Time Series Data Modeling Using Advanced Machine Learning and AutoML

Ahmad Alsharef, Sonia (), Karan Kumar and Celestine Iwendi ()
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Ahmad Alsharef: Yogananda School of AI, Computer and Data Science, Shoolini University, Solan 173229, India
Sonia: Yogananda School of AI, Computer and Data Science, Shoolini University, Solan 173229, India
Karan Kumar: Maharishi Markandeshwar Engineering College, Maharishi Markandeshwar (Deemed to be University), Mullana, Ambala 133207, India
Celestine Iwendi: School of Creative Technologies, University of Bolton, Bolton BL3 5AB, UK

Sustainability, 2022, vol. 14, issue 22, 1-19

Abstract: A prominent area of data analytics is “timeseries modeling” where it is possible to forecast future values for the same variable using previous data. Numerous usage examples, including the economy, the weather, stock prices, and the development of a corporation, demonstrate its significance. Experiments with time series forecasting utilizing machine learning (ML), deep learning (DL), and AutoML are conducted in this paper. Its primary contribution consists of addressing the forecasting problem by experimenting with additional ML and DL models and AutoML frameworks and expanding the AutoML experimental knowledge. In addition, it contributes by breaking down barriers found in past experimental studies in this field by using more sophisticated methods. The datasets this empirical research utilized were secondary quantitative data of the real prices of the currently most used cryptocurrencies. We found that AutoML for timeseries is still in the development stage and necessitates more study to be a viable solution since it was unable to outperform manually designed ML and DL models. The demonstrated approaches may be utilized as a baseline for predicting timeseries data.

Keywords: time series modeling; machine learning; deep learning; AutoML; data drift (search for similar items in EconPapers)
JEL-codes: O13 Q Q0 Q2 Q3 Q5 Q56 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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