LBF: A Labeled-Based Forecasting Algorithm and Its Application to Electricity Price Time Series.
Francisco Martínez-ÁlvarezAlicia Troncoso LoraJosé C. RiquelmeJesús S. Aguilar-RuizPublished in: ICDM (2008)
Keyphrases
- forecasting accuracy
- demand forecasting
- load forecasting
- electricity consumption
- short term
- weather forecasting
- exponential smoothing
- financial time series
- forecast models
- forecasting model
- arma model
- hybrid model
- box jenkins
- electric power
- support vector regression
- chaotic time series
- long term
- bp neural network
- power system
- neural network model
- wind power
- stock market
- short term prediction
- training data
- electricity markets
- multivariate time series
- dynamic time warping
- mackey glass
- moving average
- manual labeling
- supervised learning
- arima model
- similarity measure
- non stationary
- historical data
- prediction model
- computational intelligence
- grey model
- medium term
- support vector machine
- training set
- garch model
- power generation
- power grid