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Record W4382982875 · doi:10.21203/rs.3.rs-3119564/v1

Multi-output Ensembles for Multi-step Forecasting

2023· preprint· en· W4382982875 on OpenAlexaff
Vítor Cerqueira, Luı́s Torgo

Bibliographic record

VenueResearch Square · 2023
Typepreprint
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsDalhousie University
Fundersnot available
KeywordsComputer scienceSeries (stratigraphy)Ensemble forecastingRank (graph theory)HorizonEnsemble learningMachine learningArtificial intelligenceAlgorithmMathematics

Abstract

fetched live from OpenAlex

Abstract This paper studies the application of ensembles composed of multi-output models for multi-step ahead forecasting problems. Dynamic ensembles have been commonly used for forecasting. However, these are typically designed for one-step ahead tasks. On the other hand, the literature regarding the application of dynamic ensembles for multi-step aheadforecasting is scarce. Moreover, it is not clear how the combination rule is applied across the forecasting horizon. We carried out extensive experiments to analyze the application of dynamic ensembles for multi-step forecasting. We resorted to a case study with 3568 time series and an ensemble of 30 multi-output models. We discovered that dynamic ensembles based on arbitrating and windowing present the best performance according to average rank. Moreover, as the horizon increases, most approaches struggle to outperform a static ensemble that assigns equal weights to all models. The experiments are publicly available in a repository.

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)0.006
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: Empirical · Consensus signal: none
Teacher disagreement score0.004
Threshold uncertainty score0.012

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.006
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.002
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.001

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 head0.798
GPT teacher head0.587
Teacher spread0.210 · 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
GenreEmpirical

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

Citations1
Published2023
Admission routes1
Has abstractyes

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