Noise identification for ICA ensemble predictors
نویسندگان
چکیده
In this paper we present a novel method for integration the prediction results by finding common latent components via independent component analysis. The latent components can have constructive or destructive influence on particular prediction results. After the elimination of the deconstructive signals we rebuilt the improved predictions. We check the method validity on the electricity load prediction task. Streszczenie. W artykule przedstawiono nową metodę pozwalającą na łączenie wyników predykcji poprzez poszukiwanie ukrytych wspólnych składowych przy zastosowaniu procedury analizy składowych niezależnych. Składowe ukryte mogą mieć pozytywny lub negatywny wpływ na wyniki predykcji. Po wyeliminowaniu składowych niekorzystnych poprawione zostały wyniki predykcji. Poprawność metody sprawdzono na przykładzie predykcji zapotrzebowania na energię elektryczną. (Identyfikacja szumów z wykorzystaniem metody ICA w kontekście agregacji).
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تاریخ انتشار 2013