Several novel evaluation measures for rank-based ensemble pruning with applications to time series prediction

Zhongchen Ma, Qun Dai, Ningzhong Liu

Abstract: Highlights•Four evaluation measures for rank-based ensemble pruning for time series prediction are proposed.•The proposed measure ReTSP-Trend takes into consideration the trend of time series.•ReTSP-Trend guarantees the predictor supplementing the subensemble the most will be selected.•ReTSP-Trend remarkably improves the predictive ability of the pruned ensembles.