Neural network ensemble operators for time series forecasting
作者:
Highlights:
• Different combination operators are evaluated for neural network ensembles.
• The proposed mode operator is insensitive to outliers and asymmetric distributions.
• The mode is found to provide the most accurate forecasts, followed by the median.
• The commonly used mean operator ranks last requiring very large ensembles.
摘要
•Different combination operators are evaluated for neural network ensembles.•The proposed mode operator is insensitive to outliers and asymmetric distributions.•The mode is found to provide the most accurate forecasts, followed by the median.•The commonly used mean operator ranks last requiring very large ensembles.
论文关键词:Time series,Forecasting,Ensembles,Combination,Mode estimation,Kernel density estimation,Neural networks,Mean,Median
论文评审过程:Available online 12 January 2014.
论文官网地址:https://doi.org/10.1016/j.eswa.2013.12.011