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Improve Forecasting Performance Using Decomposition and Combining

Rajveer Singh


We study effect of decomposition and combining of forecasting models on the performance of forecasting. We explored existing decomposition methods and modified some of them. We carried out an extensive study of the mutual behavior of large number of experts with respect to the time series used. We worked on both static and dynamic combining experts. We carried out experiments to illustrate the help of multiple decomposition methods in improving forecasting performance. We also tried to explore dimensions of rule based forecasting.

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