Frequency-based ensemble forecasting model for time series forecasting

DOI10.1007/s40314-022-01765-xOpenAlexW4210929162MaRDI QIDQ2115049

Waddah Saeed

Publication date: 15 March 2022

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-022-01765-x

zbMATH Keywords

frequencytime seriesforecastingstatistical methodsensemble modelM4 competition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

Uses Software

• R
• forecast
• Forecast
• Adam
• opera
• fpp2
• thief

Cites Work

• Unnamed Item
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• Forecasting with temporal hierarchies
• Exploring the sources of uncertainty: why does bagging for time series forecasting work?
• Forecasting electricity consumption by aggregating specialized experts
• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
• Learning representations by back-propagating errors