Some variation of COBRA in sequential learning setup

arXiv:2405.04539v1 Announce Type: cross
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 …

abstract arxiv change cobra cs.ce cs.lg data data preprocessing eess.sp forecasting multivariate paper performance prediction q-fin.cp regression research research paper series setup stat.ml strategy time series time series forecasting type types variation