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Ensembling is a powerful technique for improving the accuracy of machine learning models, with methods like stacking achieving strong results in tabular tasks. In time series forecasting, however, ensemble methods remain underutilized, with…

Machine Learning · Computer Science 2025-11-20 Nathanael Bosch , Oleksandr Shchur , Nick Erickson , Michael Bohlke-Schneider , Caner Türkmen

Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…

Applications · Statistics 2021-12-17 Xixi Li , Fotios Petropoulos , Yanfei Kang

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

Machine Learning · Computer Science 2023-04-11 Dimitris Bertsimas , Leonard Boussioux

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Machine Learning · Statistics 2022-04-18 Evaldas Vaiciukynas , Paulius Danenas , Vilius Kontrimas , Rimantas Butleris

Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not…

Machine Learning · Computer Science 2020-12-24 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

This paper investigates the performance of Echo State Networks (ESNs) for univariate time series forecasting using a subset of the M4 Forecasting Competition dataset. Focusing on monthly and quarterly time series, we evaluate whether a…

Machine Learning · Computer Science 2026-04-08 Alexander Häußer

We investigate ensembling techniques in forecasting and examine their potential for use in nonseasonal time-series similar to those in the early days of the COVID-19 pandemic. Developing improved forecast methods is essential as they…

Machine Learning · Computer Science 2022-01-04 Pieter Cawood , Terence L. van Zyl

Techniques of hybridisation and ensemble learning are popular model fusion techniques for improving the predictive power of forecasting methods. With limited research that instigates combining these two promising approaches, this paper…

Machine Learning · Computer Science 2022-07-20 Pieter Cawood , Terence van Zyl

The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang

Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models…

Machine Learning · Computer Science 2019-07-19 Ümit Çavuş Büyükşahin , Şeyda Ertekin

Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…

Artificial Intelligence · Computer Science 2013-02-28 Ratnadip Adhikari , R. K. Agrawal

Providing forecasts for ultra-long time series plays a vital role in various activities, such as investment decisions, industrial production arrangements, and farm management. This paper develops a novel distributed forecasting framework to…

Applications · Statistics 2024-04-23 Xiaoqian Wang , Yanfei Kang , Rob J Hyndman , Feng Li

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Machine Learning · Computer Science 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

This paper presents a comprehensive framework for time series prediction using a hybrid model that combines ARIMA and LSTM. The model incorporates feature engineering techniques, including embedding and PCA, to transform raw data into a…

Machine Learning · Computer Science 2025-02-12 Chang Liu , Chengcheng Ma , XuanQi Zhou

Accurate forecasting of project performance metrics is crucial for successfully managing and delivering urban road reconstruction projects. Traditional methods often rely on static baseline plans and fail to consider the dynamic nature of…

Machine Learning · Computer Science 2024-12-02 Soheila Sadeghi

Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatial and temporal resolution. However, stochastic wind speed…

Applications · Statistics 2015-09-10 Daniel Ambach , Carsten Croonenbroeck

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 presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

Pattern similarity-based methods are widely used in classification and regression problems. Repeated, similar-shaped cycles observed in seasonal time series encourage to apply these methods for forecasting. In this paper we use the pattern…

Machine Learning · Computer Science 2020-04-29 Grzegorz Dudek , Paweł Pełka
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