Skip to main content

On the Benefit of Using Time Series Features for Choosing a Forecasting Method.

Lemke, C. and Gabrys, B., 2008. On the Benefit of Using Time Series Features for Choosing a Forecasting Method. In: 2nd European Symposium on Time Series Prediction, 17-19 Sep 2008, Porvoo, Finland.

Full text available as:

[img]
Preview
PDF
Lemke_Gabrys_ESTSP2008.pdf - Accepted Version

248kB

Abstract

In research of time series forecasting, a lot of uncertainty is still related to the question of which forecasting method to use in which situation. One thing is obvious: There is no single method that performs best on all time series. This work examines whether features extracted from time series can be exploited for a better understanding of different behaviour of forecasting algorithms. An extensive pool of automatically computable features is identified, which is submitted to feature selection algorithms. Finally, a possible relationship between these features and the performance of forecasting and forecast combination methods for the particular series is investigated.

Item Type:Conference or Workshop Item (Paper)
Group:Faculty of Science & Technology
ID Code:8514
Deposited By:INVALID USER
Deposited On:19 Dec 2008 19:33
Last Modified:14 Mar 2022 13:19

Downloads

Downloads per month over past year

More statistics for this item...
Repository Staff Only -