Cherry-Picking in Time Series Forecasting: How to Select Datasets to Make Your Model Shine

• Tipo: Artigo em Livro de Atas de Conferência Internacional
• Data: 2025

Autores

Roque, L (Autor) Outra; Soares, C (Autor) Outra; Torgo, L (Autor) Outra; Vitor Cerqueira (Autor) FEUP; Carlos Soares (Autor) FEUP

Ata de Conferência Internacional

Título: AAAI-25, Sponsored by the Association for the Advancement of Artificial Intelligence, February 25 - March 4, 2025, Philadelphia, PA, USA

39th Annual AAAI Conference on Artificial Intelligence, AAAI 2025

Philadelphia, 25 February 2025 through 4 March 2025

Indexação

Scopus - 0 Citações

Outras Informações

ID Authenticus: P-017-YF6

DOI: 10.1609/aaai.v39i19.34224

Abstract (EN): The importance of time series forecasting drives continuous research and the development of new approaches to tackle this problem. Typically, these methods are introduced through empirical studies that frequently claim superior accuracy for the proposed approaches. Nevertheless, concerns are rising about the reliability and generalizability of these results due to limitations in experimental setups. This paper addresses a critical limitation: the number and representativeness of the datasets used. We investigate the impact of dataset selection bias, particularly the practice of cherry-picking datasets, on the performance evaluation of forecasting methods. Through empirical analysis with a diverse set of benchmark datasets, our findings reveal that cherry-picking datasets can significantly distort the perceived performance of methods, often exaggerating their effectiveness. Furthermore, our results demonstrate that by selectively choosing just four datasets ¿ what most studies report ¿ 46% of methods could be deemed best in class, and 77% could rank within the top three. Additionally, recent deep learning-based approaches show high sensitivity to dataset selection, whereas classical methods exhibit greater robustness. Finally, our results indicate that, when empirically validating forecasting algorithms on a subset of the benchmarks, increasing the number of datasets tested from 3 to 6 reduces the risk of incorrectly identifying an algorithm as the best one by approximately 40%. Our study highlights the critical need for comprehensive evaluation frameworks that more accurately reflect real-world scenarios. Adopting such frameworks will ensure the development of robust and reliable forecasting methods. Copyright © 2025, Association for the Advancement of Artificia Intelligence (www.aaai.org). All rights reserved.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 7