Cross-domain Meta-learning for Time-series Forecasting

Authors: Ali, A.R., Gabrys, B. and Budka, M.

Journal: Procedia Computer Science

Volume: 126

Pages: 9-18

eISSN: 1877-0509

DOI: 10.1016/j.procS.2018.07.204

Abstract:

There are many algorithms that can be used for the time-series forecasting problem, ranging from simple (e.g. Moving Average) to sophisticated Machine Learning approaches (e.g. Neural Networks). Most of these algorithms require a number of user-defined parameters to be specified, leading to exponential explosion of the space of potential solutionS. since the trial-and-error approach to finding a good algorithm for solving a given problem is typically intractable, reSearchers and practitioners need to resort to a more intelligent Search strategy, with one option being to constraint the Search space using past experience - an approach known as Meta-learning. Although potentially attractive, Meta-learning comes with its own challengeS. Gathering a sufficient number of Meta-examples, which in turn requires collecting and processing multiple datasets from each problem domain under consideration is perhaps the most prominent issue. In this paper, we are investigating the situations in which the use of additional data can improve performance of a Meta-learning System, with focus on cross-domain transfer of Meta-knowledge. A similarity-based cluster analysis of Meta-features has also been performed in an attempt to discover homogeneous groups of time-series with respect to Meta-learning performance. Although the experiments revealed limited room for improvement over the overall best base-learner, the Meta-learning approach turned out to be a safe choice, minimizing the risk of selecting the least appropriate base-learner.

http://eprints.bournemouth.ac.uk/31518/

Source: Scopus

Cross-domain Meta-learning for Time-series Forecasting

Authors: Ali, A.R., Gabrys, B. and Budka, M.

Journal: KNOWLEDGE-BASED AND INTELLIGENT INFORMATION & ENGINEERING SYSTEMS (KES-2018)

Volume: 126

Pages: 9-18

ISSN: 1877-0509

DOI: 10.1016/j.procs.2018.07.204

http://eprints.bournemouth.ac.uk/31518/

Source: Web of Science (Lite)

Cross-domain Meta-learning for Time-series Forecasting.

Authors: Ali, A.R., Gabrys, B. and Budka, M.

Editors: Howlett, R.J., Jain, L.C., Popovic, Z., Popovic, D.B., Vukosavic, S.N., Toro, C. and Hicks, Y.

Journal: KES

Volume: 126

Pages: 9-18

Publisher: Elsevier

http://eprints.bournemouth.ac.uk/31518/

http://www.sciencedirect.com/science/journal/18770509/126

Source: DBLP

Cross-domain Meta-learning for Time-series Forecasting.

Authors: Ali, A.R., Gabrys, B. and Budka, M.

Conference: KES 2018: 22nd International Conference on Knowledge-Based and Intelligent Information & Engineering Systems

Pages: 9-18

Publisher: Procedia Computer Science, 126

Abstract:

There are many algorithms that can be used for the time-series forecasting problem, ranging from simple (e.g. Moving Average) to sophisticated Machine Learning approaches (e.g. Neural Networks). Most of these algorithms require a number of user-defined parameters to be specified, leading to exponential explosion of the space of potential solutions. since the trial-and-error approach to finding a good algorithm for solving a given problem is typically intractable, researchers and practitioners need to resort to a more intelligent search strategy, with one option being to constraint the search space using past experience - an approach known as Meta-learning. Although potentially attractive, Meta-learning comes with its own challenges. Gathering a sufficient number of Meta-examples, which in turn requires collecting and processing multiple datasets from each problem domain under consideration is perhaps the most prominent issue. In this paper, we are investigating the situations in which the use of additional data can improve performance of a Meta-learning System, with focus on cross-domain transfer of Meta-knowledge. A similarity-based cluster analysis of Meta-features has also been performed in an attempt to discover homogeneous groups of time-series with respect to Meta-learning performance. Although the experiments revealed limited room for improvement over the overall best base-learner, the Meta-learning approach turned out to be a safe choice, minimizing the risk of selecting the least appropriate base-learner.

http://eprints.bournemouth.ac.uk/31518/

http://kes2018.kesinternational.org/

Source: BURO EPrints