Today on the show we have Boris Oreshkin @boreshkin, a Senior Research Scientist at Unity Technologies, who joins us today to talk about his work N-BEATS: Neural Basis Expansion Analysis for Interpretable Time Series Forecasting.
Boris Oreshkin is a senior research scientist at Unity Technologies. He has a Ph.D. in Electrical Engineering from McGill University. He has 10 years of experience in industrial R&D environment. His background is in machine learning, deep learning and statistical signal processing. While serving as applied research scientist at Element AI, a Canadian AI startup, he developed N-BEATS in collaboration with Dmitri Carpov, Nicolas Chapados and Yoshua Bengio. N-BEATS achieved state-of-the-art performance in univariate time series forecasting on M4, M3 and TOURISM benchmarks. It was used as the core ingredient in the second entry in the M5 competition.