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• W2029897006 abstract "Ensemble methods for classification and regression have focused a great deal of attention in recent years. They have shown, both theoretically and empirically, that they are able to perform substantially better than single models in a wide range of tasks. We have adapted an ensemble method to the problem of predicting future values of time series using recurrent neural networks (RNNs) as base learners. The improvement is made by combining a large number of RNNs, each of which is generated by training on a different set of examples. This algorithm is based on the boosting algorithm where difficult points of the time series are concentrated on during the learning process however, unlike the original algorithm, we introduce a new parameter for tuning the boosting influence on available examples. We test our boosting algorithm for RNNs on single-step-ahead and multi-step-ahead prediction problems. The results are then compared to other regression methods, including those of different local approaches. The overall results obtained through our ensemble method are more accurate than those obtained through the standard method, backpropagation through time, on these datasets and perform significantly better even when long-range dependencies play an important role." @default.
• W2029897006 created "2016-06-24" @default.
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• W2029897006 date "2008-01-01" @default.
• W2029897006 modified "2023-10-17" @default.
• W2029897006 title "A new boosting algorithm for improved time-series forecasting with recurrent neural networks" @default.
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• W2029897006 doi "https://doi.org/10.1016/j.inffus.2006.10.009" @default.
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