A systematic solution for the NN3 Forecasting Competition problem based on an ensemble of MLP neural networks

A systematic solution for the NN3 Forecasting Competition problem based on an ensemble of MLP neural networks

This work presents an award winning approach for solving the NN3 forecasting competition problem. It consisted of predicting 18 future values of 111 monthly short time series. This approach consists of applying the median value of a 15-MLP ensemble for predicting each time series. The system perform...

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Hauptverfasser: Adeodato, P.J.L., Vasconcelos, G.C., Arnaud, A.L., Cunha, R.C.L., Monteiro, D.S.M.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Artificial neural networks
Finishing
Informatics
Neural networks
Performance analysis
Performance evaluation
Phase measurement
Predictive models
System testing
Time series analysis
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Beschreibung
Zusammenfassung:This work presents an award winning approach for solving the NN3 forecasting competition problem. It consisted of predicting 18 future values of 111 monthly short time series. This approach consists of applying the median value of a 15-MLP ensemble for predicting each time series. The system performed very well on test data, finishing as the second best solution of the competition with a SMAPE=16.17%.
ISSN:1051-4651
2831-7475
DOI:10.1109/ICPR.2008.4761812