Authors:  Xiaoqian Wang, Yanfei Kang, Fotios Petropoulos and Feng Li Abstract:  Interval forecasts have significant advantages in providing uncertainty estimation to point forecasts, leading to the importance of providing prediction intervals (PIs) as well as point forecasts. In this paper, we propose a general feature-based time series forecasting framework, which is divided into “offline” and “online” parts.…

Our Chinese translation for the forecasting textbook Forecasting: principles and practice by Rob J Hyndman and George Athanasopoulos is now available online. The Chinese translation was produced by a team led by Professor Yanfei Kang (Beihang University) and Professor Feng Li (Central University of Finance and Economics). The following students were also involved: Cheng Fan, Liu Yu, Long Xiaoyu, Wang Xiaoqian,…

Authors: Xixi Li, Yanfei Kang and Feng Li Abstract: Feature-based time series representation has attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model selection and model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing…