Abstract
Forecasting model selection and model combination are the two contending approaches in the time series forecasting literature. Ensemble learning is useful for addressing a given predictive task by different predictive models when direct mapping from inputs to outputs is inaccurate. We adopt a layered learning approach to an ensemble learning strategy to solve the predictive tasks with improved predictive performance and take advantage of multiple learning processes into an ensemble model. In this proposed strategy, we build each model with a specific holdout and make the ensemble model of time series with a dynamic selection approach. For the experimental section, we studied more than twelve thousand observations in a portfolio of 61-time series of reported respiratory disease deaths to show the amount of improvement in predictive performance of excess mortality. Then we compare the forecasting outcome of our model with the corresponding total deaths of COVID-19 for selected countries.
Original language | English |
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Title of host publication | CAPSI 2021 Proceedings |
Subtitle of host publication | 21ª Conferência da Associação Portuguesa de Sistemas de Informação, "Sociedade 5.0: Os desafios e as Oportunidades para os Sistemas de Informação".". [21th Portuguese Association of Information Systems Conference] |
Publisher | APSI - Associação Portuguesa de Sistemas de Informação |
Chapter | 36 |
Pages | 1-18 |
Number of pages | 19 |
Publication status | Published - 2021 |
Event | CAPSI 2021. 21ª Conferência da Associação Portuguesa de Sistemas de Informação, "Sociedade 5.0: Os desafios e as Oportunidades para os Sistemas de Informação" - , Portugal Duration: 13 Oct 2021 → 16 Oct 2021 Conference number: 2021 |
Conference
Conference | CAPSI 2021. 21ª Conferência da Associação Portuguesa de Sistemas de Informação, "Sociedade 5.0: Os desafios e as Oportunidades para os Sistemas de Informação" |
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Abbreviated title | CAPSI |
Country/Territory | Portugal |
Period | 13/10/21 → 16/10/21 |
Keywords
- Time Series method
- Machine Learning
- Ensemble Bayesian Model Averaging (EBMA)
- Forecasting
- Excess Mortality