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Bayesian forecaster using class-based optimization
DOI:10.1007/s10489-011-0275-2.png)
摘要
En 中文
Suppose that several forecasters exist for the problem in which class-wise accuracies of forecasting classifiers are important. For such a case, we propose to use a new Bayesian approach for deriving one unique forecaster out of the existing forecasters. Our Bayesian approach links the existing forecasting classifiers via class-based optimization by the aid of an evolutionary algorithm (EA). To show the usefulness of our Bayesian approach in practical situations, we have considered the case of the Korean stock market, where numerous lag-l forecasting classifiers exist for monitoring its status.
Keyword:
Bayesian approach
Class-based optimization
Evolutionary algorithm
Forecasting classifier
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期刊
IF:
3.5
论文数:
7.6K
被引数:
1.7W
机构
引用论文
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