Bayesian optimization based dynamic ensemble for time series forecasting

• Main Authors: Du, Liang, Gao, Ruobin, Suganthan, Ponnuthurai Nagaratnam, Wang, David Zhi Wei
• Other Authors: School of Civil and Environmental Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Civil engineering; Time Series Forecasting; Forecast Combination
• Online Access: https://hdl.handle.net/10356/163881
• Institution: Nanyang Technological University

Among various time series (TS) forecasting methods, ensemble forecast is extensively acknowledged as a promising ensemble approach achieving great success in research and industry. Due to the high diversification of individual model assumptions, heterogeneous information fusion contributes to genera...