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Nov, 2023
基于狄利克雷过程的无限预测组合
Infinite forecast combinations based on Dirichlet process
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Yinuo Ren, Feng Li, Yanfei Kang
TL;DR
通过整合来自目标时间序列的多个预测结果,本文介绍了一种基于狄利克雷过程的深度学习集成预测模型。该方法通过单一训练过程生成所需的基学习器,并利用权重调整和多样性策略来进行组合,从而在预测精度和稳定性上相比于单一基准模型有显著提升。
Abstract
forecast combination
integrates information from various sources by consolidating multiple forecast results from the target time series. Instead of the need to select a single optimal forecasting model, this paper introduces a
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