Auto-Regressive HMM Inference with Incomplete Data for Short-Horizon Wind Forecasting.
Chris BarberJoseph BockhorstPaul RoebberPublished in: NIPS (2010)
Keyphrases
- incomplete data
- autoregressive
- moving average
- bayesian networks
- arima model
- arma model
- random fields
- hidden markov models
- learning bayesian networks
- missing data
- missing values
- non stationary
- em algorithm
- wind power
- conditional random fields
- short term
- wind speed
- incomplete data sets
- hybrid model
- structure learning
- multivariate time series
- hyperparameters
- bayesian inference
- machine learning
- parameter estimation
- support vector regression
- feature vectors
- computer vision