The FFORMPP paper is accepted in the International Journal of Forecasting Thiyanga S. Talagala, Feng Li, Yanfei Kang (2021). FFORMPP: Feature-based forecast model performance prediction. International Journal of Forecasting. (in press) [ arXiv | R package ] This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features … Continue reading The FFORMPP paper is accepted in the International Journal of Forecasting