论文信息 - Time Series Forecasting using CCA and Kohonen Maps - Applications to Electricity Consumption

Time Series Forecasting using CCA and Kohonen Maps - Applications to Electricity Consumption

Using large regressors in non-linear time series forecasting makes the fitting of the model difficult. This paper shows how to reduce the size of regressors in order to improve the forecasting performances, using the Curvilinear Component Analysis as projection tool. The method is applied to the Polish electrical load forecasting.

Amaury Lendasse | Vincent Wertz | John Aldo Lee | Michel Verleysen

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