Forecasting Electricity Consumption using Non-Linear Projection and Self-Organizing Maps

Abstract

A General-Purpose Useful Parameter in Time Series Forecasting is the Regressor Size, Corresponding to the Minimum Number of Variables Necessary to Forecast the Future Values of the Time Series. If the Models Are Nonlinear, the Choice of This Regressor Becomes Very Difficult. We Present a Quasi-Automatic Method using a Nonlinear Projection Named Curvilinear Component Analysis to Build This Regressor. the Size of This Regressor Will Be Determined by the Estimation of the Intrinsic Dimension of an over-Sized Regressor. This Method Will Be Applied to Electric Consumption of Poland using Systematic Cross-Validation. the Nonlinear Model Used for the Prediction is a Kohonen Map (Self-Organizing Map). © 2002 Published by Elsevier Science B.v.

Department(s)

Engineering Management and Systems Engineering

Keywords and Phrases

Curvilinear component analysis; Electricity consumption; Nonlinear projection; Self-organizing map; Time series prediction

International Standard Serial Number (ISSN)

0925-2312

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 Elsevier, All rights reserved.

Publication Date

01 Jan 2002

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