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2009 | 19 | 163-170

Article title

PREDICTION MODELS ENSEMBLE WITH MSE DECOMPOSITION (Agregacja modeli predykcyjnych z wykorzystaniem dekompozycji bledu sredniokwadratowego)

Selected contents from this journal

Title variants

Languages of publication

PL

Abstracts

EN
In this paper the author presents the theoretical background for ensemble methods via multivariate decompositions. Having a set of models he treats their results as a multivariate variable with destructive and constructive latent components. The data decorrelation and MSE error decompositions provide to proper destructive components identification and elimination. The elimination of destructive components should improve final prediction. The validity of the approach is verified by energy load prediction problem.

Year

Volume

19

Pages

163-170

Physical description

Document type

ARTICLE

Contributors

  • Ryszard Szupiluk, Szkola Gl√≥wna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych, al. Niepodleglosci 162, 02-554 Warszawa, Poland

References

Document Type

Publication order reference

Identifiers

CEJSH db identifier
10PLAAAA078222

YADDA identifier

bwmeta1.element.354bbb29-f5cf-3271-b290-6f4c4fc89709
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