Napredni modeli za predviđanje vremenskih serija

master's thesis

• Title (english): Advanced Models for Time Series Forecasting
• Author: Tomo Ratko
• Mentor: Vladimir Čeperić (mentor)
• Committee member: Vladimir Čeperić (predsjednik povjerenstva)
• Committee member: Stjepan Groš (član povjerenstva)
• Committee member: Tomislav Marković (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2024-09-20, Croatia

Abstract

U okviru ovog diplomskog rada istražuju se i primjenjuju napredni modeli za predviđanje vremenskih serija N-BEATS, N-HiTS i TSMixer, kako bi se analizirale njihove karakteristike i usporedile njihove performanse. Unutar radasemodelitrenirajunaskupovima podataka M3, M4 i M5 preuzetih iz poznatih Makridakis M natjecanja, i prilagođenih u prikladne ulaze za specifične modele. Modeli su zatim trenirani i uspoređeni sa klasičnim modelima za predviđanje vremenskih serija na temelju metrika korištenih... More uMnatjecanjima. Rezultati su zatim obrazloženi i predloženi su mogući budući radovi. Less

Abstract (english)

InthescopeofthismastersthesisweexploreanduseN-BEATS,N-HiTSandTSMixer, advanced models for time series forecasting. We analyze their characteristics and compare their performances. The models are trained on the M3, M4 and M5 datasets from the famous Makridakis M competitions, which were adapted to be inputs for specific models. Theyarethentrained on the before mentioned datasets and compared to classical models for time series forecasting based on the metrics used in the M competitions. The... More results are then interpreted and further work is suggested. Less

• Keywords: vremenska serija; N-BEATS; N-Hits; TSMixer; predviđanje; duboko učenje; strojno učenje
• Keywords (english): time series; N-BEATS; N-Hits; TSMixer; forecasting; deep learning; machine learning
• Language: croatian
• URN:NBN: urn:nbn:hr:168:067713
• Study programme: Title: Computing; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra inženjer/inženjerka računarstva (magistar/magistra inženjer/inženjerka računarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2024-10-12 21:59:10