“…We introduce two tree-based forecasting machines: the random forest machine (RFM) and the gradient boosting machine (GBM). As verified in [25] and [26], tree-based forecasting machines can train more accurate models than linear regression, ridge regression, support vector machine, or neural network algorithm, so GBM and RFM algorithms are used to build forecasting models in this paper. We denote the prediction variable as X, which is a matrix composed of D vectors x j = [x 1 , ..., x D ], j = 1, 2, ..., D. Each vector x j has N components [x j1 , ..., x jN ] T , i = 1, 2, ..., N .…”