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A Drift-based Dynamic Ensemble Members Selection using Clustering For Time Series Forecasting

Description:

This package enables a dynamic selection of heteregeneous ensemble base models through a performance drift detection mechanism and ensures ensemble diversity through a second stage selection using clustering that is computed after each drift detection. Predictions of final selected models are combined single prediction using sliding-window averages or stacking.

Link:

https://github.com/AmalSd/DEMSC

Software File:

Authors:

Saadallah, Amal

Projects:

SFB 876