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FFORMA : feature-based forecast model averaging

Pablo Montero-Manso, George Athanasopoulos, Rob J. Hyndman, Thiyanga S. Talagala
Year of publication:
2020
Authors: Montero-Manso, Pablo ; Athanasopoulos, George ; Hyndman, Rob J. ; Talagala, Thiyanga S.
Published in:
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 1, p. 86-92
Subject: Time series features | Forecast combination | XGBoost | M4 competition | Meta-learning | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast
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