AN EXTENSIBLE ENSEMBLE ENVIRONMENT FOR TIME SERIES FORECASTING

Claudio Ribeiro, Ronaldo Goldschmidt, Ricardo Choren

Abstract

There have been diverse works demonstrating that ensembles can improve the performance over any individual solution for time series forecasting. This work presents an extensible environment that can be used to create, experiment and analyse ensembles for time series forecasting. Usually, the analyst develops the individual solution and the ensemble algorithms for each experiment. The proposed environment intends to provide a flexible tool for the analyst to include, configure and experiment with individual solutions and to build and execute ensembles. In this paper, we describe the environment, its features and we present a simple experiment on its usage.

References

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Paper Citation


in Harvard Style

Ribeiro C., Goldschmidt R. and Choren R. (2010). AN EXTENSIBLE ENSEMBLE ENVIRONMENT FOR TIME SERIES FORECASTING . In Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-989-8425-05-8, pages 404-407. DOI: 10.5220/0002904704040407


in Bibtex Style

@conference{iceis10,
author={Claudio Ribeiro and Ronaldo Goldschmidt and Ricardo Choren},
title={AN EXTENSIBLE ENSEMBLE ENVIRONMENT FOR TIME SERIES FORECASTING},
booktitle={Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2010},
pages={404-407},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002904704040407},
isbn={978-989-8425-05-8},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - AN EXTENSIBLE ENSEMBLE ENVIRONMENT FOR TIME SERIES FORECASTING
SN - 978-989-8425-05-8
AU - Ribeiro C.
AU - Goldschmidt R.
AU - Choren R.
PY - 2010
SP - 404
EP - 407
DO - 10.5220/0002904704040407