Related papers: Two-Step Meta-Learning for Time-Series Forecasting…
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,…
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the…
In this paper, we investigate meta-learning for combining forecasts generated by models of different types. While typical approaches for combining forecasts involve simple averaging, machine learning techniques enable more sophisticated…
Several multi-target regression methods were devel-oped in the last years aiming at improving predictive performanceby exploring inter-target correlation within the problem. However, none of these methods outperforms the others for all…
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…
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…
In this paper, we propose a novel dynamic ensemble selection framework using meta-learning. The framework is divided into three steps. In the first step, the pool of classifiers is generated from the training data. The second phase is…
This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online…
Meta-learning, decision fusion, hybrid models, and representation learning are topics of investigation with significant traction in time-series forecasting research. Of these two specific areas have shown state-of-the-art results in…
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…
We investigate ensemble methods for prediction in an online setting. Unlike all the literature in ensembling, for the first time, we introduce a new approach using a meta learner that effectively combines the base model predictions via…
In the early observation period of a time series, there might be only a few historic observations available to learn a model. However, in cases where an existing prior set of datasets is available, Meta learning methods can be applicable.…
The effectiveness of univariate forecasting models is often hampered by conditions that cause them stress. A model is considered to be under stress if it shows a negative behaviour, such as higher-than-usual errors or increased uncertainty.…
Recommending appropriate algorithms to a classification problem is one of the most challenging issues in the field of data mining. The existing algorithm recommendation models are generally constructed on only one kind of meta-features by…
In Dynamic Ensemble Selection (DES) techniques, only the most competent classifiers are selected to classify a given query sample. Hence, the key issue in DES is how to estimate the competence of each classifier in a pool to select the most…
Daily streamflow forecasting through data-driven approaches is traditionally performed using a single machine learning algorithm. Existing applications are mostly restricted to examination of few case studies, not allowing accurate…
Machine learning models can effectively forecast dynamical systems from time-series data, but they typically require large amounts of past data, making forecasting particularly challenging for systems with limited history. To overcome this,…
Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…
A common technique to reduce model bias in time-series forecasting is to use an ensemble of predictive models and pool their output into an ensemble forecast. In cases where each predictive model has different biases, however, it is not…
Many businesses and industries require accurate forecasts for weekly time series nowadays. However, the forecasting literature does not currently provide easy-to-use, automatic, reproducible and accurate approaches dedicated to this task.…