Abstract

Abstract
Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics have been devised to solve this task. However, there is no consensus about what the best approach is. Besides, lag selection procedures have been developed based on local models and classical forecasting techniques such as ARIMA. We bridge this gap in the literature by carrying out an extensive empirical analysis of different lag selection methods. We focus on deep learning methods trained in a global approach, i.e., on datasets comprising multiple univariate time series. Specifically, we use NHITS, a recently proposed architecture that has shown competitive forecasting performance. The experiments were carried out using three benchmark databases that contain a total of 2411 univariate time series. The results indicate that the lag size is a relevant parameter for accurate forecasts. In particular, excessively small or excessively large lag sizes have a considerable negative impact on forecasting performance. Cross-validation approaches show the best performance for lag selection, but this performance is comparable with simple heuristics.

Abstract
As machine learning technologies are increasingly adopted, the demand for responsible AI practices to ensure transparency and accountability grows. To better understand the decision-making processes of machine learning models, GASTeN was developed to generate realistic yet ambiguous synthetic data near a classifier's decision boundary. However, the results were inconsistent, with few images in the low-confidence region and noise. Therefore, we propose a new GASTeN version with a modified architecture and a novel loss function. This new loss function incorporates a multi-objective measure with a Gaussian loss centered on the classifier probability, targeting the decision boundary. Our study found that while the original GASTeN architecture yields the highest Frechet Inception Distance (FID) scores, the updated version achieves lower Average Confusion Distance (ACD) values and consistent performance across low-confidence regions. Both architectures produce realistic and ambiguous images, but the updated one is more reliable, with no instances of GAN mode collapse. Additionally, the introduction of the Gaussian loss enhanced this architecture by allowing for adjustable tolerance in image generation around the decision boundary.

Abstract
DeepAR is a popular probabilistic time series forecasting algorithm. According to the authors, DeepAR is particularly suitable to build global models using hundreds of related time series. For this reason, it is a common expectation that DeepAR obtains poor results in univariate forecasting [10]. However, there are no empirical studies that clearly support this. Here, we compare the performance of DeepAR with standard forecasting models to assess its performance regarding 1 step-ahead forecasts. We use 100 time series from the M4 competition to compare univariate DeepAR with univariate LSTM and SARIMAX models, both for point and quantile forecasts. Results show that DeepAR obtains good results, which contradicts common perception.

Abstract
Financial fraud is the cause of multi-billion dollar losses annually. Traditionally, fraud detection systems rely on rules due to their transparency and interpretability, key features in domains where decisions need to be explained. However, rule systems require significant input from domain experts to create and tune, an issue that rule induction algorithms attempt to mitigate by inferring rules directly from data. We explore the application of these algorithms to fraud detection, where rule systems are constrained to have a low false positive rate (FPR) or alert rate, by proposing RIFF, a rule induction algorithm that distills a low FPR rule set directly from decision trees. Our experiments show that the induced rules are often able to maintain or improve performance of the original models for low FPR tasks, while substantially reducing their complexity and outperforming rules hand-tuned by experts.

Abstract
We introduce the Robustness of Hierarchically Organized Time Series (RHiOTS) framework, designed to assess the robustness of hierarchical time series forecasting models and algorithms on real-world datasets. Hierarchical time series, where lower-level forecasts must sum to upper-level ones, are prevalent in various contexts, such as retail sales across countries. Current empirical evaluations of forecasting methods are often limited to a small set of benchmark datasets, offering a narrow view of algorithm behavior. RHiOTS addresses this gap by systematically altering existing datasets and modifying the characteristics of individual series and their interrelations. It uses a set of parameterizable transformations to simulate those changes in the data distribution. Additionally, RHiOTS incorporates an innovative visualization component, turning complex, multidimensional robustness evaluation results into intuitive, easily interpretable visuals. This approach allows an in-depth analysis of algorithm and model behavior under diverse conditions. We illustrate the use of RHiOTS by analyzing the predictive performance of several algorithms. Our findings show that traditional statistical methods are more robust than state-of-the-art deep learning algorithms, except when the transformation effect is highly disruptive. Furthermore, we found no significant differences in the robustness of the algorithms when applying specific reconciliation methods, such as MinT. RHiOTS provides researchers with a comprehensive tool for understanding the nuanced behavior of forecasting algorithms, offering a more reliable basis for selecting the most appropriate method for a given problem.