Artificial Intelligence

Usage of Ensemble Time Series Models based on Dynamic Proportional Weighting on High Variance and Shallow Datasets.

In real-world use cases, forecasting faces significant challenges due to limited and volatile data. This whitepaper introduces a dynamic ensemble model that integrates SARIMA and LSTM, specifically designed to enhance predictive accuracy and reliability. Discover how this innovative approach empowers financial entities dealing with rural economies, enabling them to navigate complexities and make informed decisions with greater confidence.

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    Deep learning-based time series models, renowned for their ability to capture intricate temporal patterns, often outperform traditional counterparts. However, their effectiveness is heavily reliant on extensive training data.

    To overcome these challenges, we developed an ensemble Time Series model based on dynamic proportional weighting on high variance and shallow datasets. This whitepaper introduces a refined technique for optimizing predictive accuracy by dynamically weighing the contributions of the individual models in proportion to their righteousness. The proposed method systematically capitalizes on the strengths of each model, ensuring that the final predictive output is both robust and finely tuned to the complexities of volatile data environments

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    Manas Agrawal

    CEO & Co-Founder

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