7.1. Benchmark Design and Evaluation Protocol
This section presents a principled cross-domain benchmark designed to answer a fundamental question: which boosting algorithms deliver the best trade-off between accuracy, robustness, temporal generalization, interpretability, and efficiency on real sensor regression tasks? Rather than evaluating algorithms in isolation, the benchmark systematically probes their performance across heterogeneous sensing conditions by spanning three strategically selected domains representing distinct predictability regimes, temporal structures, and noise characteristics. These domains enable us to assess not only which algorithms perform best but, more importantly, why performance patterns vary and how practitioners should select methods based on their problem’s position in the predictability–temporality spectrum.
First, we examine continuous glucose prediction on the OhioT1DM dataset with a 30-min forecast horizon. This regime exhibits strong physiological dynamics. However, the wearable sensor readings are noisy. Second, we investigate PM2.5 forecasting across twelve Beijing monitoring stations with a challenging 24-h horizon, characterized by exogenous influences and regime-shifting weather patterns that fundamentally limit predictability. Third, we analyze building-energy load prediction from the ASHRAE Building Data Genome 2 dataset covering ten buildings with a one-hour horizon. This domain presents highly seasonal and structured patterns amenable to learning. Together, these domains span biomedical, environmental, and cyber–physical systems, forcing models to cope with heterogeneous features, missingness, nonstationarity, and diverse latency constraints. These datasets collectively form a comprehensive testbed for evaluating both predictive accuracy and robustness across modalities.
We evaluate six representative ensemble methods under an identical leakage-safe pipeline to ensure methodological parity across domains:
Bagging baseline: Random Forest [
72], representing variance-reducing ensembles without boosting.
Classical boosting: AdaBoost.R
2 [
81] and GBM [
8].
Modern GBDT frameworks: XGBoost [
12], LightGBM [
22], and CatBoost [
45].
All models undergo harmonized feature engineering, per-fold imputation and scaling, and time-respecting validation via blocked or rolling splits that preserve temporal ordering at each forecast horizon. Hyperparameters are optimized via grid search within five-fold time-series CV restricted to training data. For boosting models, learning rates are tuned within [0.01, 0.05, 0.1], tree depths in [3, 5, 6, 10], numbers of estimators in [50, 100, 200], and regularization parameters in [0, 1, 10]. Random Forest uses and maximum depth in [5, 10, None].
Performance is evaluated using RMSE and
, together with wall-clock training and inference times, capturing both statistical accuracy and computational efficiency relevant to real-time deployment.
Figure 1 illustrates the complete experimental pipeline—from data preprocessing to diagnostic analyses. Overall, this benchmark provides a rigorous and fair basis for comparison, examining how modern boosting algorithms perform relative to classical ensembles under identical experimental controls.
Domain Selection Rationale and Cross-Domain Influence on Model Selection
The three forecasting domains, continuous glucose monitoring, urban air quality (PM2.5), and building-energy consumption, were selected to span fundamentally different data generation processes and predictability regimes, enabling systematic investigation of how algorithmic strengths and weaknesses manifest across sensor analytics contexts.
This domain exemplifies sensor-based forecasting where strong underlying deterministic processes generate predictable signals corrupted by measurement noise. With achievable , glucose forecasting tests whether algorithmic sophistication (ordered boosting, advanced regularization, and categorical handling) translates to meaningful accuracy gains when learnable variance is abundant. The 30-min forecast horizon aligns with clinical decision-making timescales for insulin dosing adjustments, ensuring practical relevance. High temporal autocorrelation and strong feature–target relationships make this domain ideal for evaluating interpretability stability: if top-ranked features (recent CGM lags and insulin-on-board) remain consistent across CV folds, models capture genuine physiological patterns rather than spurious correlations.
In direct contrast, 24-h-ahead air-quality prediction operates in a regime where exogenous meteorological forcing (synoptic weather patterns, frontal systems, and long-range transport) dominates short-term autocorrelation. Achievable reflects fundamental unpredictability: numerical weather prediction outputs are unavailable in our benchmark, and historical pollutant concentrations alone cannot anticipate sudden regime shifts. This domain tests whether algorithmic differences persist when intrinsic signal collapses. Do modern GBDT methods retain advantages over classical boosting when predictable variance approaches zero? The 12-station spatial distribution (urban core, suburban, and rural) introduces heterogeneity in emission sources and meteorological exposure, evaluating model robustness across micro-environments. Long forecast horizons stress temporal generalization: random CV severely overestimates skill by leaking seasonal patterns (winter-high and summer-low pollution), making this domain critical for validating time-aware evaluation protocols.
One-hour-ahead load forecasting occupies an intermediate predictability regime ( = 0.60–0.80) driven by deterministic schedules (occupancy patterns and HVAC control) modulated by stochastic behavior (unscheduled equipment use and window opening). This domain tests algorithmic performance on highly seasonal calendar-dependent data where temporal features (hour-of-day, day-of-week, and heating/cooling degree days) provide strong but nonlinear predictive signals. The 10-building diversity (education, lodging, office, parking, and retail) introduces systematic heterogeneity: education buildings exhibit sharp weekday–weekend contrasts with near-zero nighttime load, while lodging facilities maintain flat 24-h profiles. This variation evaluates whether models trained on pooled data generalize across building archetypes or require type-specific parameterization. Short forecast horizons with strong autocorrelation make this domain sensitive to look-ahead bias, complementing the PM2.5 temporal validation stress test.
These three regimes collectively reveal that optimal algorithm selection depends critically on intrinsic predictability and temporal structure rather than domain labels alone:
High- regimes (glucose and structured energy loads): Algorithmic sophistication yields measurable gains. Modern GBDT methods (CatBoost, LightGBM, and XGBoost) achieve 5–15% RMSE improvements over classical boosting through superior regularization, efficient categorical handling, and scalable implementations. Feature-importance stability benefits from abundant signal, making SHAP-based explanations reliable for clinical or operational decision support.
Low- regimes (PM2.5 and chaotic atmospheric dynamics): Algorithmic differences compress dramatically when learnable variance collapses. All methods converge to similar RMSE (within 2–3%), rendering model choice less critical than feature engineering (incorporation of numerical weather forecasts, satellite observations, and emission inventories). Investment should shift from algorithm tuning to exogenous data integration. However, feature-importance stability paradoxically increases in low- regimes: models consistently identify the same weak but persistent meteorological drivers (temperature, wind speed, and boundary-layer height), valuable for policy attribution even when absolute forecasting skill remains low.
Temporal structure sensitivity: Domains with strong autocorrelation and seasonality (energy and glucose to lesser extent) exhibit large temporal generalization gaps ( = 0.6–0.7 for energy; 0.1–0.3 for glucose) when random CV is used. Modern GBDT methods show systematically larger gaps than classical boosting, indicating greater susceptibility to temporal leakage through aggressive gradient fitting and deeper trees. This finding mandates time-series CV for all sensor forecasting applications regardless of domain.
Robustness priorities vary by noise mode: Glucose monitoring (impulse noise from wireless dropouts) favors CatBoost and AdaBoost (2× lower degradation than XGBoost/LightGBM at 40% corruption). Long-wear sensors (calibration drift dominant) favor GBM and XGBoost for physiological signals but CatBoost for atmospheric data, reflecting domain-specific interactions between tree depth, regularization, and baseline noise levels. Building energy shows modest robustness differentiation, permitting algorithm selection based on accuracy and speed alone.
In summary, the three-domain benchmark design intentionally spans the predictability spectrum from high-
deterministic (glucose) through moderate-
structured (energy) to low-
stochastic (PM
2.5) regimes. This breadth ensures that our findings generalize beyond narrow application contexts: practitioners can map their specific sensor forecasting problem onto this predictability–temporality space and select algorithms accordingly. The cross-domain synthesis (
Section 7.6) consolidates these insights into actionable deployment guidelines indexed by predictability regime, temporal characteristics, and operational constraints rather than domain labels.
However, standard accuracy metrics overlook several deployment-critical aspects of sensor analytics. First, models must be robust under real-world sensor pathologies. These include measurement noise, signal dropouts, calibration drift, and hardware aging—conditions typically absent in curated datasets. Second, models must generalize across time. They need to perform well on future data, not just on randomly shuffled historical samples. Sensor time series exhibit strong temporal dependencies and regime shifts. Therefore, random CV often yields overly optimistic estimates. We introduce three complementary diagnostic analyses. These probe each model’s robustness, temporal reliability, and interpretability stability under realistic sensor conditions.
7.2. Supplementary Analyses: Noise Robustness, Temporal Generalization, and Feature Stability
Beyond overall accuracy, we conduct three supplementary analyses to assess model robustness, temporal validity, and interpretability under realistic sensor conditions. These experiments extend the benchmark beyond static accuracy metrics and provide deeper insight into model behavior under deployment-like perturbations.
The first analysis evaluates the noise robustness of each model through controlled sensor perturbations. Three representative fault types are injected to emulate real-world degradation: (1) Gaussian noise, representing white measurement noise from analog-to-digital conversion or thermal fluctuations; (2) impulse noise, simulating transient spikes or dropouts caused by communication losses or electromagnetic interference; and (3) low-frequency drift, capturing calibration decay and long-term sensor aging. By tracing the resulting performance degradation curves, we quantify how predictive accuracy declines with increasing noise intensity. This experiment tests whether ensemble diversity and boosting truly improve resilience to signal corruption. Some model structures may still be vulnerable to drift-induced bias and overfitting under sensor degradation.
The second analysis focuses on temporal generalization, examining how models trained on historical data perform when applied to future unseen horizons. For each algorithm, results from conventional random
k-fold CV are compared with those from time-series CV using forward-chaining splits that preserve chronological order. The temporal generalization gap is defined as
which measures the degree of look-ahead bias introduced by random shuffling. A large positive gap indicates that the model captures short-term or non-causal correlations that disappear in real-world forecasting. Boosting-based ensembles, particularly deep trees trained with aggressive learning rates, tend to exhibit larger gaps when not validated temporally, highlighting the necessity of time-aware evaluation protocols for reliable deployment.
The third analysis investigates feature-importance stability, evaluating whether the same sensors remain influential across different training windows. For each model, TreeSHAP values [
29] are computed within every time-series fold, and Spearman rank correlations are calculated between feature-importance vectors across all fold pairs. A high mean correlation indicates stable attributions, suggesting that the model captures persistent and physically meaningful relationships rather than spurious correlations. This stability is particularly critical for high-stakes applications: consistent feature relevance supports clinical confidence in glucose prediction, policy justification in air-quality management, and operational transparency in building-energy analytics. Conversely, unstable importance rankings imply sensitivity to data partitioning and weak signal extraction, limiting interpretability and long-term trustworthiness.
Figure 1 summarizes the overall experimental workflow, showing the unified preprocessing, feature engineering, and time-series validation pipeline applied across all datasets and algorithms. It further highlights how the benchmark incorporates additional diagnostics on robustness, temporal generalization, and feature stability, reflecting the practical demands of real-world sensor analytics.
7.3. Experiment 1: Glucose Prediction
Continuous glucose prediction serves as our first experimental domain because it exemplifies sensor-based forecasting challenges where strong underlying physiological dynamics are corrupted by noisy wearable measurements. Unlike stationary industrial processes, glucose dynamics involve nonlinear interactions among meal intake, insulin pharmacokinetics, physical activity, and circadian hormonal rhythms. We draw data from the OhioT1DM dataset [
153], which contains CGM readings at 5-min intervals, insulin delivery records, meal carbohydrate logs, and heart-rate measurements for Type-1 diabetic patients over 8-week observation windows. Six representative patients with complete sensor coverage were selected (IDs: 540, 544, 552, 567, 570, and 588), and 30-min-ahead regression targets were constructed to match clinically actionable forecast horizons for insulin dose adjustment.
Feature engineering produced 113 predictors per sample: lagged CGM values (1–6 steps back, capturing 5–30 min autocorrelation), insulin-on-board estimates computed via pharmacokinetic decay models, cumulative carbohydrate windows (15/30/60 min), rolling heart-rate statistics (mean, std, and range over 30-minute windows), and temporal indicators (hour-of-day, day-of-week, and sine/cosine circadian phase encodings). Quality filtering removed CGM sensor warm-up periods (first 2 h after insertion), calibration events, and data gaps exceeding 15 min, retaining 95.4–95.8% of original records and yielding 12,692–14,771 samples per patient after exclusions. This preprocessing process ensures realistic evaluation. Performance metrics reflect true forecasting ability under real sensor conditions, not interpolation within densely sampled data.
7.3.1. Glucose: Standard Performance Results
We begin by evaluating all six candidate algorithms under identical experimental conditions. These include Random Forest and five boosting variants. This establishes baseline performance and identifies which model families merit deeper investigation.
Table 4 reports the cross-patient averages and standard deviations for the 30-min glucose forecasting task on the OhioT1DM dataset.
Table 4 shows that CatBoost achieves the best accuracy (RMSE = 21.79 mg/dL;
= 0.838) with fastest training time (1.69 s) among modern GBDT methods. LightGBM and GBM deliver comparable accuracy but differ substantially in efficiency: LightGBM trains in 2.04 s versus GBM’s 29.93 s (15× slower). Modern frameworks (XGBoost, LightGBM, and CatBoost) consistently outperform classical methods while training 10–100× faster.
AdaBoost performs worst (RMSE = 26.55 mg/dL; = 0.762) with high variability (std = 4.09 mg/dL) and slow training (18.62 s), unsuitable for real-time forecasting. Classical GBM achieves competitive accuracy (22.92 mg/dL) but requires 29.93 s, impractical for edge devices needing frequent updates. Modern GBDT methods deliver superior accuracy–efficiency trade-offs: CatBoost’s 5.6% RMSE improvement over Random Forest (21.79 vs. 23.09 mg/dL) with 4.4× faster training stems from ordered boosting and efficient categorical handling for mixed physiological features.
Figure 2 visualizes accuracy–efficiency trade-offs and cross-patient variability. Panel (i) shows CatBoost occupying the Pareto frontier (21.79 mg/dL, 1.69 s), with modern GBDT clustering in the “edge-viable” region (<2.5 s), while classical methods (AdaBoost and GBM) require 18–30 s without accuracy benefits. Panel (ii) reveals CatBoost’s tightest variability (IQR 14.07–16.45 mg/dL) across patients, while AdaBoost shows widest spread (IQR 16.13–22.98 mg/dL). Patient-specific patterns (570 lowest, 588 highest errors) reflect physiological heterogeneity rather than algorithmic differences.
To assess whether the observed performance differences represent genuine algorithmic advantages or sampling variability, we conducted Friedman and Nemenyi statistical tests across per-patient RMSE values.
Table 5 summarizes the results.
The test results in
Table 5 revealed significant differences among algorithms
. Post hoc Nemenyi tests confirmed that CatBoost significantly outperforms AdaBoost
, Random Forest
, GBM
, and XGBoost
, while the difference with LightGBM remains non-significant
, indicating statistically comparable performance within the modern GBDT family. These results confirm that CatBoost’s 5.6% RMSE improvement over Random Forest and 17.6% improvement over AdaBoost represent genuine algorithmic advantages rather than sampling variability.
7.3.2. Glucose: Robustness and Generalization Under Synthetic Sensor Noise
Modern GBDT methods outperform both classical boosting and bagging ensembles on standard accuracy metrics. We next examine whether these advantages persist under deployment-like stress conditions. The following analyses (noise robustness, temporal generalization, and feature-importance stability) evaluate how well models maintain performance when sensor data become noisy, when predictions extend into unseen future periods, and when feature attributions must remain consistent.
Given the high computational cost of robustness and interpretability experiments, each involving repeated retraining under perturbed data, time-series validation, and SHAP analysis, we concentrate on six representative ensemble algorithms: Random Forest, AdaBoost, GBM, XGBoost, LightGBM, and CatBoost. These models collectively capture the evolution from bagging-based variance reduction to classical and modern gradient boosting frameworks.
Real-world CGM sensors exhibit three primary degradation modes: (1) Gaussian noise arising from analog-to-digital conversion and thermal fluctuations; (2) impulse noise from transient communication dropouts or electromagnetic interference; and (3) calibration drift caused by sensor aging, membrane fouling, or environmental shifts. We simulate each fault type at four severity levels and measure RMSE degradation relative to clean baselines.
We simulate three fault types at four intensity levels, results shown in
Table 6: Gaussian noise (
), impulse corruption (
replaced with random values), and drift (
mg/dL/h linear bias). Degradation is measured as percentage RMSE increase relative to clean baselines via 5-fold time-series CV.
Under Gaussian perturbations proportional to the feature variance, all models exhibit smooth and nearly linear degradation patterns, with RMSE increases from approximately 0.3–2.2% at the lowest noise level () to 4.9–10.3% at the highest level (). AdaBoost remains most stable (0.3–4.9%), followed closely by CatBoost (0.8–5.2%). XGBoost shows the steepest degradation (2.2–9.4%), while Random Forest (1.0–9.1%), GBM (1.4–10.3%), and LightGBM (1.4–9.6%) occupy intermediate positions. These results suggest two approaches handle sensor noise better than standard gradient boosting. Iterative reweighting (AdaBoost) and ordered boosting (CatBoost) more effectively mitigate high-frequency fluctuations.
Under impulse noise, degradation accelerates nonlinearly with corruption rate p. CatBoost exhibits the strongest resistance, maintaining degradation at 20.5–69.6% across intensity levels, followed by AdaBoost (27.7–89.7%). These methods effectively downweight or isolate spurious outliers through their reweighting mechanisms. XGBoost (47.4–136.0%) and LightGBM (46.9–139.4%) show moderate deterioration, while GBM (53.1–148.2%) and Random Forest (50.5–149.2%) exhibit the steepest degradation curves. At maximum corruption (), CatBoost maintains degradation compared to Random Forest’s , demonstrating more than better resilience.
Calibration drift induces the most severe and persistent degradation, with all methods exhibiting monotonic bias accumulation exceeding 400%. Notably, drift degradation remains nearly constant across intensity levels for all algorithms, confirming that the failure mode is structural rather than magnitude-dependent. GBM maintains the lowest degradation (446.3–448.2%), followed closely by XGBoost (448.3–450.2%), then AdaBoost (477.0–479.0%). CatBoost (557.8–558.7%), Random Forest (571.1–573.3%), and LightGBM (577.8–579.7%) show substantially higher degradation. This confirms that drift, as a low-frequency systematic bias, is not well corrected by static ensemble structures without explicit recalibration or adaptive retraining mechanisms.
Figure 3 visualizes these degradation curves across intensity levels. Panel (i) shows Gaussian noise inducing nearly linear degradation for all methods, with modern GBDT exhibiting slightly steeper slopes at high
compared to classical methods. Panel (ii) demonstrates impulse noise’s nonlinear acceleration, with CatBoost and AdaBoost maintaining substantially flatter curves than other methods, reflecting their outlier-rejection mechanisms. Panel (iii) shows calibration drift saturation, where all curves flatten quickly and remain nearly horizontal across drift intensities, demonstrating that tree-based partitioning localizes but cannot eliminate systematic bias accumulation.
These results carry direct deployment implications. For CGM settings where Gaussian noise dominates (well-maintained sensors and controlled environments), robustness differences remain modest (4.9–10.3% degradation at maximum noise), so models can be chosen based on baseline accuracy and latency. When intermittent dropouts or electromagnetic interference spikes are common (wireless links and mobility), CatBoost demonstrates the highest resilience (69.6% at 40% corruption), with AdaBoost close behind (89.7%). Modern GBDT variants (XGBoost 136.0%, LightGBM 139.4%, and GBM 148.2%) and Random Forest (149.2%) degrade more steeply as corruption increases. For long-horizon use where calibration drift accumulates (wear periods exceeding 7 days without recalibration), GBM (446.3–448.2%) and XGBoost (448.3–450.2%) maintain the lowest degradation, with AdaBoost a reasonable alternative (477.0–479.0%). CatBoost (557.8–558.7%), Random Forest (571.1–573.3%), and LightGBM (577.8–579.7%) exhibit substantially higher drift vulnerability and should be avoided for extended wear periods without recalibration.
7.3.3. Glucose: Temporal Generalization Gap
Standard practice uses random
k-fold CV, which shuffles samples before splitting them into train and test folds. For time-series forecasting, this introduces look-ahead bias because temporal correlations let models trained on future data indirectly “see” past test samples.
Table 7 quantify this optimism by comparing
from random CV to time-series CV using 5 forward-chaining folds that strictly preserve chronology.
As visualized in
Figure 4, temporal gaps range from 0.118 to 0.258 across models. AdaBoost exhibits the smallest gap (
, random CV 0.796 vs. time-series CV 0.678), indicating the best temporal robustness, followed by GBM (0.148, 0.886 vs. 0.737). Random Forest shows moderate bias (0.205, 0.922 vs. 0.717), while modern GBDT methods exhibit the largest gaps: LightGBM (0.228, 0.938 vs. 0.710), CatBoost (0.238, 0.957 vs. 0.720), and XGBoost (0.258, 0.944 vs. 0.686). These gaps indicate that random CV substantially overestimates real-world performance: models appearing to reach
= 0.94–0.96 in development may deliver only
= 0.68–0.74 when forecasting genuinely unseen future data.
The bias arises because boosting methods fit short-term patterns and transient correlations. These include recurring post-meal spikes and weekday–weekend patterns. When random shuffling places temporally neighboring samples across train and test folds, these local patterns appear predictive. AdaBoost’s conservative learning rate and sample reweighting partially protect against temporal overfitting, explaining its smaller gap. Modern GBDT methods, despite their superior baseline accuracy, prove more susceptible to temporal leakage through aggressive gradient updates and deeper tree structures.
7.3.4. Glucose: Feature-Importance Stability
Clinical deployment requires models to provide consistent explanations across different data samples. If the top-ranked predictive features change markedly between training windows, clinicians cannot trust that predictions rely on physiologically meaningful relationships rather than spurious correlations. We assess stability by computing TreeSHAP values within each time-series CV fold, ranking features by mean absolute SHAP, then calculating Spearman rank correlations between all fold pairs.
Table 8 reports mean Spearman correlations across fold pairs for six ensembles. CatBoost achieves the highest stability (
), followed by Random Forest (
) and LightGBM (
). GBM (
) and AdaBoost (
) show moderate stability, while XGBoost exhibits the lowest consistency (
). Correlations ranging from 0.488 to 0.679 indicate reasonable stability: approximately half of the relative feature rankings remain consistent across folds, while the remainder vary with training data composition.
Qualitative inspection of the top-five features across folds reveals consistent physiological signals. CGM lags 1–3 (most recent 5–15 min), insulin-on-board, hour-of-day, and cumulative carbohydrates (15–30 min windows) consistently appear among the highest-ranked features. This confirms that models extract meaningful patterns rather than noise. The observed rank variability largely stems from feature interactions: when CGM lag-1 and lag-2 are highly correlated, their relative order can swap across folds without affecting predictions. LightGBM’s histogram binning and leaf-wise growth reduce sensitivity to such perturbations, partially explaining its relatively high stability. CatBoost’s ordered boosting and symmetric trees further enhance consistency by reducing overfitting to fold-specific patterns.
For clinical use, correlations near = 0.5–0.7 suggest acceptable interpretability. Diabetes specialists can expect models to consistently weigh recent glucose trends, insulin activity, meal history, and circadian timing as primary drivers. Clinical decision support should rely on groups of top features (e.g., “recent CGM trends dominate predictions”) rather than exact rankings of individual features, acknowledging the 40–50% rank variance inherent in tree-based ensemble methods.
7.4. PM2.5 Forecasting (24-h Horizon)
Air-quality forecasting presents fundamentally different challenges from glucose prediction, transitioning from high- physiological dynamics to low- atmospheric regime shifts. PM2.5 concentrations arise from complex multiscale interactions: local emissions (traffic and industry), regional transport (wind-driven pollutant advection over 100–1000 km), meteorological dispersion (boundary-layer height and turbulence), and atmospheric chemistry (secondary aerosol formation from gas-to-particle conversion). The 24-h forecast horizon pushes predictions into a regime where exogenous forcing, weather fronts, synoptic patterns, and policy interventions dominate short-term autocorrelation, fundamentally limiting predictability regardless of model sophistication.
We employ the Beijing Multi-Site Air Quality dataset [
154], comprising hourly measurements from 12 monitoring stations spanning urban core, suburban, and rural locations over 2013–2017 (4+ years;
hourly samples per station). Stations include Aotizhongxin, Changping, Dingling, Dongsi, Guanyuan, Gucheng, Huairou, Nongzhanguan, Shunyi, Tiantan, Wanliu, and Wanshouxigong, providing spatial diversity essential for capturing Beijing’s heterogeneous pollution landscape. Each sample includes measured pollutants (PM
2.5, PM
10, SO
2, NO
2, CO, and O
3) and meteorological variables (temperature, pressure, dew point, wind speed/direction, precipitation, and cloudiness) from co-located sensors.
Feature engineering produces 113–214 predictors per station: lagged pollutant concentrations (1–24 h back), rolling statistics (6/12/24-h means and standard deviations capturing short-term trends), meteorological variables and their lags (weather forecasts degrade rapidly beyond 6–12 h), temporal encodings (hour-of-day sine/cosine, day-of-week, month-of-year, and heating season binary indicator), and spatial features (neighboring station averages for PM2.5 capturing regional transport). Quality control removed instrument calibration periods, missing-value gaps exceeding 3 h, and extreme outliers (>500 g/m3 likely from sensor malfunction). This yields 24,083–24,603 training samples and 1339–1383 test samples per station after temporal splits.
7.4.1. PM2.5: Standard Performance Results
Table 9 summarizes the 24-h PM
2.5 forecasting results across 12 Beijing stations. CatBoost achieves the best overall accuracy (RMSE = 97.02 ± 12.15
g/m
3;
= 0.078 ± 0.061), followed closely by AdaBoost (97.24 ± 11.62
g/m
3;
= 0.072 ± 0.071). XGBoost (98.73 ± 12.28
g/m
3;
= 0.044) and Random Forest (98.69 ± 12.71
g/m
3;
= 0.048) achieve nearly identical RMSE despite their different ensemble mechanisms. LightGBM (98.77 ± 11.95
g/m
3;
= 0.043) and GBM (99.78 ± 12.51
g/m
3;
= 0.024) perform worst. All models exhibit consistently low
values (less than 0.10), confirming the weak predictability of daily PM
2.5 due to exogenous meteorological and policy-driven regime shifts. Even sophisticated gradient boosting models (LightGBM, XGBoost, and CatBoost) yield
= 0.04–0.08, underscoring intrinsic atmospheric stochasticity beyond learnable signals.
The negligible RMSE differences (within 2.8% span, 97.02–99.78 g/m3) among ensemble models indicate that increasing model complexity provides marginal gains once the underlying signal-to-noise ratio collapses. CatBoost demonstrates the fastest training time (0.88 ± 0.09 s), followed by XGBoost (0.99 s) and LightGBM (1.72 s), while classical methods remain substantially slower: Random Forest (8.04 s), AdaBoost (19.89 s), and GBM (33.73 s). Despite their computational disadvantage, classical methods show no accuracy benefit: AdaBoost achieves competitive RMSE (97.24 g/m3, only 0.2% worse than CatBoost) but at the training cost. GBM performs worst across all metrics (highest RMSE 99.78 g/m3, lowest = 0.024, and slowest training 33.73 s), confirming its sensitivity to nonstationary pollutant dynamics and lack of robust regularization compared to modern implementations.
In contrast to the glucose dataset (
Section 7.3), where boosting methods achieved
= 0.82–0.84, the air-quality domain exhibits a noise-dominated structure where forecastable variance constitutes less than 10%. The practical implication is clear: beyond 12–24 h, model accuracy saturates at meteorological uncertainty limits regardless of algorithmic sophistication. CatBoost improves RMSE by only 0.6% over the next-best competitor (AdaBoost). This contrasts sharply with the 5.6% improvement in glucose forecasting. This suggests diminishing returns from algorithmic innovation for long-horizon atmospheric prediction. Further gains likely require incorporating numerical weather prediction outputs.
Figure 5 illustrates the temporal structure underlying the uniformly low predictability observed in PM
2.5 forecasting.
Figure 5a presents a representative 7-day forecast window for the Dongsi station, the best-performing urban site in the dataset. The black line denotes the ground-truth PM
2.5 concentrations directly measured by sensors, while the colored curves correspond to six learning algorithms: Random Forest, AdaBoost, GBM, XGBoost, LightGBM, and CatBoost. All models reproduce the smooth diurnal cycle (nighttime accumulation under stable boundary layers and daytime dilution by convective mixing), yet they collectively fail during rapid synoptic transitions (highlighted by red arrows). At hour 72, a stagnating frontal system traps pollutants and drives a sharp increase from 120 to 180
g/m
3 (approximately 50% increase), while all models predict only gradual rises to 125–135
g/m
3, underestimating by roughly 40–45
g/m
3. A second unpredicted spike at hour 84 (approximately 220
g/m
3) results from regional biomass-burning transport. These mesoscale disturbances evolve on 6–24 h timescales, comparable to the forecasting horizon itself, and lie beyond the information content of historical station data. Consequently, boosting models cannot anticipate these exogenous meteorological shocks. They require explicit numerical weather prediction (NWP) inputs.
Figure 5b decomposes the 2013–2017 PM
2.5 record into long-term trend, seasonal, and residual components using STL analysis. The trend component reflects major policy interventions (2014 APEC emission controls and 2015–2017 coal-to-gas conversions), showing a gradual decline from approximately 100 to 85
g/m
3. The seasonal pattern captures strong wintertime peaks (approximately +40
g/m
3 during the heating season) and summer troughs (approximately
g/m
3 under enhanced dispersion). However, the residual component remains dominant, accounting for approximately 50–60% of total variance. This indicates that less than half of PM
2.5 variability arises from learnable deterministic structure. The remainder stems from stochastic meteorology, long-range transport, and transient emission fluctuations, explaining why all six ensemble and boosting methods converge to similarly low
values despite their algorithmic sophistication. The following analyses investigate how stochasticity affects model robustness, temporal generalization, and feature stability across forecasting horizons.
Given the low absolute
values observed across all algorithms, we conducted statistical significance tests to determine whether the modest RMSE differences (2.8% span across methods) reflect genuine algorithmic differentiation or merely noise-driven variation.
Table 10 presents the Friedman omnibus test and Nemenyi pairwise comparisons.
Friedman test across per-station RMSE values yielded , , indicating significant performance differences among algorithms despite the low-R2 regime. Post hoc Nemenyi tests showed that CatBoost significantly outperforms Random Forest , GBM , XGBoost , and LightGBM while showing no significant difference from AdaBoost . These results confirm that algorithmic differentiation persists even when intrinsic predictability collapses , although absolute effect sizes remain modest (2.8% RMSE span) due to meteorological uncertainty limits. The statistical significance validates that the 1.7% RMSE advantage CatBoost achieves over AdaBoost, although small in magnitude, reflects consistent cross-station performance rather than chance variation.
7.4.2. PM2.5: Robustness and Generalization Under Synthetic Sensor Noise
To evaluate whether the performance gaps among ensemble and boosting models persist under degraded sensing conditions, we simulate three canonical fault modes, Gaussian noise, impulse corruption, and calibration drift, using the same perturbation design described in
Section 7.3.2, results shown in
Table 11. Each setting tests model resilience to random, transient, and systematic distortions in the PM
2.5 input features. We report the percentage change in RMSE relative to the clean baseline. Positive values indicate accuracy loss (higher RMSE), while negative values suggest negligible or stochastic variation.
Under Gaussian perturbations, PM2.5 forecasting models exhibit remarkable stability, with RMSE changes below even at the highest noise level ( = 0.20 × SD). This insensitivity reflects the dominance of large-scale meteorological variance, which masks small random feature noise. LightGBM and CatBoost show near-zero or slightly negative deviations ( to ), indicating numerical robustness and low sensitivity to feature jitter. Even the most affected algorithms (XGBoost and Random Forest) degrade by only 1.2% at maximum perturbation intensity.
Impulse noise produces moderate degradation that scales with corruption rate p. CatBoost achieves the best robustness, maintaining changes below 1.6% at , while AdaBoost follows closely at 3.1%. LightGBM and Random Forest exhibit moderate sensitivity (5.7% and 7.7%, respectively), whereas XGBoost experiences 8.6% degradation. GBM shows the highest vulnerability at 15.2% as impulsive spikes severely distort gradient updates. Nonetheless, absolute degradation remains modest for modern GBDT frameworks, confirming that ensemble averaging and histogram binning smooth out short-lived sensor dropouts.
Drift perturbations, by contrast, impose sustained bias that accumulates over time, producing dramatically larger performance degradation. Here, clear performance separation emerges: CatBoost retains the most stable predictions at approximately 12% degradation across all drift intensities, followed by LightGBM at 25–29%. XGBoost deteriorates substantially at 58–60%, while classical methods show severe vulnerability: AdaBoost reaches 95–96%, Random Forest 103–104%, and GBM catastrophically fails at 166%. These results demonstrate that ordered boosting and explicit leaf-value regularization (as in CatBoost and LightGBM) effectively suppress bias propagation, whereas gradient-based trees without drift compensation mechanisms remain highly vulnerable to cumulative calibration errors, a critical consideration for long-term environmental sensor deployments.
7.4.3. PM2.5: Temporal Generalization Gap
We next evaluate temporal generalization using both random and time-series CV to quantify look-ahead bias. All six ensemble and boosting models from
Table 9 are included to capture differences between bagging and gradient-based approaches. Following the same protocol as glucose and energy forecasting, the random CV folds shuffle all hourly samples across years, while time-series CV preserves chronological order, ensuring that future samples are never used for training.
Table 12 shows that random CV produces deceptively high
values (0.33–0.89) for most models, whereas time-series CV yields negative results (ranging from
to
), revealing that models fail to generalize beyond their training windows. AdaBoost exhibits the smallest temporal gap (
), indicating the best temporal robustness, followed by GBM (0.982) and Random Forest (1.048). Modern gradient boosting methods show the largest gaps: CatBoost (1.056), LightGBM (1.106), and XGBoost (1.214), indicating severe look-ahead bias. These discrepancies arise because random CV allows data leakage across seasonal boundaries (for example, training on January samples while testing on February data from the same winter regime), allowing models to memorize seasonal baselines (e.g., winter implies high PM
2.5) rather than learning causal meteorological drivers.
The large values (0.4–1.2) underscore that random CV is fundamentally invalid for air-quality forecasting. Although boosting models differ in regularization and gradient handling, they all converge to spurious correlations when temporal order is broken. AdaBoost’s conservative learning rate and sample reweighting partially protect against temporal overfitting, explaining its smaller gap.
7.4.4. PM2.5: Feature-Importance Stability
We next assess feature-importance stability across folds using Spearman correlation of SHAP value rankings. Despite the low predictive
reported earlier, all ensemble and boosting models exhibit surprisingly high stability in feature attributions (
Table 13). Random Forest achieves the highest consistency (
), closely followed by AdaBoost (
) and LightGBM (
). XGBoost maintains similar robustness (
), while CatBoost (
) and GBM (
) show slightly lower but still substantial stability. These values far exceed those in the glucose forecasting task (
= 0.5–0.6), suggesting that PM
2.5 models, although weak in predictive accuracy, nonetheless identify a consistent subset of influential predictors.
This apparent paradox (high feature stability despite poor forecast accuracy) arises because all models consistently identify the same weak but persistent meteorological and temporal features. Recent PM2.5 lags (1–6 h), temperature (affecting boundary-layer height), wind speed (dispersion), and hour of day (diurnal cycle) remain top-ranked across folds. Even though these features explain only a small fraction of total variance, their physical relevance is consistent, producing stable SHAP rankings. Such stability is valuable for policy and interpretability applications: air-quality agencies can rely on these models to attribute pollution variability to known drivers even when absolute forecasts remain noisy. In other words, boosting provides stable insight even when it cannot provide accurate prediction.
7.5. Building-Energy Prediction (1-h Horizon)
Building-energy forecasting represents our third experimental domain, transitioning from weakly predictable atmospheric dynamics to highly structured seasonal patterns. Electrical load exhibits predictable daily cycles (occupancy-driven demand), strong weekday–weekend contrasts, seasonal variations (heating/cooling degree days), and weather sensitivity (temperature-dependent HVAC). This regime offers substantially more learnable signal than PM2.5 ( 0.80 vs. 0.08) while remaining more complex than near-linear glucose dynamics due to building-type heterogeneity and occupancy stochasticity.
From the full Building Data Genome 2 dataset containing 1578 buildings, we selected 10 diverse buildings using stratified sampling based on three criteria: (i) primary-use diversity spanning five categories (education, lodging, office, parking, and retail) to capture heterogeneous load patterns and occupancy schedules; (ii) data completeness requiring >95% valid hourly readings over the 2016–2017 observation period to ensure reliable temporal structure; and (iii) geographic distribution across multiple climate zones to test model robustness to varying weather dependencies. This stratified sample provides 17,544 hourly samples per building (730 days × 24 h), totaling 175,440 observations across the ten-building benchmark.
We employ the Building Data Genome 2 dataset from ASHRAE [
155], comprising hourly electricity meter readings for 1578 non-residential buildings across six countries and multiple climate zones over 2016–2017 (2-year observation window). We selected 10 diverse buildings spanning five primary-use categories to capture cross-building heterogeneity: education (three buildings: Panther_education_Aine, Panther_education_Bella, and Panther_education_Ceil); lodging (two: Panther_lodging_Adora and Panther_lodging_Cora); office (one: Panther_office_Darnell); parking (two: Panther_parking_Erna and Panther_parking_Lorriane); and retail (two: Panther_retail_Felix and Panther_retail_Gale). This stratified sample provides 17,544 hourly samples per building (730 days × 24 h), split 70% training / 30% testing via chronological splits.
Feature engineering mirrors prior domains: lagged consumption (1–24 h), rolling statistics (6/12/24-h mean/std/min/max capturing load patterns), weather variables (temperature, humidity, wind speed, and cloud cover from co-located NOAA stations), and calendar encodings (hour-of-day, day-of-week, month, binary holiday indicator, and heating/cooling degree-day base 65 °F).
Weather variables were normalized using z-score standardization within each building’s local climate context rather than global normalization across all sites. Specifically, for each building, we computed mean and standard deviation of each weather variable from its training period and applied consistent scaling to both training and test sets. This site-specific normalization ensures that models learn temperature–load relationships appropriate to each building’s climate zone rather than forcing a universal temperature response. Heating and cooling degree days were computed using a standard 65 °F base temperature consistent across all buildings, following ASHRAE guidelines for energy analytics.
Building metadata (square footage, primary-use category, and vintage) provide static context. Quality filtering removed commissioning periods (first 30 days after meter installation), HVAC shutdown events (consecutive zeros > 48 h likely from system maintenance), and extreme outliers (>3× interquartile range likely from data logger errors), retaining 95–98% of records per building.
7.5.1. Energy: Standard Performance Results
Table 14 reports aggregate metrics across ten buildings under standard one-hour-ahead forecasting. All models achieve moderate to strong predictive performance, with RMSE spanning 5.67–9.00 kWh and
between 0.591 and 0.764. CatBoost attains the best overall accuracy (RMSE = 5.67 kWh, MAE = 3.82 kWh, and
), followed by LightGBM (RMSE = 6.06 kWh and
) and XGBoost (RMSE = 6.12 kWh and
). GBM achieves competitive accuracy (RMSE = 6.33 kWh and
) despite its computational inefficiency. Random Forest (RMSE = 6.62 kWh and
) provides a stable baseline, while AdaBoost performs worst (RMSE = 9.00 kWh and
), exhibiting 59% higher error than CatBoost.
All reported metrics in
Table 14 represent simple averages across the ten buildings, with each building weighted equally regardless of its sample size or load magnitude. We chose per-building averaging rather than sample-weighted pooling to prevent large facilities from dominating aggregate statistics. This approach ensures that model performance on small but operationally critical buildings receives equal consideration in our evaluation. For reference, building-specific RMSE values range from 3.2 kWh/h (small retail) to 12.8 kWh/h (large education facility), with CatBoost maintaining the lowest error in eight of ten buildings.
The approximately 14% RMSE reduction CatBoost achieves relative to Random Forest (5.67 vs. 6.62 kWh) highlights its effectiveness in modeling nonlinear and categorical interactions, particularly relevant for heterogeneous building types with varying occupancy and equipment schedules. LightGBM shows nearly identical MAE (3.95 kWh, matching XGBoost) but achieves higher (0.723 vs. 0.692), indicating superior explanation of load variance through more stable predictions. In contrast, AdaBoost exhibits the weakest performance (RMSE = 9.00 kWh and ), confirming that its sample reweighting mechanism tends to emphasize high-variance anomalies (e.g., HVAC restarts and weekend transitions) rather than learning stable temporal regularities.
Training efficiency differs dramatically across algorithms. GBM and AdaBoost require 217–417 s per model due to sequential stagewise optimization without histogram acceleration, whereas modern implementations (XGBoost, LightGBM, and CatBoost) complete training in under 4 s while achieving higher accuracy. Specifically, CatBoost trains in 3.41 s (122× faster than GBM; 64× faster than AdaBoost), XGBoost in 2.28 s, and LightGBM in 3.35 s. This efficiency gain is critical for operational energy analytics, where models must be retrained frequently as weather and occupancy patterns evolve. Random Forest remains moderately fast (58 s) but less scalable than modern GBDT due to its ensemble-level parallelism overhead, training 17× slower than XGBoost with worse accuracy.
The observed range (0.591–0.764) suggests that one-hour-ahead building loads are largely governed by a few dominant interpretable drivers: outdoor temperature (heating and cooling demand), occupancy schedule, and previous-hour load. These relationships are predominantly additive, which explains why both linear and tree-based ensembles capture most of the predictable variance. Residual errors (24–41% unexplained variance) likely stem from stochastic control policies, unobserved occupant behavior, and sensor fluctuations rather than model insufficiency. CatBoost achieves an of 0.764, compared to 0.591 for Random Forest. This 17.3 percentage point gap demonstrates that ordered boosting and categorical feature handling provide meaningful improvements for structured building data.
Overall, CatBoost provides the most favorable balance between accuracy and speed, yielding the lowest RMSE (5.67 kWh) and highest (0.764) with minimal computational cost (3.41 s). LightGBM and XGBoost also deliver competitive performance and superior scalability, making them suitable for large-scale multi-building deployment. In contrast, AdaBoost’s instability (highest RMSE) and GBM’s latency (slowest training) reinforce the advantage of modern gradient boosting frameworks that integrate ordered sampling, leaf-wise growth, and efficient parallelization.
Figure 6 illustrates the temporal regularities and seasonal dependencies that underlie the high predictability of building-energy consumption.
Figure 6a compares normalized three-day load profiles for representative building categories. Education buildings (blue) exhibit pronounced weekday cycles with near-zero nighttime consumption, a rapid 8 a.m. startup as HVAC systems activate and occupancy increases, a steady daytime plateau around peak capacity, and a sharp 5 p.m. shutdown when classrooms empty. This regular schedule creates a highly repetitive temporal signature that most models can learn efficiently. Lodging facilities (orange) maintain relatively flat 24-h profiles (0.55–0.70 normalized range), with mild peaks around breakfast and dinner hours but no sharp transitions, reflecting continuous operation and stable occupancy. In contrast, parking structures (green dashes) show erratic behavior: weekday loads fluctuate moderately between 0.3–0.5, while weekend spikes reach 0.8–0.9 as retail activity surges. These abrupt regime reversals cause models trained on weekday patterns to systematically underpredict weekend peaks, explaining the occasional negative
observed for such volatile sites.
Figure 6b aggregates monthly loads across all ten buildings, revealing strong and asymmetric seasonal structure. Winter months (December–February) sustain elevated demand (15–16 kWh/h) driven by heating, while spring and autumn display mild troughs (8.5–10 kWh/h) as HVAC systems remain mostly idle. Summer months (June–August) show the highest loads (16–18 kWh/h) due to cooling demand and extended occupancy hours. CatBoost (red dashed line) tracks these transitions closely, reproducing both the gradual decline in heating load from February to May and the sharp rise in cooling load during the early summer. The strong alignment between predicted and actual seasonal trends confirms that most of the learnable variance arises from deterministic calendar and weather effects (month-of-year encodings, degree-day features, and lagged temperature interactions) rather than from stochastic fluctuations.
These temporal patterns explain the relatively high values observed across models. They also highlight that boosting algorithms perform best in domains characterized by stable cyclical structure and persistent environmental drivers. When building operations follow consistent diurnal and seasonal routines, nonlinear ensembles can efficiently capture load responses to temperature and schedule, achieving high predictive accuracy with limited overfitting risk. However, for irregular or regime-switching facilities such as parking structures, hybrid approaches that combine statistical learning with explicit rule-based scheduling or occupancy detection remain necessary to maintain robustness across operating modes.
To validate whether modern GBDT methods achieve statistically distinguishable performance or represent interchangeable choices for building-energy forecasting, we conducted rigorous significance tests across per-building RMSE values.
Table 15 summarizes the statistical validation.
Friedman test across per-building RMSE values confirmed significant algorithmic differences (; ). Post hoc Nemenyi tests showed CatBoost significantly outperforms AdaBoost and Random Forest , while modern GBDT methods (CatBoost, XGBoost, LightGBM, and GBM) exhibit statistically indistinguishable performance (all pairwise ). These results confirm that ordered boosting and categorical handling provide genuine accuracy gains over classical ensemble methods (33.1% improvement over AdaBoost; 31.3% over Random Forest) rather than sample-specific fluctuations. The lack of significant differences among modern GBDT variants supports our recommendation to prioritize computational efficiency (XGBoost trains 33% faster than CatBoost) and robustness profiles over marginal accuracy gains when selecting within this family.
7.5.2. Energy: Robustness and Generalization Under Synthetic Sensor Noise
Table 16 quantifies RMSE degradation under three types of synthetic sensor perturbations (Gaussian, impulse, and drift), each applied at four intensity levels. All results are expressed as percentage increases relative to clean baselines.
Gaussian noise ( = 5–20% of feature standard deviation) leads to moderate and nearly linear degradation across algorithms. AdaBoost remains most stable (0.3–5.7% across intensity levels), followed by CatBoost (2.6–14.5%). GBM and LightGBM show intermediate sensitivity (4.1–22.6% and 4.8–22.8%, respectively), while XGBoost exhibits the largest degradation (10.7–27.0%), consistent with its deeper tree structures amplifying high-frequency perturbations. Random Forest occupies the middle ground (5.4–25.6%), demonstrating that bagging provides reasonable but not optimal protection against stochastic feature noise.
Impulse noise, simulating random missing or corrupted sensor readings (10–40% corruption rate), causes more severe nonlinear error escalation. AdaBoost demonstrates the highest robustness (11.2–43.9%), benefiting from its stagewise weighting that suppresses outliers. CatBoost ranks second (29.3–93.2%), maintaining roughly of the degradation seen in modern GBDT methods. XGBoost, LightGBM, and GBM cluster together with similar vulnerability (148.7–151.3% at corruption), while Random Forest deteriorates most rapidly () due to unfiltered inclusion of corrupted samples in bootstrap aggregates.
Drift introduces the most severe degradation, with catastrophic performance collapse across all methods. Even mild bias accumulation ( kWh/h) yields over 300–500% RMSE inflation as none of the static tree ensembles can compensate for cumulative systematic shifts in sensor calibration. AdaBoost maintains the best stability (), followed by CatBoost (488.3–488.4%), Random Forest (513.6–513.7%), XGBoost (536.9–537.1%), GBM (551.3–551.4%), and LightGBM (585.7–585.8%). Notably, drift degradation remains nearly constant across intensity levels for all algorithms, confirming that the failure mode is structural rather than magnitude-dependent. These results confirm that, while boosting models handle random perturbations effectively, long-term bias requires explicit model adaptation beyond ensemble aggregation.
7.5.3. Energy: Temporal Generalization Gap
Table 17 reports
under random and time-series CV to assess temporal generalization. Unlike PM
2.5, energy consumption retains strong autocorrelation and seasonality, producing smaller yet still notable look-ahead bias. Random CV yields inflated
(0.90–0.99) since temporally adjacent samples share nearly identical load patterns. When evaluated chronologically, true predictive power drops to 0.24–0.34, leading to gaps
= 0.63–0.74 across models.
GBM achieves the best temporal robustness (), indicating the smallest gap between random and time-series validation. AdaBoost follows closely (), while LightGBM (0.681), Random Forest (0.699), and CatBoost (0.699) occupy the middle ground. XGBoost displays the largest relative decline (), suggesting greater sensitivity to look-ahead bias from temporally correlated samples. These gaps arise because models trained with random CV exploit short-term autocorrelations. These include hour-to-hour persistence and weekday patterns. However, these patterns vanish when forecasting into genuinely unseen future periods.
7.5.4. Energy: Feature-Importance Stability
Finally,
Table 18 evaluates feature-importance stability using Spearman correlation of SHAP-based rankings across CV folds. High stability (
) across most models indicates consistent identification of dominant physical drivers, such as outdoor temperature, previous-hour load, hour-of-day, and day-of-week indicators. Random Forest achieves the highest stability (
), followed closely by CatBoost (
), both with minimal variance. XGBoost (
) and LightGBM (
) show comparable reliability, while GBM exhibits moderate stability (
). AdaBoost displays the lowest stability (
) due to its aggressive reweighting of residuals that shifts feature emphasis across folds.
The consistently high values (0.65–0.82) contrast with the moderate time-series scores (0.24–0.34), underscoring that models can stably identify key explanatory variables even when predictive power is limited by stochastic occupancy behavior and control uncertainty. For building analytics, this reliability is practically valuable: energy managers can trust that temperature, occupancy, and schedule features will remain influential across retraining cycles, supporting transparent and interpretable decision-making in demand response systems.
The consistently high Spearman correlations ( = 0.65–0.82) across CV folds confirm that all models stably identify the same dominant load drivers: outdoor temperature, previous-hour consumption, hour-of-day, and day-of-week encodings. This stability has two important implications for operational deployment.
First, for interpretability and stakeholder trust, energy managers can rely on consistent explanations across model retraining cycles. When models are updated monthly or quarterly as new data accumulates, feature importance rankings remain stable, ensuring that demand-response strategies and efficiency recommendations built on model insights do not fluctuate unpredictably.
Second, for edge deployment on building automation systems with limited computational resources, the identified top-five features can be prioritized for real-time data collection and processing, while lower-importance features can be refreshed less frequently or omitted entirely to reduce sensor communication overhead. Modern GBDT frameworks achieve training times under 4 s and inference latency below 10 ms for 10,000 predictions on standard building controllers, making them feasible for on-premise deployment without cloud dependencies. Model sizes range from 2.5 MB to 4.8 MB, easily fitting in edge device memory.
7.6. Cross-Domain Synthesis and Unified Recommendations
We synthesize results across glucose, PM
2.5, and building energy to extract domain-invariant lessons and deployment guidelines. Before examining specific performance dimensions,
Table 19 provides a cross-domain statistical validation summary, confirming that observed performance differences represent genuine algorithmic advantages rather than sampling variability.
Table 19 confirms that CatBoost achieves statistically significant accuracy advantages across all three domains (
p < 0.05 vs. most competitors), while modern GBDT methods (CatBoost, LightGBM, and XGBoost) exhibit statistically indistinguishable performance in most pairwise comparisons. This pattern validates our deployment recommendation: within the modern GBDT family, practitioners should prioritize secondary criteria (computational efficiency, robustness profiles, and interpretability stability) over marginal accuracy differences. The following subsections examine performance trade-offs across individual dimensions.
Table 20 provides a comprehensive cross-domain comparison consolidating accuracy (RMSE and
), computational efficiency (training time), temporal generalization (
gap), interpretability (feature stability
), and robustness (drift degradation) for all six algorithms across three domains. This unified view reveals that no single algorithm dominates across all metrics: modern GBDT methods (XGBoost, LightGBM, and CatBoost) occupy the accuracy–speed Pareto front, while classical boosting (AdaBoost and GBM) provides superior temporal robustness and domain-specific drift resistance. The following subsections detail these trade-offs across individual evaluation dimensions, culminating in actionable deployment guidelines.
7.6.1. Accuracy–Speed Trade-Offs Across Domains
Figure 7 reveals consistent Pareto dominance by modern GBDT across all three forecasting domains (
Table 20 provides numerical details). CatBoost achieves optimal accuracy in glucose (21.79 mg/dL and
= 0.838; 1.69 s), PM
2.5 (97.02
g/m
3 and
= 0.078; 0.88 s), and energy (5.67 kWh and
= 0.764; 3.41 s). Accuracy gains scale with domain predictability: high-
regimes show 5–14% RMSE improvements over Random Forest (glucose and energy), while low-
domains exhibit negligible algorithmic differentiation (PM
2.5 spans only 2.8%). Classical methods (GBM and AdaBoost) universally train 10–100× slower without compensating accuracy benefits, confirming modern frameworks’ strict Pareto superiority for accuracy–speed trade-offs.
7.6.2. Temporal Generalization: The Look-Ahead Bias Problem
Random CV systematically overestimates model performance across all three domains. However, the bias magnitude varies by forecasting context.
Figure 8 visualizes temporal gaps (
) as lollipop plots, where stem height represents gap magnitude and marker shapes distinguish domains: circles (glucose), squares (PM
2.5), and triangles (energy).
PM2.5 exhibits dramatically larger temporal leakage. The purple squares cluster at heights 0.42–1.21, with AdaBoost maintaining the smallest gap (0.42) and XGBoost the largest (1.21). Modern GBDT methods (CatBoost 1.06, LightGBM 1.11, and XGBoost 1.21) demonstrate severe vulnerability to seasonal leakage: random CV allows models to memorize winter-high and summer-low pollution patterns that vanish when forecasting genuinely unseen future periods. These gaps indicate that random CV grossly overestimates forecasting skill. Models appearing to achieve =0.33–0.89 in development deliver negative in actual time-series deployment, revealing no genuine predictive ability.
Energy forecasting shows intermediate gaps. The blue triangles range from 0.63 to 0.74, reflecting hour-to-hour autocorrelation bias, although with smaller magnitude than PM2.5, due to weaker seasonal amplitude. GBM achieves the smallest gap (0.63), while XGBoost shows the largest (0.74). The visual contrast between tall purple squares (PM2.5) and shorter blue triangles (energy) illustrates domain-specific leakage severity. These 0.6–0.7 point gaps translate to models appearing to reach = 0.90–0.99 under random CV yet delivering only = 0.24–0.34 when forecasting future load profiles, a critical discrepancy for operational building management systems.
Glucose prediction demonstrates the best temporal robustness. The green circles cluster lowest (0.12–0.26) due to stronger physiological persistence and minimal seasonal structure. AdaBoost achieves the smallest gap (0.12), with modern GBDT showing progressively larger leakage: LightGBM (0.23), CatBoost (0.24), and XGBoost (0.26). Despite being smallest in absolute magnitude, these gaps carry clinical significance: models appearing to achieve = 0.94–0.96 in development deliver only = 0.68–0.74 in forward forecasting, sufficient to increase false-alarm rates in automated insulin delivery systems.
Cross-domain pattern: AdaBoost consistently minimizes temporal leakage. The lollipop visualization reveals a domain-invariant finding: AdaBoost maintains the shortest stems across all three contexts (glucose 0.12, PM2.5 0.42, and energy 0.67), while XGBoost exhibits the tallest stems in glucose (0.26) and PM2.5 (1.21). This visual pattern confirms a fundamental trade-off: modern GBDT achieves superior baseline accuracy but sacrifices temporal robustness, whereas classical boosting prioritizes generalization stability over maximum performance. The consistent height ordering across marker shapes suggests practitioners must choose between CatBoost/LightGBM (accuracy-optimized) and AdaBoost/GBM (robustness-optimized), with optimal selection depending on whether deployment emphasizes absolute performance or temporal reliability.
These domain-specific gaps mandate universal adoption of time-series CV for sensor forecasting. Random CV systematically overestimates deployment performance: glucose models appearing to reach deliver only in practice (raising false-alarm rates in insulin delivery); PM2.5 models showing collapse to negative skill; energy models reporting achieve only when forecasting future loads. The consistent pattern across domains confirms that time-aware validation is not optional but mandatory for reliable sensor analytics deployment.
7.6.3. Robustness Under Sensor Degradation
Robustness analysis reveals context-dependent failure modes under synthetic sensor perturbations.
Table 21 summarizes maximum-intensity degradation (RMSE increase percentage) across three perturbation types and three domains.
Under Gaussian noise (random high-frequency fluctuations), AdaBoost and CatBoost consistently achieve the lowest degradation across all domains: glucose (4.9–5.2%), PM2.5 (0.0–0.6%), and energy (5.7–14.5%). Modern GBDT methods (XGBoost, LightGBM, and GBM) show moderate to high sensitivity in glucose (9.4–10.3%) and energy (22.6–27.0%) but remain robust in PM2.5 (0.1–1.2%) due to already dominant measurement noise. Random Forest maintains intermediate degradation (1.2–25.6% across domains), demonstrating that bagging provides reasonable but not optimal protection against stochastic perturbations.
Under impulse noise (intermittent dropouts and spikes), CatBoost and AdaBoost again dominate: glucose (69.6–89.7%), PM2.5 (1.6–3.1%), and energy (43.9–93.2%). Modern GBDT methods show substantially higher vulnerability: glucose (136.0–148.2%), PM2.5 (5.7–15.2% for LightGBM/XGBoost, although GBM reaches ), and energy (148.7–157.4%). Random Forest exhibits the worst degradation in glucose () and energy (), confirming that bootstrap aggregation without explicit outlier rejection fails under corruption. The robustness advantage CatBoost maintains over XGBoost/LightGBM (e.g., glucose vs. 136.0–139.4%) stems from ordered boosting’s implicit outlier downweighting.
Under calibration drift (cumulative systematic bias), performance rankings reverse dramatically. GBM and XGBoost achieve the best stability in glucose (448.2–450.2%) and moderate stability in energy (537.1–551.4%), while CatBoost, LightGBM, and Random Forest show substantially higher degradation (glucose 558.7–579.7% and energy 488.4–585.8%). PM2.5 exhibits a different pattern: CatBoost maintains exceptional stability (12.0%), followed by LightGBM (25.2%) and XGBoost (57.5%), while classical methods fail catastrophically (AdaBoost 96.0%, Random Forest 103.7%, and GBM 166.3%). These domain-dependent differences suggest that drift robustness depends on interactions between tree depth, regularization strength, and baseline noise levels rather than any single algorithmic property.
The robustness synthesis reveals no universally superior algorithm. CatBoost excels under Gaussian and impulse noise but suffers under drift in physiological domains. GBM/XGBoost handle drift better but degrade severely under impulse corruption. AdaBoost maintains consistent moderate performance across perturbation types. Practitioners should match robustness profiles to their deployment conditions. For wireless CGM devices with dominant impulse noise, use CatBoost. For long-wear sensors without recalibration where drift dominates, use GBM/XGBoost. For well-maintained infrastructure with mainly Gaussian noise, select based on accuracy alone.
7.6.4. Feature-Importance Stability and Interpretability
Feature-importance stability (Spearman correlation of SHAP rankings across CV folds) exhibits domain-dependent patterns reflecting underlying signal structure.
Figure 9 compares stability (
) across domains and algorithms.
PM2.5 forecasting exhibits the highest feature stability ( = 0.726–0.779) despite having the lowest predictive (less than 0.10). Random Forest achieves the best consistency (0.779), followed closely by AdaBoost (0.775) and LightGBM (0.771). This apparent paradox (high stability with low accuracy) arises because all models consistently identify the same weak but persistent meteorological features: recent PM2.5 lags, temperature, wind speed, and hour of day remain top-ranked across folds. Even though these features explain only a small fraction of total variance, their physical relevance produces stable SHAP rankings, valuable for policy applications, where attribution matters more than absolute forecasting skill.
Energy forecasting shows comparably high stability ( = 0.650–0.822), with Random Forest achieving the best consistency (0.822) and CatBoost close behind (0.812). Modern GBDT methods (XGBoost 0.775 and LightGBM 0.756) maintain reasonable stability, while AdaBoost exhibits the lowest (0.650) due to aggressive sample reweighting that shifts feature emphasis across folds. The high stability reflects deterministic drivers (outdoor temperature, occupancy schedules, and previous-hour load) that remain consistently influential regardless of training fold composition.
Glucose prediction displays the lowest feature stability ( = 0.488–0.679). This reflects complex physiological interactions. Feature importance depends on patient-specific factors like insulin sensitivity, meal timing, and activity patterns. CatBoost achieves the best stability (0.679), followed by Random Forest (0.645) and LightGBM (0.579). XGBoost exhibits the lowest consistency (0.488), suggesting that its aggressive gradient updates and deeper trees amplify fold-specific feature interactions. Despite moderate absolute correlations (0.5–0.7), qualitative inspection reveals that top-ranked features (CGM lags 1–3, insulin-on-board, hour of day, and recent carbohydrates) remain consistent, indicating acceptable interpretability for clinical deployment.
The stability analysis reveals an inverse relationship between predictive and feature stability: low- domains (PM2.5) show high stability from consistently weak signals, while high- domains (glucose and energy) show moderate stability due to richer feature interactions. Random Forest consistently achieves top-tier stability across all domains through bagging-based variance reduction, while modern GBDT methods (particularly XGBoost) sacrifice some interpretability consistency for marginal accuracy gains. For applications requiring transparent explanations (clinical decision support and policy attribution), Random Forest or CatBoost provide optimal stability–accuracy balance.
7.6.5. Unified Deployment Guidelines
Building on the domain selection rationale (
Section 7.1) and the empirical findings across glucose, PM
2.5, and energy forecasting, we provide actionable recommendations indexed by problem characteristics rather than application labels. Practitioners should first characterize their sensor forecasting task along three dimensions: (1) intrinsic predictability (
achievable with any method), (2) temporal structure (autocorrelation strength and seasonal amplitude), and (3) dominant noise mode (Gaussian, impulse, and drift). The following guidelines map these characteristics to optimal algorithm choices.
Table 20 summarizes the key trade-offs observed across all three forecasting domains. Based on this comprehensive cross-domain analysis, we provide the following actionable recommendations for sensor-based forecasting:
Model Selection by Domain Predictability:
High- regimes (glucose ; energy ): Modern GBDT (CatBoost, LightGBM, and XGBoost) consistently deliver 5–15% RMSE improvements over Random Forest with training times under 4 s. CatBoost provides optimal accuracy–stability balance; XGBoost maximizes speed (approximately 2 s); LightGBM offers intermediate performance.
Low- regimes (PM2.5 ): Model choice matters less than feature engineering and exogenous inputs. CatBoost and AdaBoost achieve marginally lower error (approximately 0.6–2.8% relative improvement), but absolute gains remain modest. Prioritize computational efficiency (XGBoost 0.99 s; CatBoost 0.88 s) and invest in numerical weather prediction integration rather than algorithm optimization.
Validation Strategy:
Time-series CV is mandatory for all sensor forecasting applications. Random CV systematically overestimates performance by = 0.12–0.26 (glucose), 0.42–1.21 (PM2.5), and 0.63–0.74 (energy), corresponding to deployment failures ranging from increased false alarms (glucose) to negative skill (PM2.5).
For applications requiring maximum temporal robustness (e.g., long-term model deployment without retraining), prioritize AdaBoost or GBM despite their lower baseline accuracy and higher computational cost. These methods achieve 50–70% smaller temporal gaps than modern GBDT in PM2.5 and energy forecasting.
Robustness Priorities by Deployment Context:
Wireless/mobile sensors (impulse noise dominant): Deploy CatBoost or AdaBoost ( lower degradation than modern GBDT at corruption).
Long-wear sensors without recalibration (drift dominant): Deploy GBM or XGBoost for glucose/energy (approximately 450% vs. 550–580% degradation); deploy CatBoost for PM2.5 (12% vs. 57–166% degradation).
Well-maintained infrastructure (Gaussian noise dominant): Select based on accuracy and speed; robustness differences remain modest (less than 10% degradation span).
Interpretability Requirements:
Clinical/policy applications requiring stable explanations: Deploy Random Forest (highest stability across energy/PM2.5, = 0.78–0.82) or CatBoost (best stability in glucose, ).
Performance-critical applications: Deploy CatBoost or LightGBM (optimal accuracy with acceptable stability, = 0.65–0.81).
Avoid XGBoost for interpretability-critical applications (lowest stability in glucose = 0.49; moderate in other domains).
Computational Constraints:
Edge devices requiring sub-second updates: Deploy XGBoost (fastest training: 1.0–2.3 s) or CatBoost (best accuracy at approximately 1.7–3.4 s).
Cloud/server deployment with ample compute: CatBoost or LightGBM provide optimal accuracy; training time becomes negligible.
Avoid classical methods (GBM 30–417 s and AdaBoost 19–217 s) unless specific robustness requirements (temporal gaps and drift stability) mandate their use.
In summary, no single algorithm dominates across all evaluation axes. Modern GBDT methods (XGBoost, LightGBM, and CatBoost) provide the best default choice for accuracy–speed trade-offs, but practitioners must carefully consider temporal generalization gaps, robustness profiles, and interpretability requirements when selecting models for production deployment. The optimal choice depends on domain predictability, expected sensor degradation modes, validation strategy, and operational constraints rather than benchmark accuracy alone.
7.6.6. Generalization Mechanisms and Cross-Task Transferability Analysis
The preceding cross-domain analysis revealed both consistent patterns (modern GBDT dominates accuracy–speed trade-offs universally) and context-dependent variations (robustness rankings reverse across noise modes). Understanding why certain algorithmic properties generalize across tasks while others remain domain-specific enables principled extrapolation to new sensor analytics applications beyond the three benchmarked domains.
Training speed advantages exhibited remarkable cross-task consistency. Modern GBDT frameworks achieved 10–100× speedup over classical methods (GBM and AdaBoost) across all three domains, with relative rankings stable: XGBoost fastest (0.99–2.28 s), followed by CatBoost (0.88–3.41 s) and LightGBM (1.72–3.35 s), versus classical methods (GBM 29.93–416.49 s; AdaBoost 18.62–216.87 s). This consistency stems from architectural properties independent of data characteristics:
Histogram-based split finding (LightGBM, XGBoost, and CatBoost) reduces computational complexity from to regardless of domain.
Column-block parallelization exploits multi-core hardware uniformly across tabular sensor data.
GPU acceleration scales predictably with dataset size, not domain semantics.
Computational advantages discovered in glucose, PM2.5, and energy forecasting transfer directly to any tabular sensor regression task. Practitioners can confidently deploy modern GBDT and expect similar speed gains in new domains (e.g., industrial vibration monitoring, smart agriculture, and traffic prediction).
In contrast, accuracy advantages showed systematic dependence on intrinsic predictability ( ceiling achievable by any method):
High- regime (glucose ; energy ): Modern GBDT achieved 5–15% RMSE improvement over Random Forest and classical boosting through superior regularization and categorical handling.
Low- regime (PM2.5 ): Algorithmic differences compressed to <3% RMSE span; all methods saturated at meteorological uncertainty limits.
This pattern reflects a fundamental principle: when signal-to-noise ratio collapses, algorithmic sophistication yields diminishing returns. The mechanism generalizes via
where
is the improvement from advanced methods over baselines.
For new sensor domains, practitioners can estimate transferable accuracy gains by first establishing ceiling via simple baselines (linear regression and Random Forest). If , expect modern GBDT to deliver substantial improvements (5–15%); if , expect marginal differentiation (<5%), suggesting investment in feature engineering over algorithm tuning.
Robustness rankings exhibited domain-specific reversals tied to dominant noise characteristics rather than application semantics:
Impulse noise: CatBoost and AdaBoost consistently outperformed across glucose (69.6% vs. 136–149% degradation) and energy (43.9% vs. 148–157%), but PM2.5 differences compressed (1.6% vs. 5.7–15.2%) due to already dominant measurement variance.
Calibration drift: GBM/XGBoost excelled in glucose (448–450%), but CatBoost dominated PM2.5 (12% vs. 58–166%), reflecting interactions between tree depth, baseline noise, and drift slope.
The generalization mechanism operates through algorithmic-noise interaction rather than domain identity. CatBoost’s ordered boosting effectively downweights transient outliers (impulse noise) but struggles with systematic bias accumulation (drift) in low-noise environments.
New applications should characterize expected noise profiles (impulse-dominated wireless sensors, drift-prone long-wear devices, and Gaussian-dominated calibrated instruments) rather than domain labels. Match algorithmic strengths to noise mode: CatBoost/AdaBoost for impulse-prone systems; GBM/XGBoost for drift-vulnerable long-term deployments.
Temporal generalization gaps exhibited consistent algorithmic ordering but domain-dependent magnitudes:
AdaBoost consistently minimized gaps across glucose (), PM2.5 (0.417), and energy (0.667).
Modern GBDT showed larger gaps in all domains (XGBoost: 0.258, 1.214, and 0.738), but absolute magnitude scaled with autocorrelation strength and seasonal amplitude.
The mechanism: aggressive gradient updates and deeper trees (modern GBDT) exploit short-term correlations more readily, causing steeper performance degradation when random CV breaks temporal dependencies.
Transferability heuristic: For new time-series forecasting tasks, expect AdaBoost/GBM to provide 20–50% smaller temporal gaps than modern GBDT. If infrequent retraining is required (monthly updates and concept drift monitoring), prioritize classical methods despite baseline accuracy disadvantages.
Stability rankings (Random Forest > CatBoost > LightGBM > XGBoost) replicated across domains, driven by algorithmic properties:
Bagging variance reduction (Random Forest) stabilizes importance uniformly.
Ordered boosting (CatBoost) reduces fold-specific overfitting consistently.
Aggressive gradient descent (XGBoost) amplifies feature-interaction sensitivity.
Absolute stability magnitudes varied by signal strength (PM2.5 highest = 0.73–0.78; glucose lowest = 0.49–0.68), but relative rankings remained invariant.
Transferability: For interpretability-critical applications (clinical and regulatory), Random Forest and CatBoost provide consistently stable explanations regardless of domain. XGBoost sacrifices stability for marginal accuracy gains—acceptable for performance-critical explanation-optional contexts.
To predict algorithm suitability in unseen sensor analytics tasks, practitioners should characterize the following:
Intrinsic predictability: Run baseline models to estimate ceiling → determines accuracy gain magnitude.
Temporal structure: Quantify autocorrelation decay and seasonal periods → determines temporal gap severity.
Dominant noise mode: Identify primary degradation mechanism (impulse, drift, or Gaussian) → determines robustness priorities.
Interpretability requirements: Assess stability needs for explanations → determines algorithm-stability mapping.
This four-dimensional characterization enables evidence-based algorithm selection extrapolated from the glucose–PM2.5–energy benchmark to arbitrary sensor forecasting contexts, avoiding trial-and-error exploration across the algorithmic design space.