My new time series forecasting method Bagged.Cluster.ETS
Tiago Dantas, PhD
![Tiago Dantas, PhD]()
Tiago Dantas, PhD
Building Tech | 17+ Years in Data Science, Machine Learning & AI
Professor Fernando Cyrino and I have, recently, proposed a new time series forecasting approach that combines Bagging, Cluster and Exponential Smoothing to generate highly accurate forecast called Bagged.Cluster.ETS.
The method has been tested on the famous M3 (3003 series), CIF 2016 (72 series) and, recently, on M4 (100,000 series) competitions. The paper explaining the method has just been published in the most prestigious time series forecasting journal, International Journal of Forecasting and you can find it here: https://www.sciencedirect.com/science/article/pii/S0169207018300888
Pesquisador MacroLab da Funda??o Getúlio Vargas -SP
6 年Muito interessante Tiago. Parabéns!
Data Science Leader, Consultant & Professor | PhD in Economics | Boosting Business with Data & Innovation
6 年Congratulations. It seems to be very interesting. I am going to check it out.