Combining forecasts with blind signal separation methods in electric load prediction framework

  • Authors:
  • Ryszard Szupiluk;Piotr Wojewnik;Tomasz Zabkowski

  • Affiliations:
  • Warsaw School of Economics, Warsaw, Poland and Polska Telefonia Cyfrowa, Warsaw, Poland;Warsaw School of Economics, Warsaw, Poland and Polska Telefonia Cyfrowa, Warsaw, Poland;Polska Telefonia Cyfrowa, Warsaw, Poland

  • Venue:
  • AIA'06 Proceedings of the 24th IASTED international conference on Artificial intelligence and applications
  • Year:
  • 2006

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Abstract

In this paper we present a novel method for prediction improvement when many models are used. Our aim is to find in the modeling results the common basis components and process them to filter the noises and destructive signals. The basis components are found by blind separation methods like PCA or ICA. The constructive signals are integrated using an inverse system to decomposition or neural network. We check the validity of our methodology on load prediction task.