Abstract
To predict future events using historical data, Time Series Forecasting (TSF) should be used to get precise and accurate predictions. It has been a challenging issue to deal with the errors and value loss while predicting the future; hence, a dynamic error correction is proposed to overcome the errors. Additionally, it is important to find out a fast optimization technique to avoid this difficulty. Therefore, it is proposed in this study to use an improved stacking-based ensemble pruning method, namely Genetic Algorithm (GA)-II to produce high accuracy and strong stability in time series forecasting. A meta predictor known as Kernel Ridge Regression (KRR) is proposed for stacking ensemble models for its improved forecasting performance. The main goal of this study is to attain reliable and precise time-series forecasting. In the process of extracting various types of data features, particular types of Deep Neural networks are effective. Therefore, these types of models combine and increase the use of Deep Learning and Ensemble Learning techniques. It is better to use different Deep Neural Networks as Deep Learning models and use boosting and stacking techniques as neural networks take more time by using these types of methods, and the results would be better with low calculations. In time-series data, the value changes dynamically which may increase or decrease the accuracy of the prediction, so to overcome this type of problem, some error correction methods like Dynamic Error Correction (DEC) and a technique like Non-Dominated Sorting Genetic Algorithm (NSGA) and Multi-Populated Non-Dominated Sorting Genetic Algorithm-II (GA-II) to get optimal solutions in terms of accuracy are used.
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Kosuri, M., Tandu, C., Sarkar, S., Maiti, J. (2022). Multivariate Deep Learning Model with Ensemble Pruning for Time Series Forecasting. In: Giri, D., Raymond Choo, KK., Ponnusamy, S., Meng, W., Akleylek, S., Prasad Maity, S. (eds) Proceedings of the Seventh International Conference on Mathematics and Computing . Advances in Intelligent Systems and Computing, vol 1412. Springer, Singapore. https://doi.org/10.1007/978-981-16-6890-6_24
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