Bayesian optimization based dynamic ensemble for time series forecasting

• Main Authors: Du, Liang, Gao, Ruobin, Suganthan, Ponnuthurai Nagaratnam, Wang, David Zhi Wei
• 其他作者: School of Civil and Environmental Engineering
• 格式: Article
• 語言: English
• 出版: 2022
• 主題: Engineering::Civil engineering; Time Series Forecasting; Forecast Combination
• 在線閱讀: https://hdl.handle.net/10356/163881
• 機構: 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...