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In recent years, Machine Learning algorithms, in particular supervised learning techniques, have been shown to be very effective in solving regression problems. We compare the performance of a newly proposed regression algorithm against…

Machine Learning · Computer Science 2023-06-16 Sabina Gooljar , Kris Manohar , Patrick Hosein

This papers proposes a generic, high-level methodology for generating forecast combinations that would deliver the optimal linearly combined forecast in terms of the mean-squared forecast error if one had access to two population…

Methodology · Statistics 2023-09-01 Elliot Beck , Damian Kozbur , Michael Wolf

Tree-based ensembles such as the Random Forest are modern classics among statistical learning methods. In particular, they are used for predicting univariate responses. In case of multiple outputs the question arises whether we separately…

Machine Learning · Statistics 2022-01-17 Lena Schmid , Alexander Gerharz , Andreas Groll , Markus Pauly

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

Methodology · Statistics 2025-03-27 Gabriel R. Palma , Mariusz Skoczeń , Phil Maguire

It is well recognized that the project productivity is a key driver in estimating software project effort from Use Case Point size metric at early software development stages. Although, there are few proposed models for predicting…

Machine Learning · Computer Science 2018-12-18 Mohammad Azzeh , Ali Bou Nassif , Shadi Banitaan , Cuauhtemoc Lopez-Martin

We propose a new optimization-based approach for feature selection in tree ensembles, an important problem in statistics and machine learning. Popular tree ensemble toolkits e.g., Gradient Boosted Trees and Random Forests support feature…

Machine Learning · Computer Science 2025-04-08 Shibal Ibrahim , Kayhan Behdin , Rahul Mazumder

Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…

The contribution of this work is twofold: (1) We introduce a collection of ensemble methods for time series forecasting to combine predictions from base models. We demonstrate insights on the power of ensemble learning for forecasting,…

Machine Learning · Computer Science 2021-04-26 Julia Gastinger , Sébastien Nicolas , Dušica Stepić , Mischa Schmidt , Anett Schülke

This paper analyzes comparatively the performance of Random Forests and Gradient Boosting algorithms in the field of forecasting the energy consumption based on historical data. The two algorithms are applied in order to forecast the energy…

Artificial Intelligence · Computer Science 2022-07-26 Cristina Bianca Pop , Viorica Rozina Chifu , Corina Cordea , Emil Stefan Chifu , Octav Barsan

In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…

Statistical Finance · Quantitative Finance 2020-07-27 Yang Li , Yi Pan

At present, most of the prediction studies related to antagonistic event-group competitions focus on the prediction of competition results, and less on the prediction of the competition process, which can not provide real-time feedback of…

Machine Learning · Computer Science 2024-06-04 Zishuo Zhu

Differential evolution possesses a multitude of various strategies for generating new trial solutions. Unfortunately, the best strategy is not known in advance. Moreover, this strategy usually depends on the problem to be solved. This paper…

Neural and Evolutionary Computing · Computer Science 2013-07-04 Iztok Fister , Iztok Fister , Janez Brest

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Machine Learning · Statistics 2018-12-17 Matthew A. Olson , Abraham J. Wyner

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

Random Forests and related tree-based methods are popular for supervised learning from table based data. Apart from their ease of parallelization, their classification performance is also superior. However, this performance, especially…

Machine Learning · Computer Science 2023-07-25 Tom Hanika , Johannes Hirth

In retail sales forecasting, accurately predicting future sales is crucial for inventory management and strategic planning. Traditional methods like LR often fall short due to the complexity of sales data, which includes seasonality and…

Machine Learning · Computer Science 2024-12-10 Priyam Ganguly , Isha Mukherjee

Rapid increase of traffic volume on urban roads over time has changed the traffic scenario globally. It has also increased the ratio of road accidents that can be severe and fatal in the worst case. To improve traffic safety and its…

Other Computer Science · Computer Science 2020-10-29 Muhammad Umer , Saima Sadiq , Abid Ishaq , Saleem Ullah , Najia Saher , Hamza Ahmad Madni

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

Methodology · Statistics 2019-01-21 Leonie Weinhold , Matthias Schmid , Marvin N. Wright , Moritz Berger

Building on developments in machine learning and prior work in the science of judicial prediction, we construct a model designed to predict the behavior of the Supreme Court of the United States in a generalized, out-of-sample context. To…

Physics and Society · Physics 2017-07-05 Daniel Martin Katz , Michael J Bommarito , Josh Blackman