Congratulations to Dr Souhaib Ben Taieb

Souhaib Ben Taieb has been awarded his doctorate at the Université libre de Bruxelles and so he is now officially Dr Ben Taieb! Although Souhaib lives in Brussels, and was a student at the Université libre de Bruxelles, I co-supervised his doctorate (along with Professor Gianluca Bontempi). Souhaib is the 19th PhD student of mine to graduate.

His thesis was on “Machine learning strategies for multi-step-ahead time series forecasting” and is now available online. The prior research in this area has largely centred around two strategies (recursive and direct), and which one works better in certain circumstances. Recursive forecasting is the standard approach where a model is designed to predict one step ahead, and is then iterated to obtain multi-step-ahead forecasts. Direct forecasting involves using a separate forecasting model for each forecast horizon. Souhaib took a very different perspective from the prior research and has developed new strategies that are either hybrids of these two strategies, or completely different from either of them. The resulting forecasts are often significantly better than those obtained using the more traditional approaches.

Some of the papers to come out of Souhaib’s thesis are already available on his Google scholar page.

Well done Souhaib, and best wishes for the future.