Tips and Tricks for Good Ensemble methods in Time Series Forecasting?

09 September 2018 1 10K Report

I am trying to do a forecast on time series on cryptocurrencies (Close price). I have tried various models like ARIMA, SVM, RNN-LSTM, Holtwinters, TBATS, Regression etc but could not get a very strong model which satisfies all error measures equally. I am trying to create an ensemble method and seeking some tips/insights from experienced time series gurus for creating an optimized ensemble model

J. A. Wanliss

Don't know if this may be what you are looking for but SEA as described in my recent physiology paper.

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