Bayesian optimization based dynamic ensemble for time series forecasting

DOI10.1016/J.INS.2022.01.010MaRDI QIDQ6188161zbMATH OpenOpenAlexFDO

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

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

Bayesian optimizationdeep neural networkforecast combinationmachine learningtime series forecasting

Mathematics Subject Classification ID

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

Cites work

• Analysis of Financial Time Series
• Forecasting sales by exponentially weighted moving averages
• scientific article; zbMATH DE number 6443084 (Why is no real title available?)
• Model combination in neural-based forecasting
• Nonparametric guidance of autoencoder representations using label information
• The Fundamental Theorem of Exponential Smoothing
• Time series analysis, modeling and applications. A computational intelligence perspective.

Cited in

(1)

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

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