Bayesian optimization based dynamic ensemble for time series forecasting

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...

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Bibliographic Details
Main Authors: Du, Liang, Gao, Ruobin, Suganthan, Ponnuthurai Nagaratnam, Wang, David Zhi Wei
Other Authors: School of Civil and Environmental Engineering
Format: Journal Article
Language:English
Published: 2022
Subjects:
Online Access:https://hdl.handle.net/10356/163881