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The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…

Machine Learning · Statistics 2014-03-31 Roberto Aldave , Jean-Pierre Dussault

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

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

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

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

Machine Learning · Statistics 2020-11-03 Mohsen Shahhosseini , Guiping Hu , Hieu Pham

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

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Neural network (NN) ensembles can reduce large prediction variance of NN and improve prediction accuracy. For highly nonlinear problems with insufficient data set, the prediction accuracy of NN models becomes unstable, resulting in a…

Machine Learning · Computer Science 2022-10-20 Ungki Lee , Namwoo Kang

Neural networks are widely used in machine learning and data mining. Typically, these networks need to be trained, implying the adjustment of weights (parameters) within the network based on the input data. In this work, we propose a novel…

Machine Learning · Computer Science 2024-08-20 Xiaosheng Li , Wenjie Xi , Jessica Lin

This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…

Machine Learning · Computer Science 2023-10-10 Peiwen Tan

Time series forecasting involves collecting and analyzing past observations to develop a model to extrapolate such observations into the future. Forecasting of future events is important in many fields to support decision making as it…

Machine Learning · Computer Science 2020-09-22 Igor Ilic , Berk Gorgulu , Mucahit Cevik , Mustafa Gokce Baydogan

Multimodel ensembling has been widely used to improve climate model predictions, and the improvement strongly depends on the ensembling scheme. In this work, we propose a Bayesian neural network (BNN) ensembling method, which combines…

Atmospheric and Oceanic Physics · Physics 2022-08-10 Ming Fan , Dan Lu , Deeksha Rastogi , Eric M. Pierce

Ensemble methods have played a crucial role in achieving state-of-the-art (SOTA) performance across various machine learning tasks by leveraging the diversity of features learned by individual models. In Time Series Classification (TSC),…

Machine Learning · Computer Science 2026-02-10 Javidan Abdullayev , Maxime Devanne , Cyril Meyer , Ali Ismail-Fawaz , Jonathan Weber , Germain Forestier

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…

Machine Learning · Statistics 2020-03-31 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

Ensemble modeling has been widely used to solve complex problems as it helps to improve overall performance and generalization. In this paper, we propose a novel TemporalAugmenter approach based on ensemble modeling for augmenting the…

Machine Learning · Computer Science 2024-01-17 Nelly Elsayed , Constantinos L. Zekios , Navid Asadizanjani , Zag ElSayed

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

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

Ensemble learning is a methodology that integrates multiple DNN learners for improving prediction performance of individual learners. Diversity is greater when the errors of the ensemble prediction is more uniformly distributed. Greater…

Machine Learning · Computer Science 2019-08-30 Ling Liu , Wenqi Wei , Ka-Ho Chow , Margaret Loper , Emre Gursoy , Stacey Truex , Yanzhao Wu

In this paper, we propose a novel ensembling technique for deep neural networks, which is able to drastically reduce the required memory compared to alternative approaches. In particular, we propose to extract multiple sub-networks from a…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini