Time Series Forecasting with Self-Adaptive Gaussian Process Regression
Translated title:
Zeitreihenvorhersagen mit selbstadaptiver Gaußprozess-Regression
Author:
Haselbeck, Florian Franz Xaver
Year:
2023
Document type:
Dissertation
Faculty/School:
TUM Campus Straubing für Biotechnologie und Nachhaltigkeit
Advisor:
Grimm, Dominik (Prof. Dr.)
Referee:
Grimm, Dominik (Prof. Dr.); Hübner, Alexander (Prof. Dr.)
Language:
en
Subject group:
DAT Datenverarbeitung, Informatik
Keywords:
Time Series Forecasting; Machine Learning; Changing Data Distributions
TUM classification:
CIT 680; BIO 110; CIT 960
Abstract:
Changing data distributions are a major challenge in time series forecasting. To address this problem, we present three novel online approaches that lead to self-adaptive Gaussian Processes. We further assess time series forecasting methods for predicting sales of small and medium-sized companies dealing with perishable goods despite distribution shifts. In addition, we provide a programming framework to ensure reproducible and comparable results as well as easy access to new methods.
«
Changing data distributions are a major challenge in time series forecasting. To address this problem, we present three novel online approaches that lead to self-adaptive Gaussian Processes. We further assess time series forecasting methods for predicting sales of small and medium-sized companies dealing with perishable goods despite distribution shifts. In addition, we provide a programming framework to ensure reproducible and comparable results as well as easy access to new methods....
»
Translated abstract:
Änderungen in Datenverteilungen sind eine Herausforderung in der Zeitreihenprognose. Um diese zu adressieren, stellen wir drei neue Methoden vor, die zu selbstadaptiven Gaußprozessen führen. Zudem untersuchen wir Methoden, um den Umsatz von kleinen und mittleren Betrieben, die mit verderblichen Gütern handeln, trotz Verteilungsänderungen zu prognostizieren. Ferner stellen wir ein Programmier-Framework bereit, das reproduzierbare Ergebnisse und einen einfachen Zugang zu neuen Methoden sichert.