1
0
Fork 0

Add Model section

This commit is contained in:
Alexander Hess 2020-10-04 23:39:20 +02:00
commit 91bd4ba083
Signed by: alexander
GPG key ID: 344EA5AB10D868E0
25 changed files with 1354 additions and 6 deletions

28
tex/3_mod/2_overall.tex Normal file
View file

@ -0,0 +1,28 @@
\subsection{Overall Approach}
\label{approach_approach}
On a conceptual level, there are three distinct aspects of the model
development process.
First, a pre-processing step transforms the platform's tabular order data into
either time series in Sub-section \ref{grid} or feature matrices in
Sub-section \ref{ml_models}.
Second, a benchmark methodology is developed in Sub-section \ref{unified_cv}
that compares all models on the same scale, in particular, classical
models with ML ones.
Concretely, the CV approach is adapted to the peculiar requirements of
sub-daily and ordinal time series data.
This is done to maximize the predictive power of all models into the future
and to compare them on the same scale.
Third, the forecasting models are described with respect to their assumptions
and training requirements.
Four classification dimensions are introduced:
\begin{enumerate}
\item \textbf{Timeliness of the Information}:
whole-day-ahead vs. real-time forecasts
\item \textbf{Time Series Decomposition}: raw vs. decomposed
\item \textbf{Algorithm Type}: "classical" statistics vs. ML
\item \textbf{Data Sources}: pure vs. enhanced (i.e., with external data)
\end{enumerate}
Not all of the possible eight combinations are implemented; instead, the
models are varied along these dimensions to show different effects and
answer the research questions.