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Forecasting in Big Data with Recurrent Neural Networks

posted on 29.10.2020, 01:57 authored by HERATH MUDIYANSELAGE KASUN GAYAN BANDARA
With the advent of Big Data, many application databases have produced large collections of related time series, which may share key time series properties in common. To exploit these similarities, Global Forecasting Models (GFM) that simultaneously learn from a set of time series have been introduced. This research studies aims to develop a series of novel forecasting methodologies, using Recurrent Neural Networks as the principal forecasting architecture to improve the forecasting accuracy of GFMs in different circumstances. Furthermore, this study demonstrates the empirical evidence of the proposed GFM architectures to address real-world forecasting challenges in the retail and health-care industries.


Campus location


Principal supervisor

Christoph Bergmeir

Additional supervisor 1

Wray Buntine

Additional supervisor 2

Dan Lubman

Year of Award


Department, School or Centre

Clayton School of IT

Additional Institution or Organisation

Clayton School of Information Technology


Doctor of Philosophy

Degree Type