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

• Authors: Szupiluk Ryszard
• 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.

Keywords

EN

DATA MINING; ENSEMBLE METHODS; PREDICTION MODELING

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Warsaw School of Economics, Collegium of Economic Analysis
• Journal: Roczniki Kolegium Analiz Ekonomicznych
• Year: 2009
• Volume: 19
• Pages: 163-170
• Document type: ARTICLE

Contributors

author

Szupiluk Ryszard

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

Identifiers

CEJSH db identifier

10PLAAAA078222