Implementation of bagging in time series forecasting
Objectives. The purpose of the article is to build different models of bagging, to compare the accuracy of their forecasts for the test period against standard models, and to draw conclusions about the possibility of further use of the bagging technique in time series modeling.Methods. This study ex...
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Main Authors: | Ia. V. Gramovich, D. Yu. Musatov, D. A. Petrusevich |
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Format: | Article |
Language: | Russian |
Published: |
MIREA - Russian Technological University
2024-02-01
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Series: | Российский технологический журнал |
Subjects: | |
Online Access: | https://www.rtj-mirea.ru/jour/article/view/829 |
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