PL EN


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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