Integrating Structured Time-Series Modeling and Ensemble Learning for Strategic Performance Forecasting
Forecasting outcomes in high-stakes competitive spectacles like the Olympic Games, World Cups, and professional league championships has grown increasingly vital, directly impacting strategic planning, resource allocation, and performance optimization across a multitude of fields. However, accurate forecasting remains challenging due to complex, nonlinear interactions inherent in high-dimensional time-series data, further complicated by socioeconomic indicators, historical influences, and host-country advantages. In this study, we propose a comprehensive forecasting framework integrating structured time-series modeling with ensemble learning. We extract key structural features via two novel indices: the Advantage Index (measuring a competitor’s dominance in specific areas) and the Herfindahl Index (quantifying performance outcome concentration). We also evaluate host-country advantage using a Difference-in-Differences (DiD) approach. Leveraging these insights, we develop a dual-branch predictive model combining an Attention-augmented Long Short-Term Memory (Attention-LSTM) network and a Random Forest classifier. Attention-LSTM captures long-term dependencies and dynamic patterns in structured temporal data, while Random Forest handles predictions for unrecognized contenders, addressing zero-inflation issues. Extensive stability and comparative analyses demonstrate that our model outperforms traditional and state-of-the-art methods, exhibiting strong resilience to input perturbations, consistent performance across multiple runs, and appropriate sensitivity to key features. Our key contributions include the development of a novel integrated forecasting framework, the introduction of two innovative structural indices for competitive dynamics analysis, and the demonstration of robust predictive performance that bridges technical innovation with practical strategic application. Finally, we transform our modeling insights into actionable strategic insights. This translation is powered by interpretable feature importance rankings and stability analysis that rigorously validate the robustness of key predictors. These insights apply across multiple dimensions—encompassing advantage assessment, resource distribution, strategic simulation, and breakthrough potential identification—providing comprehensive decision support for strategic planners and policymakers navigating competitive environments.
Authors
- Liqin Tang (ORCID: https://orcid.org/0000-0001-8029-7091)
- Robail Yasrab (ORCID: https://orcid.org/0000-0002-1673-1946)
- Chao Zhou (ORCID: https://orcid.org/0000-0002-4702-4021)
- Shuxin Wang (ORCID: https://orcid.org/0000-0003-1609-5326)
- Siyuan Yin
- Jintian Ji
Institutions
- Wannan Medical College (CN)
- University of Cambridge (GB)
- MRC Biostatistics Unit (GB)
Publication Details
- Journal
- Algorithms
- Published
- 2025-09-29
- DOI
- https://doi.org/10.3390/a18100611
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Anhui University