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Unsupervised ensemble learning methods for time series forecasting. Bootstrap aggregating (bagging) for double-seasonal time series forecasting and its ensembles.

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PetoLau/UnsupervisedEnsembles

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UnsupervisedEnsembles

Unsupervised Ensemble Learning Methods for Time Series Forecasting in R.

This repository is for sharing the source code for the paper: "Usefulness of Unsupervised Ensemble Learning Methods for Time Series Forecasting of Aggregated or Clustered Load". Link for .pdf here.

Citation:

  • Laurinec P., Lucká M. (2018) Usefulness of Unsupervised Ensemble Learning Methods for Time Series Forecasting of Aggregated or Clustered Load. In: Appice A., Loglisci C., Manco G., Masciari E., Ras Z. (eds) New Frontiers in Mining Complex Patterns. NFMCP 2017. Lecture Notes in Computer Science, vol 10785. Springer, Cham. doi: 10.1007/978-3-319-78680-3_9

You can read more about my research here: petolau.github.io/research/