Bachelor Degree Project: Evaluation of methods to combine predictions from ensemble learning in multivariate forecasting
https://coursepress.lnu.se/subject/thesis-projects/
Agustí Conesa Gago
Diego Pérez Palacín
HT 2020
Computer Science
This project studies different possibilities to make good predictions based on machine learning algorithms, but without requiring great theoretical knowledge from the users. Moreover, a software package that implements the prediction process has been developed. The software is an ensemble method that first predicts a value taking into account different algorithms at the same time, and then it combines their results considering also the previous performance of each algorithm to obtaina final prediction of the value. Moreover, the solution proposed and implemented in this project can also predict according to a concrete objective (e.g., optimize theprediction, or do not exceed the real value) because not every prediction problem is subject to the same constraints. We have experimented and validated the implementation with three different cases. In all of them, a better performance has been obtained in comparison with each of the algorithms involved, reaching improvements of 45 to 95%.
Machine learning, Self-adaptive systems, Online supervised learning, Ensemble method, Regression.