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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

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

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

Ensemble methods are known for enhancing the accuracy and robustness of machine learning models by combining multiple base learners. However, standard approaches like greedy or random ensembling often fall short, as they assume a constant…

Machine Learning · Computer Science 2025-06-24 Sebastian Pineda Arango , Maciej Janowski , Lennart Purucker , Arber Zela , Frank Hutter , Josif Grabocka

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

Neural and Evolutionary Computing · Computer Science 2013-02-27 Ratnadip Adhikari , R. K. Agrawal

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

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

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

Training multiple deep neural networks (DNNs) and averaging their outputs is a simple way to improve the predictive performance. Nevertheless, the multiplied training cost prevents this ensemble method to be practical and efficient. Several…

Machine Learning · Computer Science 2021-10-27 Feng Wang , Guoyizhe Wei , Qiao Liu , Jinxiang Ou , Xian Wei , Hairong Lv

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long time prediction of the evolution of the unknown system. Training a DNN with low…

Machine Learning · Computer Science 2022-12-28 Victor Churchill , Steve Manns , Zhen Chen , Dongbin Xiu

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

Ensemble Learning methods combine multiple algorithms performing the same task to build a group with superior quality. These systems are well adapted to the distributed setup, where each peer or machine of the network hosts one algorithm…

Machine Learning · Computer Science 2021-10-19 Gaëlle Candel , David Naccache

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

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

Machine Learning · Computer Science 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

Machine Learning · Computer Science 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

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.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Ensemble models are powerful model building tools that are developed with a focus to improve the accuracy of model predictions. They find applications in time series forecasting in varied scenarios including but not limited to process…

The problem of combining individual forecasters to produce a forecaster with improved performance is considered. The connections between probability elicitation and classification are used to pose the combining forecaster problem as that of…

Methodology · Statistics 2017-07-11 Hamed Masnadi-Shirazi

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Ensemble learning is a process by which multiple base learners are strategically generated and combined into one composite learner. There are two features that are essential to an ensemble's performance, the individual accuracies of the…

Machine Learning · Computer Science 2021-09-30 Wenjing Li , Randy C. Paffenroth , David Berthiaume
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