no code implementations • 26 Apr 2024 • Slawek Smyl, Boris N. Oreshkin, Paweł Pełka, Grzegorz Dudek
We show that our general approach can be seamlessly applied to two distinct neural architectures leading to the state-of-the-art distributional forecasting results in the context of short-term electricity demand forecasting task.
no code implementations • 25 Sep 2023 • Slawek Smyl, Christoph Bergmeir, Alexander Dokumentov, Xueying Long, Erwin Wibowo, Daniel Schmidt
This paper describes a family of seasonal and non-seasonal time series models that can be viewed as generalisations of additive and multiplicative exponential smoothing models, to model series that grow faster than linear but slower than exponential.
1 code implementation • 18 Dec 2022 • Slawek Smyl, Grzegorz Dudek, Paweł Pełka
These cells enable the model to capture short-term, long-term and seasonal dependencies across time series as well as to weight dynamically the input information.
no code implementations • 17 Mar 2022 • Grzegorz Dudek, Slawek Smyl, Paweł Pełka
This paper compares recurrent neural networks (RNNs) with different types of gated cells for forecasting time series with multiple seasonality.
1 code implementation • 2 Mar 2022 • Slawek Smyl, Grzegorz Dudek, Paweł Pełka
Short-term load forecasting (STLF) is a challenging problem due to the complex nature of the time series expressing multiple seasonality and varying variance.
1 code implementation • 5 Dec 2021 • Slawek Smyl, Grzegorz Dudek, Paweł Pełka
A multi-layer RNN is equipped with a new type of dilated recurrent cell designed to efficiently model both short and long-term dependencies in TS.
1 code implementation • 30 Dec 2020 • Rakshitha Godahewa, Kasun Bandara, Geoffrey I. Webb, Slawek Smyl, Christoph Bergmeir
With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that work on isolated series.
1 code implementation • 18 Apr 2020 • Edwin Ng, Zhishi Wang, Huigang Chen, Steve Yang, Slawek Smyl
Time series forecasting is an active research topic in academia as well as industry.
Computation Methodology
no code implementations • 29 Mar 2020 • Grzegorz Dudek, Paweł Pełka, Slawek Smyl
This work presents a hybrid and hierarchical deep learning model for mid-term load forecasting.
2 code implementations • International Journal of Forecasting 2019 • Slawek Smyl
This paper presents the winning submission of the M4 forecasting competition.
3 code implementations • 9 Oct 2017 • Kasun Bandara, Christoph Bergmeir, Slawek Smyl
In particular, in terms of mean sMAPE accuracy, it consistently outperforms the baseline LSTM model and outperforms all other methods on the CIF2016 forecasting competition dataset.