Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 12, 2023 erstellt
Beschreibung:
This short note outlines the general approach used for the forecasting part of the M6 forecasting competition. It describes a meta-learning approach that is based on an encoder-decoder hypernetwork, capable of identifying the most appropriate parametric model for a given family of related prediction tasks. In addition to its application in the M6 forecasting competition, we also evaluate it on the sinusoidal regression problem. There, the proposed method outperforms established methods by an order of magnitude, achieving near-oracle level performance