Some variation of COBRA in sequential learning setup

• URL: http://arxiv.org/abs/2405.04539v1
• Date: Sun, 7 Apr 2024 17:41:02 GMT
• Title: Some variation of COBRA in sequential learning setup
• Authors: Aryan Bhambu, Arabin Kumar Dey,
• Abstract summary: We use specific data preprocessing techniques which makes a radical change in the behaviour of prediction. Our proposed methodologies outperform all state-of-the-art comparative models. We illustrate the methodologies through eight time series datasets from three categories: cryptocurrency, stock index, and short-term load forecasting.
• Score: 0.0
• License: http://creativecommons.org/licenses/by-sa/4.0/
• Abstract: This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in the behaviour of prediction. We compare the performance of the model based on two types of hyper-parameter tuning Bayesian optimisation (BO) and Usual Grid search. Our proposed methodologies outperform all state-of-the-art comparative models. We illustrate the methodologies through eight time series datasets from three categories: cryptocurrency, stock index, and short-term load forecasting.

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