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In machine learning, ensemble methods combine multiple algorithms to make a prediction. Bagging, boosting and stacking are some examples.

1 vote

Which tree ensemble algorithms are the most suitable for time series forecasting (regression)?

The obvious answer is it depends on what you want to do. AFAIK, all but one of the algorithms you've mentioned produce point forecasts. The one that's different is NGBoost as that produces probabilist …
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