Swarm Based Ensembles for Time Series Residual Forecasting.
Rafael Bérgamo B. de HolandaJoão F. L. de OliveiraPublished in: ICTAI (2020)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- exponential smoothing
- box jenkins
- hybrid model
- stock market
- chaotic time series
- swarm intelligence
- decision trees
- mackey glass
- arima model
- particle swarm optimization
- moving average
- non stationary
- short term
- forecasting model
- multivariate time series
- bp neural network
- exchange rate
- support vector regression
- ensemble methods
- neural network model
- collective behavior
- garch model
- demand forecasting
- phase space reconstruction
- ensemble learning
- medium term
- cooperative
- autoregressive
- random forests
- search space
- ensemble selection
- foreign exchange
- phase space
- financial data
- dynamic time warping
- autoregressive integrated moving average