Remove glossary
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@ -40,8 +40,7 @@ Their main advantages stem from the fact that the models calibrate themselves
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\cite{cleveland1990} introduce a seasonal and trend decomposition using a
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repeated locally weighted regression - the so-called Loess procedure - to
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smoothen the trend and seasonal components, which can be viewed as a
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generalization of the methods above and is denoted by the acronym
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\gls{stl}.
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generalization of the methods above and is denoted by the acronym STL.
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In contrast to the X11, X13, and SEATS methods, the STL supports seasonalities
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of any lag $k$ that must, however, be determined with additional
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statistical tests or set with out-of-band knowledge by the forecaster
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@ -4,8 +4,7 @@
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ML methods have been employed in all kinds of prediction tasks in recent
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years.
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In this section, we restrict ourselves to the models that performed well in
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our study: Random Forest (\gls{rf}) and Support Vector Regression
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(\gls{svr}).
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our study: Random Forest (RF) and Support Vector Regression (SVR).
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RFs are in general well-suited for datasets without a priori knowledge about
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the patterns, while SVR is known to perform well on time series data, as
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shown by \cite{hansen2006} in general and \cite{bao2004} specifically for
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@ -5,7 +5,7 @@ Because ML models are trained by minimizing a loss function $L$, the
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resulting value of $L$ underestimates the true error we see when
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predicting into the actual future by design.
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To counter that, one popular and model-agnostic approach is cross-validation
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(\gls{cv}), as summarized, for example, by \cite{hastie2013}.
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(CV), as summarized, for example, by \cite{hastie2013}.
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CV is a resampling technique, which ranomdly splits the samples into a
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training and a test set.
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Trained on the former, an ML model makes forecasts on the latter.
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@ -2,7 +2,7 @@
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\label{rf}
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\cite{breiman1984} introduce the classification and regression tree
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(\gls{cart}) model that is built around the idea that a single binary
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(CART) model that is built around the idea that a single binary
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decision tree maps learned combinations of intervals of the feature
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columns to a label.
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Thus, each sample in the training set is associated with one leaf node that
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@ -2,7 +2,7 @@
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\label{svm}
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\cite{vapnik1963} and \cite{vapnik1964} introduce the so-called support vector
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machine (\gls{svm}) model, and \cite{vapnik2013} summarizes the research
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machine (SVM) model, and \cite{vapnik2013} summarizes the research
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conducted since then.
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In its basic version, SVMs are linear classifiers, modeling a binary
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decision, that fit a hyperplane into the feature space of $\mat{X}$ to
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