Aggregation algorithm vs. Average for time series prediction

Authors: Jamil, W., Kalnishkan, Y. and Bouchachia, A.

Start date: 23 September 2016

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Authors: Jamil, W., Kaliniskan, Y. and Bouchachia, H.

Journal: CEUR Workshop Proceedings

Volume: 2069

ISSN: 1613-0073

© 2017 CEUR-WS. All rights reserved. Learning with expert advice as a scheme of on-line learning has been very successfully applied to various learning problems due to its strong theoretical basis. In this paper, for the purpose of times series prediction, we investigate the application of Aggregation Algorithm, which a generalisation of the famous weighted majority algorithm. The results of the experiments done, show that the Aggregation Algorithm performs very well in comparison to average.

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