arXiv Machine Learning By Giovanni Felici, Antonio M. Sudoso

Optimizing accuracy and diversity: a multi-task approach to forecast combinations

Read the original on arXiv Machine Learning →

arXiv:2310. 20545v3 Announce Type: replace Abstract: We present a multi-task optimization approach based on a deep learning architecture for time series forecasting.

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arXiv Machine Learning
Jul 13

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

arXiv:2510. 04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs).

By Willa Potosnak, Malcolm Wolff, Mengfei Cao, Ruijun Ma, Tatiana Konstantinova, Dmitry Efimov, Michael W. Mahoney, Boris Oreshkin, Kin G. Olivares