MetaSieve: Performance vs. Complexity Sieve for Time Series Forecasting

Pavel Shumkovskii, A. Kovantsev, Elizaveta Stavinova, P. Chunaev
{"title":"MetaSieve: Performance vs. Complexity Sieve for Time Series Forecasting","authors":"Pavel Shumkovskii, A. Kovantsev, Elizaveta Stavinova, P. Chunaev","doi":"10.1109/ICDMW58026.2022.00037","DOIUrl":null,"url":null,"abstract":"Motivated by the problem of finding optimal Performance vs. Complexity trade-off in the task of forecasting time series data, we propose a model-agnostic method MetaSieve that performs data dichotomy (i.e., in fact, sieves the data instances in a meta-learning manner) according to a chosen quality level while iterating over the model's complexity. The method is inspired by classical iterative numerical optimization ones but is applied to sets of time series. As a result, the method is significantly less time consuming than a traditional brute force-based meta-learning algorithm. It further turns out in the experiments that the MetaSieve quality results are rather comparable to those of the brute force-based one thus one has a noticeable reduction in time consumption in exchange for a slight decrease of forecasting quality. Additionally, we experimentally show a good performance of a MetaSieve-based classifier that provides the Performance vs. Complexity classes a priori, i.e. before the actual forecasting, on synthetic and real-world time series data.","PeriodicalId":146687,"journal":{"name":"2022 IEEE International Conference on Data Mining Workshops (ICDMW)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2022-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2022 IEEE International Conference on Data Mining Workshops (ICDMW)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICDMW58026.2022.00037","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

Abstract

Motivated by the problem of finding optimal Performance vs. Complexity trade-off in the task of forecasting time series data, we propose a model-agnostic method MetaSieve that performs data dichotomy (i.e., in fact, sieves the data instances in a meta-learning manner) according to a chosen quality level while iterating over the model's complexity. The method is inspired by classical iterative numerical optimization ones but is applied to sets of time series. As a result, the method is significantly less time consuming than a traditional brute force-based meta-learning algorithm. It further turns out in the experiments that the MetaSieve quality results are rather comparable to those of the brute force-based one thus one has a noticeable reduction in time consumption in exchange for a slight decrease of forecasting quality. Additionally, we experimentally show a good performance of a MetaSieve-based classifier that provides the Performance vs. Complexity classes a priori, i.e. before the actual forecasting, on synthetic and real-world time series data.
MetaSieve:时间序列预测的性能与复杂性筛
由于在预测时间序列数据的任务中寻找最佳性能与复杂性权衡的问题,我们提出了一种模型不可知的方法MetaSieve,该方法根据选择的质量水平执行数据二分法(即,实际上,以元学习的方式筛选数据实例),同时迭代模型的复杂性。该方法受到经典迭代数值优化方法的启发,但适用于时间序列集。因此,该方法比传统的基于蛮力的元学习算法消耗的时间要少得多。在实验中进一步证明,MetaSieve的质量结果与基于蛮力的结果相当,因此可以显着减少时间消耗,以换取稍微降低预测质量。此外,我们通过实验展示了基于metaseve的分类器的良好性能,该分类器提供了先验的性能与复杂性类,即在实际预测之前,在合成和真实的时间序列数据上。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信