Submitted to IEEE TRANSACTIONS ON SMART GRID Smart electricity meters are currently deployed in millions of households to collect detailed individual electricity consumption data. Compared to traditional electricity data based on aggregated consumption, smart meter data are much more volatile and …
SIGKDD Workshop on Mining and Learning from Time Series (MiLeTS) 2015, Sydney, Australia. A large body of the forecasting literature so far has been focused on forecasting the conditional mean of future observations. However, there is an increasing need for …
Ben Taieb, S..; Atiya, A.F., “A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting,” Neural Networks and Learning Systems, IEEE Transactions on , vol.PP, no.99, pp.1,1 doi: 10.1109/TNNLS.2015.2411629 Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model …
Dowload PhD thesis How much electricity is going to be consumed for the next 24 hours? What will be the temperature for the next three days? What will be the number of sales of a certain product for the next …
Proceedings of the 31 st International Conference on Machine Learning, Beijing, China, 2014. JMLR: W&CP volume 32 Abstract : Multi-step forecasts can be produced recursively by iterating a one-step model, or directly using a specific model for each horizon. Choosing …
Ben Taieb S. & Hyndman R. J. A gradient boosting approach to the Kaggle load forecasting competition. International Journal of Forecasting (2013). http://dx.doi.org/10.1016/j.ijforecast.2013.07.005 Abstract : We describe and analyse the approach used by Team TinTin (Souhaib Ben Taieb and Rob J …
Abstract : We propose a new forecasting strategy, called rectify, that seeks to combine the best properties of both the recursive and direct forecasting strategies. The rationale behind the rectify strategy is to begin with biased recursive forecasts and adjust them so …
IEEE International Conference on Data Mining, Vancouver, Canada. 11-14 December, 2011. Abstract : The Recursive strategy is the oldest and most intuitive strategy to forecast a time series multiple steps ahead. At the same time, it is well-known that this strategy …
Expert Systems with Applications. 2012;39(8):7067–7083. Abstract : Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large …
Electric Power Systems Research. 2012;83(1):129–135. Abstract : A massive deployment of wind energy in power systems is expected in the near future. However, a still open issue is how to integrate wind generators into existing electrical grids by limiting their …