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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

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…

Machine Learning · Computer Science 2022-12-01 Arda Fazla , Mustafa Enes Aydin , Orhun Tamyigit , Suleyman Serdar Kozat

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.…

Machine Learning · Computer Science 2023-07-20 Shayan Jawed , Kiran Madhusudhanan , Vijaya Krishna Yalavarthi , Lars Schmidt-Thieme

Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is…

Machine Learning · Computer Science 2022-03-03 Grzegorz Dudek

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

Ensemble weather forecasts enable a measure of uncertainty to be attached to each forecast, by computing the ensemble's spread. However, generating an ensemble with a good spread-error relationship is far from trivial, and a wide range of…

Atmospheric and Oceanic Physics · Physics 2021-01-05 Sebastian Scher , Gabriele Messori

Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely relevant topic, especially in the context of ensemble…

Machine Learning · Computer Science 2025-07-10 Marco Zanotti

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…

Machine Learning · Computer Science 2025-04-15 Grzegorz Dudek

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

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

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…

Machine Learning · Statistics 2019-08-23 Sasan Barak , Mahdi Nasiri , Mehrdad Rostamzadeh

Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…

Machine Learning · Computer Science 2021-03-17 Peter Grönquist , Chengyuan Yao , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Shigang Li , Torsten Hoefler

Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of ensembles of Multi-Frequency Echo State Networks (MFESNs),…

Econometrics · Economics 2026-01-21 Giovanni Ballarin , Lyudmila Grigoryeva , Yui Ching Li

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…

Information Retrieval · Computer Science 2021-06-08 Guangtao Wang , Qinbao Song , Xiaoyan Zhu

Traffic flow forecasting is a crucial task in intelligent transport systems. Deep learning offers an effective solution, capturing complex patterns in time-series traffic flow data to enable the accurate prediction. However, deep learning…

Machine Learning · Computer Science 2024-11-07 Qiyuan Zhu , A. K. Qin , Hussein Dia , Adriana-Simona Mihaita , Hanna Grzybowska

In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…

Econometrics · Economics 2021-04-12 Ricardo P. Masini , Marcelo C. Medeiros , Eduardo F. Mendes

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

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…

Machine Learning · Computer Science 2023-03-21 Terence L. van Zyl

The combination of multiple classifiers using ensemble methods is increasingly important for making progress in a variety of difficult prediction problems. We present a comparative analysis of several ensemble methods through two case…

Machine Learning · Computer Science 2013-09-20 Sean Whalen , Gaurav Pandey

Unsupervised ensemble learning emerged to address the challenge of combining multiple learners' predictions without access to ground truth labels or additional data. This paradigm is crucial in scenarios where evaluating individual…

Machine Learning · Computer Science 2026-01-29 Ariel Maymon , Yanir Buznah , Uri Shaham
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