-Manso, Christoph Bergmeir

Traditionally, features used in TSF are handcrafted, which requires domain knowledge and significant data-engineering work.

Dimensionality Reduction Meta-Learning +2

Monash Time Series Forecasting Archive

1 code implementation14 May 2021 Rakshitha Godahewa, Christoph Bergmeir, Geoffrey I. Webb, Rob J. Hyndman, Pablo Montero-Manso

Many businesses and industries nowadays rely on large quantities of time series data making time series forecasting an important research area.

Time Series Time Series Forecasting

Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality

1 code implementation2 Aug 2020 Pablo Montero-Manso, Rob J. Hyndman

In particular, global linear models can provide competitive accuracy with two orders of magnitude fewer parameters than local methods.

Generalization Bounds Time Series +1

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