Die chronologische Liste zeigt aktuelle Veröffentlichungen aus dem Forschungsbetrieb der Hochschule Weihenstephan-Triesdorf. Zuständig ist das Zentrum für Forschung und Wissenstransfer (ZFW).
Morphologische Charakterisierung des Pinus mugo - Komplexes im Raum Mittenwald (Bayerische Alpen): Pinus sylvestris, Pinus mugo s. str., Pinus uncinata und P. x rhaetica (2021)
Time series forecasting is a growing domain with diverse applications. However, changes of the system behavior over time due to internal or external influences are challenging. Therefore, predictions of a previously learned fore-casting model might not be useful anymore. In this paper, we present EVent-triggered Augmented Refitting of Gaussian Process Regression for Seasonal Data (EVARS-GPR), a novel online algorithm that is able to handle sudden shifts in the target variable scale of seasonal data. For this purpose, EVARS-GPR com-bines online change point detection with a refitting of the prediction model using data augmentation for samples prior to a change point. Our experiments on sim-ulated data show that EVARS-GPR is applicable for a wide range of output scale changes. EVARS-GPR has on average a 20.8 % lower RMSE on different real-world datasets compared to methods with a similar computational resource con-sumption. Furthermore, we show that our algorithm leads to a six-fold reduction of the averaged runtime in relation to all comparison partners with a periodical refitting strategy. In summary, we present a computationally efficient online fore-casting algorithm for seasonal time series with changes of the target variable scale and demonstrate its functionality on simulated as well as real-world data. All code is publicly available on GitHub: this https URL
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Gerhard Radlmayr
Referent für Wissenstransfer und Forschungskommunikation
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