Search Results for author: Slawek Smyl

Found 11 papers, 7 papers with code

Any-Quantile Probabilistic Forecasting of Short-Term Electricity Demand

no code implementations26 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.

Local and Global Trend Bayesian Exponential Smoothing Models

no code implementations25 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.

Time Series

Contextually Enhanced ES-dRNN with Dynamic Attention for Short-Term Load Forecasting

1 code implementation18 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.

Load Forecasting Time Series +1

Recurrent Neural Networks for Forecasting Time Series with Multiple Seasonality: A Comparative Study

no code implementations17 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.

Load Forecasting Time Series +1

ES-dRNN with Dynamic Attention for Short-Term Load Forecasting

1 code implementation2 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.

Load Forecasting Time Series +1

ES-dRNN: A Hybrid Exponential Smoothing and Dilated Recurrent Neural Network Model for Short-Term Load Forecasting

1 code implementation5 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.

Load Forecasting Time Series +1

Ensembles of Localised Models for Time Series Forecasting

1 code implementation30 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.

Clustering Time Series +1

Orbit: Probabilistic Forecast with Exponential Smoothing

1 code implementation18 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

Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering Approach

3 code implementations9 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.

Benchmarking Clustering +3

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