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使用元学习来推一个合适的时间序列预测模型.
Nasrin Talkhi1, Narges Akhavan Fatemi2, Mehdi Jabbari Nooghabi3
1Department of Biostatistics, School of Health, Mashhad University of Medical Sciences, Mashhad, Iran.
BMC public health
|January 10, 2024
概括
一种机器学习方法有效地推了COVID-19数据的预测模型. 决策树模型准确地分类时间序列,建议自动回归集成移动平均数 (ARIMA) 或指数级平滑状态空间模型与三角形季节性,盒子-考克斯转换,ARMA错误,趋势和季节性组件 (TBATS) 进行未来预测.
科学领域:
- 时间序列分析时间序列分析.
- 机器学习 机器学习
- 流行病学预测 流行病学预测
背景情况:
- 选择合适的单变量时间序列预测算法是具有挑战性的,因为有许多选项.
- 由于资源限制,选择模型的专家知识并不总是可行的.
研究的目的:
- 开发一种元学习方法,用于推COVID-19数据的预测模型 (ARIMA和TBATS).
- 评估机器学习算法在对时间序列特征进行模型选择时的性能.
主要方法:
- 利用来自187个国家的每日COVID-19确诊病例,死亡和康复病例数据 (2020年2月至2021年5月).
- 应用自动回归集成移动平均线 (ARIMA) 和TBATS模型用于预测.
- 提取时间序列元特征并使用支持矢量机 (SVM),决策树 (DT),随机森林 (RF) 和人工神经网络 (ANN) 作为元学习器.
主要成果:
- 决策树 (DT) 模型在时间序列分类方面表现出卓越的表现.
- DT实现了87.50%的训练准确率和82.50%的测试准确率.
- 在训练和测试阶段,DT表现出高灵敏度和特异性.
结论:
- 超学习方法成功地预测了基于时间序列特征的适当预测模型 (ARIMA/TBATS).
- DT模型可以推ARIMA或TBATS来预测COVID-19趋势 (确诊病例,死亡病例,康复病例).


