text: Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. However, due to the short nature of sales times series in E-commerce, univariate methods don't apply well. In this article, we propose a global model which outperforms state-of-the-art models on real dataset. It is achieved by using Tree Boosting Methods that exploit non-linearity and cross-series information. We also proposed a preprocessing framework to overcome the inherent difficulties in the E-commerce data. In particular, we use different schemes to limit the impact of the volatility of the data.
  @cite_10: Load forecasting is usually made by constructing models on relative information, such as climate and previous load demand data. In 2001, EUNITE network organized a competition aiming at mid-term load forecasting (predicting daily maximum load of the next 31 days). During the competition we proposed a support vector machine (SVM) model, which was the winning entry, to solve the problem. In this paper, we discuss in detail how SVM, a new learning technique, is successfully applied to load forecasting. In addition, motivated by the competition results and the approaches by other participants, more experiments and deeper analyses are conducted and presented here. Some important conclusions from the results are that temperature (or other types of climate information) might not be useful in such a mid-term load forecasting problem and that the introduction of time-series concept may improve the forecasting.
  @cite_4: 
  @cite_11: textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast.
summary: Other regression methods have been used, such as generalized additive methods @cite_4 , support vector machines @cite_10 and Recurrent Network @cite_11 . All this method performs only univariate forecasting and therefore run into the same problems.