Improving the accuracy of intelligent forecasting models using the Perturbation Theory
Why this work is in the frame
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Bibliographic record
Abstract
In time series analysis and forecasting, machine learning (ML) models have been widely used due to their flexibility and accuracy. However, the tuning process of their parameters is a hard task, mainly when complex time series are addressed. So, it is difficult to guarantee the optimal adjustment of the ML model parameters. This paper proposes a recursive approach based on the Perturbation theory to correct the forecasting of ML models. From the initial forecasting given by an ML model, a new ML model is trained using the error series (the difference between the actual series and forecasting) of the first model to decrease the overall error of the system. This process can be recursively repeated until convergence or some stop criterion. The response of the perturbative approach is composed of the sum of the predictions (perturbations) of the ML models trained in each recursion. The proposed approach is investigated with four ML models: Support Vector Regression, Multilayer Perceptron, Long Short-Term Memory, and Radial Basis Function network. The evaluation is performed with an experimental investigation conducted on four time series: Canadian Lynx, Sunspot, Star Brightness, and S&P500 index. The results show that the perturbative approach improves significantly the accuracy of all evaluated ML models.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.024 | 0.055 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.001 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it