Conf42: Python 2022

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Advanced ensembling techniques for time series forecasting

Pawel Skrzypek
CEO @ Omphalos Fund

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Anna Warno
Data Scientist @ 7bulls.com

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Presentation of the advanced ensemble techniques for time series forecasting. The latest state of the art forecasting methods are ensembled using innovative techniques, to improve accuracy and robustness of predictions. During the session we will make an introduction to the forecaster’s ensemble approach and after that we will present a live demo based on real examples.

The Temporal Fusion Transformer and N-Beats forecaster will be ensembled using various techniques and the results will be presented in the live session. In the conclusion we will share some suggestions regarding design of efficient and robust time series forecasting solutions.

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