Late Meta-learning Fusion Using Representation Learning for Time Series Forecasting

• URL: http://arxiv.org/abs/2303.11000v1
• Date: Mon, 20 Mar 2023 10:29:42 GMT
• Title: Late Meta-learning Fusion Using Representation Learning for Time Series Forecasting
• Authors: Terence L. van Zyl
• Abstract summary: This study presents a unified taxonomy encompassing these topic areas. The study empirically evaluates several model fusion approaches and a novel combination of hybrid and feature stacking algorithms called Deep-learning FORecast Model Averaging (DeFORMA) The proposed model, DeFORMA, can achieve state-of-the-art results in the M4 data set.
• Score: 0.0
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: Meta-learning, decision fusion, hybrid models, and representation learning are topics of investigation with significant traction in time-series forecasting research. Of these two specific areas have shown state-of-the-art results in forecasting: hybrid meta-learning models such as Exponential Smoothing - Recurrent Neural Network (ES-RNN) and Neural Basis Expansion Analysis (N-BEATS) and feature-based stacking ensembles such as Feature-based FORecast Model Averaging (FFORMA). However, a unified taxonomy for model fusion and an empirical comparison of these hybrid and feature-based stacking ensemble approaches is still missing. This study presents a unified taxonomy encompassing these topic areas. Furthermore, the study empirically evaluates several model fusion approaches and a novel combination of hybrid and feature stacking algorithms called Deep-learning FORecast Model Averaging (DeFORMA). The taxonomy contextualises the considered methods. Furthermore, the empirical analysis of the results shows that the proposed model, DeFORMA, can achieve state-of-the-art results in the M4 data set. DeFORMA, increases the mean Overall Weighted Average (OWA) in the daily, weekly and yearly subsets with competitive results in the hourly, monthly and quarterly subsets. The taxonomy and empirical results lead us to argue that significant progress is still to be made by continuing to explore the intersection of these research areas.

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