arXiv Machine Learning By Stefano Damato, Nicol\`o Rubattu, Dario Azzimonti, Giorgio Corani

Intermittent time series forecasting: local vs global models

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arXiv:2601. 14031v2 Announce Type: replace-cross Abstract: Forecasting intermittent time series, which contain zeros, is a crucial challenge in supply chains as inventory policies require probabilistic forecasts to establish safety levels.

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arXiv Machine Learning
Sep 25

fable.intermittent: benchmarking probabilistic forecasting methods for intermittent time series

The paper introduces fable.intermittent, an R package that consolidates various probabilistic forecasting methods for intermittent time series within the fable framework, enabling streamlined fitting and evaluation across multiple datasets. It also presents TWEES, a new exponential smoothing model using a Tweedie predictive distribution, and releases tweedieDistr, a faster implementation of the Tweedie distribution. The authors evaluate these tools on four datasets provided with the package.

By Stefano Damato, Lorenzo Zambon, Giorgio Corani, Dario Azzimonti
arXiv Machine Learning
Jun 18

RNN(p) for Power Consumption Forecasting

arXiv:2209. 01378v3 Announce Type: replace Abstract: An elementary Recurrent Neural Network that operates on p time lags, called an RNN(p), is the natural generalisation of a linear autoregressive model ARX(p).

By Roberto Baviera, Pietro Manzoni