Category: News

  • Feng Li will be presenting at the ISBA 2021 meeting

    Dr. Feng Li will be presenting at the 2021 world meeting of the International Society for Bayesian Analysis (ISBA) on session of C28: Bayesian Inference and Forecasting for Business Problems. Time: Friday, July 2, 6:45 am – 8:00 am Whova Link: https://whova.com/embedded/session/isbaw_202106/1572928/ Meeting Program: https://events.stat.uconn.edu/ISBA2021/programs.html The International Society for Bayesian Analysis (ISBA) was founded in 1992to promote the development and application of Bayesian analysis. By sponsoring…

  • The dlsa paper is accepted in the Journal of Computational and Graphical Statistics

    Authors:  Xuening Zhu, Feng Li and Hansheng Wang Abstract:  In this work we develop a distributed least squares approximation (DLSA) method, which is able to solve a large family of regression problems (e.g., linear regression, logistic regression, Cox’s model) on a distributed system. By approximating the local objective function using a local quadratic form, we are able to obtain a…

  • New Paper: Exploring the social influence of Kaggle virtual community on the M5 competition

    Authors: Xixi Li, Yun Bai, Yanfei Kang Abstract: One of the most significant differences of M5 over previous forecasting competitions is that it was held on Kaggle, an online community of data scientists and machine learning practitioners. On the Kaggle platform, people can form virtual communities such as online notebooks and discussions to discuss their models, choice…

  • The fuma paper is accepted in Journal of the Operational Research Society

    Our fuma paper is accepted in the Journal of the Operational Research Society. Xiaoqian Wang, Yanfei Kang, Fotios Petropoulos, Feng Li (2021). The uncertainty estimation of feature-based forecast combinations (in press), Journal of the Operational Research Society.  [ Working paper | R package ] Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation…

  • New Paper: Forecast with Forecasts: Diversity Matters

    Authors: Yanfei Kang, Wei Cao, Fotios Petropoulos, Feng Li Abstract: Forecast combination has been widely applied in the last few decades to improve forecast accuracy. In recent years, the idea of using time series features to construct forecast combination model has flourished in the forecasting area. Although this idea has been proved to be beneficial in…

  • We are presenting at ISF2020 Invited Session

    Our lab members will be presenting our work at the invited session of the 40th International Symposium on Forecasting virtually. Session: Forecast Combination Time: October 26, Monday, 17:00-18:00 GMT+8 Detailed Schedule: https://whova.com/embedded/session/iiofe_202006/1323449/ Speakers Yanfei Kang (Speaker) Associate Professor, School of Economics and Management, Beihang University Xiaoqian Wang (Speaker) PhD student, Beihang University Xixi Li (Speaker)…

  • The dejavu paper is accepted in the Journal of Business Research

    Our Dejavu paper is accepted in the Journal of Business Research. Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos, Nikolaos Athiniotis, Feng Li, Vassilios Assimakopoulo (2020). Déjà vu: A data-centric forecasting approach through time series cross-similarity, Journal of Business Research. (In Press) [Working Paper | Software] Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically…

  • The forecasting with time series imaging paper is accepted in Expert Systems with Applications

    The forecasting with time series imaging paper is accepted in Expert Systems with Applications

    Our foresting paper with time series imaging approach is accepted in Expert Systems with Applications. Xixi Li, Yanfei Kang, and Feng Li*. (2020). Forecasting with time series imaging, Expert Systems with Applications. (In Press) [Working Paper | Software] Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of…

  • The GRATIS paper is accepted in Statistical Analysis and Data Mining

    The GRATIS paper is accepted in Statistical Analysis and Data Mining

    Our GRATIS paper for GeneRAting TIme Series with diverse and controllable characteristics is accepted in the ASA data science journal: Statistical Analysis and Data Mining. Yanfei Kang, Rob J Hyndman, and Feng Li*. (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics, Statistical Analysis and Data Mining. (In Press) [Journal version | Working Paper | R Package | Web App] The explosion…

  • The DeepTCN paper is accepted in Neurocomputing

    The DeepTCN paper is accepted in Neurocomputing. Yitian Chen, Yanfei Kang, Yixiong Chen and Zizhuo Wang. (2020). Probabilistic Forecasting with Temporal Convolutional Neural Network. Neurocomputing 399C (2020) pp. 491-501. [ Online | Working Paper | Software] We present a probabilistic forecasting framework based on convolutional neural network (CNN) for multiple related time series forecasting. The framework can be…