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Activity Number:
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413
- Time Series with a Twist
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Type:
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Topic Contributed
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Date/Time:
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Wednesday, August 5, 2020 : 1:00 PM to 2:50 PM
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Sponsor:
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Business and Economic Statistics Section
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Abstract #314075
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Title:
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Random Forests for Time Series Forecasting
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Author(s):
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Barbara Bailey*
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Companies:
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San Diego State University
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Keywords:
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random forest;
forecasting
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Abstract:
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Random forests have successfully been used for prediction in wide range of applications. Random forests consist of an ensemble of decision trees for regression or classification. The modeling and forecasting of time series data are investigated. The stationary bootstrap is implemented to generate realizations of the time series to be used in the building of each tree in the random forest and in the construction of forecast intervals.
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Authors who are presenting talks have a * after their name.
