Gianluca Bontempi webpage | MLG research on forecasting

Bontempi's research on prediction and forecasting

Papers

Le Borgne, Yann-Aël; Santini, Silvia; Bontempi, Gianluca; "Adaptive model selection for time series prediction in wireless sensor networks", Signal Processing, 87, 12, 3010-3020, 2007, Elsevier
Bontempi, Gianluca; Birattari, Mauro; Bersini, Hugues; "Local learning for iterated time series prediction", ICML, 32-38,1999,
Taieb, Souhaib Ben; Sorjamaa, Antti; Bontempi, Gianluca; "Multiple-output modeling for multi-step-ahead time series forecasting", Neurocomputing, 73, 10-12, 1950-1957, 2010, Elsevier
Taieb, Souhaib Ben; Bontempi, Gianluca; Sorjamaa, Antti; Lendasse, Amaury; "Long-term prediction of time series by combining Direct and MIMO strategies", 2009 International Joint Conference on Neural Networks, 3054-3061, 2009, IEEE
Gambardella, Luca Maria; Bontempi, Gianluca; Taillard, Eric; Romanengo, Davide; Raso, Guido; Piermari, Pietro; "Simulation and forecasting in intermodal container terminal", Proceedings of the 8th European simulation symposium, 626-630, 1996, SCS International
Bontempi, Gianluca; "Long term time series prediction with multi-input multi-output local learning", Proc. 2nd ESTSP, 45-154, 2008,
Bontempi, Gianluca; Taieb, Souhaib Ben; "Conditionally dependent strategies for multiple-step-ahead prediction in local learning", International Journal of Forecasting, 27, 3, 689-699, 2011, Elsevier
Bontempi, Gianluca; Ben Taieb, Souhaib; Le Borgne, Yann-Aël; "Machine learning strategies for time series forecasting", Business Intelligence: Second European Summer School, eBISS 2012, Brussels, Belgium, July 15-21, 2012, Tutorial Lectures 2", 62-77, 2013,Springer Berlin Heidelberg
"Bontempi, Gianluca; Birattari, Mauro; Bersini, Hugues; "Lazy learning for iterated time series prediction", Proceedings of the International Workshop on Advanced Black-Box Techniques for Nonlinear Modeling, 62-68, 1998, Katholieke Universiteit Leuven, Belgium"
Vaccaro, Alfredo; Bontempi, Gianluca; Taieb, Souhaib Ben; Villacci, Domenico; "Adaptive local learning techniques for multiple-step-ahead wind speed forecasting", Electric power systems research, 83, 1, 129-135, 2012, Elsevier
Lerman, Liran; Bontempi, Gianluca; Ben Taieb, Souhaib; Markowitch, Olivier; "A time series approach for profiling attack", Security, Privacy, and Applied Cryptography Engineering: Third International Conference, SPACE 2013, Kharagpur, India, October 19-23, 2013. Proceedings 3", 75-94,2013, Springer Berlin Heidelberg
Bontempi, Gianluca; Birattari, Mauro; "A multi-steap ahead prediction method based on local dynamic properties", ESANN, 311-316, 2000,
Lopes, Miguel; Bontempi, Gianluca; "Experimental assessment of static and dynamic algorithms for gene regulation inference from time series expression data", Frontiers in genetics, 4, 303, 2013, Frontiers Media SA
Taieb, Souhaib Ben; Bontempi, Gianluca; "Recursive multi-step time series forecasting by perturbing data", 2011 IEEE 11th International Conference on Data Mining, 695-704, 2011, IEEE
Le Borgne, Yann-Aël; Bontempi, Gianluca; "Time series prediction for energy-efficient wireless sensors: Applications to environmental monitoring and video games", Sensor Systems and Software: Third International ICST Conference, S-Cube 2012, Lisbon, Portugal, June 4-5, 2012, Revised Selected Papers, 63-72, 2012, Springer Berlin Heidelberg
Bontempi, Gianluca; "A Monte Carlo strategy for structured multiple-step-ahead time series prediction", 2014 International Joint Conference on Neural Networks (IJCNN), 853-858, 2014, IEEE
Taieb, Souhaib Ben; Bontempi, Gianluca; Atiya, Amir F; Sorjamaa, Antti; "A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition", Expert Systems with Applications,39,8,7067-7083,2012, Pergamon
Bontempi, Gianluca; Bertolissi, Edy; Birattari, Mauro; "Predicting stock markets in boundary conditions with local models", Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr)(Cat. No. 00TH8520), 158-161,2000,IEEE
Bontempi, Gianluca; Le Borgne, Yann-Aël; "Predictive modelling in a big data distributed setting: a scalable bias correction approach", 2016 IEEE International Congress on Big Data (BigData Congress), 68-74,2016,IEEE
De Stefani, Jacopo; Caelen, Olivier; Hattab, Dalila; Bontempi, Gianluca; "Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies", MIDAS Workshop, PKDD/ECML, 7-28,2017,
Bontempi, Gianluca; Le Borgne, Yann-Aël; De Stefani, Jacopo; "A dynamic factor machine learning method for multi-variate and multi-step-ahead forecasting", 2017 IEEE International Conference on Data Science and Advanced Analytics (DSAA), 222-231, 2017, IEEE
De Stefani, Jacopo; Le Borgne, Yann-Aël; Caelen, Olivier; Hattab, Dalila; Bontempi, Gianluca; "Batch and incremental dynamic factor machine learning for multivariate and multi-step-ahead forecasting", International Journal of Data Science and Analytics, 7, 4, 311-329, 2019, Springer International Publishing Cham
De Stefani, Jacopo; Caelen, Olivier; Hattab, Dalila; Le Borgne, Yann-Aël; Bontempi, Gianluca; "A multivariate and multi-step ahead machine learning approach to traditional and cryptocurrencies volatility forecasting", Workshop on Mining Data for Financial Applications, 7-22, 2018, Springer International Publishing Cham
Bontempi, Gianluca; "Local learning techniques for modeling, prediction and control", PhD thesis, 2000,Université libre de Bruxelles
Dillen, Arnau; Buroni, Giovanni; Le Borgne, Yann-Aël; Determe, Karl; Bontempi, Gianluca; "MOBI-AID: A Big Data Platform for Real-Time Analysis of On Board Unit Data", EDBT/ICDT Workshops, 2020,
Buroni, Giovanni; Le Borgne, Yann-Aël; Bontempi, Gianluca; Raimondi, Daniele; Determe, Karl; "On-board unit big data: Short-term traffic forecasting in urban transportation networks", 2020 IEEE 7th International Conference on Data Science and Advanced Analytics (DSAA), 569-578,2020, IEEE
Buroni, Giovanni; Bontempi, Gianluca; Determe, Karl; "A Tutorial on Network-Wide Multi-Horizon Traﬀic Forecasting with Deep Learning", 2021,
Buroni, Giovanni; Lebichot, Bertrand; Bontempi, Gianluca; "AST-MTL: an attention-based multi-task learning strategy for traffic forecasting", IEEE Access, 9, 77359-77370, 2021, IEEE
Paldino, Gian Marco; De Stefani, Jacopo; De Caro, Fabrizio; Bontempi, Gianluca; "Does automl outperform naive forecasting?", Engineering proceedings, 5, 1, 36, 2021,MDPI
De Stefani, Jacopo; Bontempi, Gianluca; "Factor-based framework for multivariate and multi-step-ahead forecasting of large scale time series", Frontiers in Big Data, 4, 690267, 2021, Frontiers Media SA
De Caro, Fabrizio; De Stefani, Jacopo; Vaccaro, Alfredo; Bontempi, Gianluca; "DAFT-E: Feature-based multivariate and multi-step-ahead wind power forecasting", IEEE Transactions on sustainable energy, 13, 2, 1199-1209, 2021, IEEE
Bontempi, Gianluca; "Machine learning for time series: from forecasting to causal inference", Proceedings of the 12th Hellenic Conference on Artificial Intelligence, 1-1,2022,
Cerqueira, Vitor; Torgo, Luis; Bontempi, Gianluca; "Instance-based meta-learning for conditionally dependent univariate multi-step forecasting", International Journal of Forecasting, 40, 4, 1507-1520, 2024, Elsevier

PATENTS

SYSTEM AND METHOD FOR MANAGING RISKS IN A PROCESS

Lectures, tutorials

2017 Brussel BSSM summer school "Machine Learning for predicting in a big data world"
2018 ENS Cachan (F) summer school on transfer learning "Multi-task learning and forecasting"
2021 4th International Workshop on Big Mobility Data Analytics A tutorial on network-wide multi-horizon traffic forecasting with deep learning
2022: IIF Forecasting summer school: "Machine learning techniques for forecasting: perspectives and limitations"