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Using a multitude of experts in time series forecasting

VenuGopal

Abstract


The purpose of the project is to achieve improvement in forecasting performance using multiple decomposition and combining techniques. The project is based on the decomposition-joining method of forecasting,where the time series is first decomposed into multiple components,the individual components forecasted and joined back. Post processing techniques used try to increase the forecastsce by using only promising experts from a large expert pool.








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