Recency-Weighted Temporally-Segmented Ensemble for Time-Series Modeling

1 code implementation • 4 Mar 2024 • Pål V. Johnsen, Eivind Bøhn, Sølve Eidnes, Filippo Remonato, Signe Riemer-Sørensen

Addressing this, we introduce the Recency-Weighted Temporally-Segmented (ReWTS, pronounced `roots') ensemble model, a novel chunk-based approach for multi-step forecasting.

Time Series