AutoAI-TS: AutoAI for Time Series Forecasting
Syed Yousaf Shah, Dhaval Patel, et al.
SIGMOD 2021
This study investigated an approach to improve the accuracy of computationally lightweight surrogate models by updating forecasts based on historical accuracy relative to sparse observation data. Using a lightweight, ocean-wave forecasting model, we created a large number of model ensembles, with perturbed inputs, for a two-year study period. Forecasts were aggregated using a machine-learning algorithm that combined forecasts from multiple, independent models into a single “best-estimate” prediction of the true state. The framework was applied to a case-study site in Monterey Bay, California. A learning-aggregation technique used historical observations and model forecasts to calculate a weight for each ensemble member. Weighted ensemble predictions were compared to measured wave conditions to evaluate performance against present state-of-the-art. Finally, we discussed how this framework, which integrates ensemble aggregations and surrogate models, can be used to improve forecasting systems and further enable scientific process studies.
Syed Yousaf Shah, Dhaval Patel, et al.
SIGMOD 2021
Scott C. James, Yushan Zhang, et al.
Coastal Engineering
Mathieu Sinn, Bei Chen
JMLR
Philipp Hähnel, Jakub Marecek, et al.
Journal of Computational Physics