International Business Machines Corporation
DETERMINING AND SELECTING PREDICTION MODELS OVER MULTIPLE POINTS IN TIME USING TEST DATA

Abstract:

Techniques for model evaluation and selection are provided. A plurality of models trained to generate predictions at each of a plurality of intervals is received, and a plurality of model ensembles, each specifying one or more of the plurality of models for each of the plurality of intervals, is generated. A test data set is received, where the test data set includes values for at least a first interval of the plurality of intervals and does not include values for at least a second interval of the plurality of intervals. A first model ensemble, of the plurality of model ensembles, is selected based on processing the test data set using each of the plurality of model ensembles.