Tag:time-series
All the articles with the tag "time-series".
VN2 Features
The VN2 features I implemented and backtested in our LightGBM store forecast: definitions, correlation, SHAP analysis, the final feature set and how it compares with production, after a short background on the VN2 competition and its winning solution.
Calendar Features for TabPFN Time Series: Geometry, Encodings, and an Open Edge Case
TabPFN-TS turns forecasting into a table of features. A 24-hour edge case shows that a correct encoding, compatibility with the trained model, and evidence for a release are three separate questions.
Forecast Metrics
My notes on forecast metrics for weekly sales forecasts: MAE, bias, MAPE, WAPE, MASE and RMSSE, business KPIs from a split bias, censored demand in backtests, and why RelMAE and RelMSE replaced MASE and RMSSE.
Solving the Low and High Seller Bias in a Weekly Sales Forecast
Two studies on a LightGBM weekly sales forecast that under-forecasts high sellers and over-forecasts low sellers: separate models, a better initialisation, and normalizing the dataset, then a wide backtest of normalization.
Aeon Periodograms for Unequal-Length Time Series
Why Aeon's PeriodogramTransformer rejected a valid padding mode on unequal-length input, and how comparing its two input paths catches this kind of bug.
Fourier Smoothing in Aeon: Symmetry, Cutoffs, and Better Tests
Aeon's Fourier smoother could return a kept frequency at half its amplitude while its tests passed. Why real signals need both halves of a conjugate pair, how the fix moved the cutoff, and which tests catch each problem.
Your ACF Can Be Right While Its Confidence Interval Is Wrong
A missing-data bug in statsmodels left ACF estimates unchanged while confidence intervals and Ljung-Box statistics used the wrong sample size.
Validation, Hyperparameter and Feature Set Studies for a Weekly Sales Forecast
Three studies on a LightGBM weekly sales forecast, in the order we ran them: the validation set for early stopping, the hyperparameter set, and the feature set.