Electricity Market Forecasting via Low-Rank Multi-Kernel Learning.
Vassilis KekatosYu ZhangGeorgios B. GiannakisPublished in: CoRR (2013)
Keyphrases
- low rank
- kernel matrix
- kernel learning
- electricity markets
- kernel matrices
- semi supervised
- linear combination
- semidefinite programming
- missing data
- convex optimization
- matrix factorization
- low rank matrix
- singular value decomposition
- software agents
- support vector regression
- high dimensional data
- multiple kernel learning
- kernel function
- kernel methods
- high order
- metric learning
- input space
- support vector
- regression model
- labeled data
- denoising
- knn
- active learning
- high dimensional