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Record W4389624199 · doi:10.3390/forecast5040037

Decompose and Conquer: Time Series Forecasting with Multiseasonal Trend Decomposition Using Loess

2023· article· en· W4389624199 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueForecasting · 2023
Typearticle
Languageen
FieldComputer Science
TopicTime Series Analysis and Forecasting
Canadian institutionsUniversity of Alberta
Fundersnot available
KeywordsDecompositionDivide and conquer algorithmsComputer sciencePreprocessorMargin (machine learning)Series (stratigraphy)Task (project management)Term (time)Time seriesMachine learningSimple (philosophy)Data miningArtificial intelligenceAlgorithmEngineering

Abstract

fetched live from OpenAlex

Over the past few years, there has been growing attention to the Long-Term Time Series Forecasting task and solving its inherent challenges like the non-stationarity of the underlying distribution. Notably, most successful models in this area use decomposition during preprocessing. Yet, much of the recent research has focused on intricate forecasting techniques, often overlooking the critical role of decomposition, which we believe can significantly enhance the performance. Another overlooked aspect is the presence of multiseasonal components in many time series datasets. This study introduced a novel forecasting model that prioritizes multiseasonal trend decomposition, followed by a simple, yet effective forecasting approach. We submit that the right decomposition is paramount. The experimental results from both real-world and synthetic data underscore the efficacy of the proposed model, Decompose&Conquer, for all benchmarks with a great margin, around a 30–50% improvement in the error.

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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.900
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.033
GPT teacher head0.250
Teacher spread0.217 · 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