Anton L. Vilyaev

Machine Learning Models Informed by Connected Mixture Components for Short- and Medium-Term Time Series Forecasting

Andrey K. Gorshenin, Anton L. Vilyaev

This paper presents a new approach in the field of probability-informed machine learning (ML). It implies improving the results of ML algorithms and neural networks (NNs) by using probability models as a source of additional features in situations where it is impossible to increa…Read more