This is one of the most technically advanced modules of the system. Instead of using a single model, the author built an integrated prediction system containing 13 machine learning models. These models cover different algorithm paradigms:
- Tree Models: Random Forest, XGBoost, LightGBM, CatBoost, Extra Trees
- Linear Models: Ridge, Lasso, Elastic Net
- Support Vector Machines: SVR
- Nearest Neighbor Algorithms: KNeighbors
- Neural Networks: MLPRegressor
During training, the system uses TimeSeriesSplit for time-series cross-validation to ensure the model does not overfit. When making predictions, the system can output results from a single model or a comprehensive prediction from the integrated model. The latter fuses outputs from multiple models via weighted average or voting mechanisms, usually achieving more stable prediction results.
Model evaluation metrics include MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), R² (Coefficient of Determination), and MAPE (Mean Absolute Percentage Error), allowing users to intuitively understand the model's prediction accuracy.