Electricity Market Forecasting via Low-Rank Multi-Kernel Learning.
Vassilis KekatosYu ZhangGeorgios B. GiannakisPublished in: IEEE J. Sel. Top. Signal Process. (2014)
Keyphrases
- low rank
- kernel matrix
- kernel learning
- electricity markets
- kernel matrices
- semi supervised
- linear combination
- missing data
- semidefinite programming
- convex optimization
- matrix factorization
- singular value decomposition
- low rank matrix
- high order
- software agents
- high dimensional data
- support vector regression
- kernel methods
- multiple kernel learning
- semi supervised learning
- kernel function
- ls svm
- metric learning
- collaborative filtering
- similarity measure