Bayesian optimization based dynamic ensemble for time series forecasting

DOI10.1016/j.ins.2022.01.010OpenAlexW4205542731MaRDI QIDQ6188161

Ruobin Gao, David Z. W. Wang, Liang Du, P. N. Suganthan

Publication date: 1 February 2024

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2022.01.010

zbMATH Keywords

machine learningtime series forecastingforecast combinationBayesian optimizationdeep neural network

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Related Items (1)

BO-B\&B: a hybrid algorithm based on Bayesian optimization and branch-and-bound for discrete network design problems

Cites Work

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• Forecasting Sales by Exponentially Weighted Moving Averages
• Time series analysis, modeling and applications. A computational intelligence perspective.
• Model combination in neural-based forecasting
• The Fundamental Theorem of Exponential Smoothing
• Analysis of Financial Time Series

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