Ponencia
Input variable selection for forecasting models
Autor/es | Ruiz Arahal, Manuel
Cepeda Caballos, Alfonso Camacho, Eduardo F. |
Departamento | Universidad de Sevilla. Departamento de Ingeniería de Sistemas y Automática |
Fecha de publicación | 2002 |
Fecha de depósito | 2020-04-22 |
Publicado en |
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ISBN/ISSN | 1474-6670 |
Resumen | The selection of input variables plays a crucial role when modelling time series. For nonlinear models there are not well developed techniques such as AIC and other criteria that work with linear models. In the case of ... The selection of input variables plays a crucial role when modelling time series. For nonlinear models there are not well developed techniques such as AIC and other criteria that work with linear models. In the case of Short Term Load Forecasting (STLF) generalization is greatly influenced by such selection. In this paper two approaches are compared using real data from a Spanish utility company. The models used are neural networks although the algorithms can be used with other nonlinear models. The experiments show that that input variable selection affects the performance of forecasting models and thus should be treated as a generalization problem. |
Cita | Ruiz Arahal, M., Cepeda Caballos, A. y Camacho, E.F. (2002). Input variable selection for forecasting models. En Triennial World Congress (463-468), Barcelona, España: Elsevier. |
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