Automatic Feature-based Forecast Model Averaging

Alexey Chernikov, Christoph Bergmeir, Pablo Montero-Manso
(2020) In: 40th International Symposium on Forecasting (ISF) 2020, October 26 - 28, Virtual (Rio de Janeiro, Brazil)

bib
« Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering Approach | Addressing Data Heterogeneity in Time Series Forecasting using Global Ensemble Models »