Self-organized division of labor in networks of forecasting models for time series with regime switches

Autor: Gygax, Gregory, Füchslin, Rudolf Marcel, Ott, Thomas
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Popis: We present the idea of a self-organized division of labor in networks of forecasting models. We find that the principles of self-organizing maps provide a good starting point for building resilient machine learning systems based on our idea. The potential of the idea, benefits and challenges are discussed by means of two toy-like problems.
Databáze: OpenAIRE