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Record W3113091919 · doi:10.1109/smc42975.2020.9282948

Deep Learning Ensemble Based Model for Time Series Forecasting Across Multiple Applications

2020· article· en· W3113091919 on OpenAlexaff
Ifeanyi Emmanuel Okwuchi, Lobna Nassar, Fakhri Karray, K. Ponnambalam

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsArtificial intelligenceMean squared errorComputer scienceSupport vector machineSeries (stratigraphy)Ensemble learningMachine learningLinear regressionMean absolute errorTime seriesRegressionMeasure (data warehouse)Deep learningEnsemble forecastingRegression analysisPattern recognition (psychology)Data miningStatisticsMathematics

Abstract

fetched live from OpenAlex

Time series prediction has been challenging topic in several application domains. In this paper, an ensemble of two top performing deep learning architectures across different applications such as fresh produce (FP) yield prediction, FP price prediction and crude oil price prediction is proposed. First, the input data is trained on an array of different machine learning architectures, the top two performers are then combined using a stacking ensemble. The top two performers across the three tested applications are found to be Attention CNN-LSTM (AC-LSTM) and Attention ConvLSTM (ACV-LSTM). Different ensemble techniques, mean prediction, Linear Regression (LR) and Support vector Regression (SVR), are then utilized to come up with the best prediction. An aggregated measure that combines the results of mean absolute error (MAE), mean squared error (MSE) and R2coefficient of determination (R2) is used to evaluate model performance. The experiment results show that across the various examined applications, the proposed model which is a stacking ensemble of the AC-LSTM and ACV-LSTM using a linear SVR is the best performing based on the aggregated measure.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.019
Threshold uncertainty score0.037

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.000

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.

Opus teacher head0.205
GPT teacher head0.402
Teacher spread0.198 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2020
Admission routes1
Has abstractyes

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