A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition

Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for multi-step ahead forecasting and comparing them in theoretical and practical terms. To attain such an objective, we performed a large scale comparison of these different strategies using a large experimental benchmark (namely the 111 series from the NN5 forecasting competition). In addition, we considered the effects of deseasonalization, input variable selection, and forecast combination on these strategies and on multi-step ahead forecasting at large. The following three findings appear to be consistently supported by the experimental results: Multiple-Output strategies are the best performing approaches, deseasonalization leads to uniformly improved forecast accuracy, and input selection is more effective when performed in conjunction with deseasonalization

Finding maximum k-cliques faster using lazy global domination

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Lazy Model Expansion: Interleaving Grounding with Search

Finding satisfying assignments for the variables involved in a set of constraints can be cast as a (bounded) model generation problem: search for (bounded) models of a theory in some logic. The state-of-the-art approach for bounded model generation for rich knowledge representation languages, like ASP, FO(.) and Zinc, is ground-and-solve: reduce the theory to a ground or propositional one and apply a search algorithm to the resulting theory. An important bottleneck is the blowup of the size of the theory caused by the reduction phase. Lazily grounding the theory during search is a way to overcome this bottleneck. We present a theoretical framework and an implementation in the context of the FO(.) knowledge representation language. Instead of grounding all parts of a theory, justifications are derived for some parts of it. Given a partial assignment for the grounded part of the theory and valid justifications for the formulas of the non-grounded part, the justifications provide a recipe to construct a complete assignment that satisfies the non-grounded part. When a justification for a particular formula becomes invalid during search, a new one is derived; if that fails, the formula is split in a part to be grounded and a part that can be justified. The theoretical framework captures existing approaches for tackling the grounding bottleneck such as lazy clause generation and grounding-on-the-fly, and presents a generalization of the 2-watched literal scheme. We present an algorithm for lazy model expansion and integrate it in a model generator for FO(ID), a language extending first-order logic with inductive definitions. The algorithm is implemented as part of the state-of-the-art FO(ID) Knowledge-Base System IDP. Experimental results illustrate the power and generality of the approach