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: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).

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