Online incremental regression for electricity price prediction

Proceedings of 2012 IEEE International Conference on Service Operations and Logistics, and Informatics, SOLI 2012

Volumn , Issue , 2012, Pages 31-35

  Yan, Junchi ^a   Tian, Chunhua ^a   Wang, Yu ^a   Huang, Jin ^a  

^a IBM CHINA RESEARCH LAB   (China)

Author keywords

Incremental Regression; Incremental Support Vector Regression; On line Learning; Price Forecasting

Indexed keywords

AUTO-REGRESSIVE MOVING AVERAGE MODEL; BATCH METHODS; BENCHMARK DATA; ELECTRICITY PRICE FORECASTING; ELECTRICITY PRICES; GAUSSIAN PROCESS; INCREMENTAL LEARNING; INCREMENTAL REGRESSION; LEARNING-BASED ALGORITHMS; LEARNING-BASED APPROACH; MEMORY CAPACITY; MULTI-LINEAR REGRESSION; NON-PARAMETRIC MODEL; ONLINE LEARNING; ONLINE SUPPORT; PRICE FORECASTING; RANDOM FORESTS; REGRESSION METHOD; STREAMING DATA; STRUCTURAL CHANGE; STRUCTURAL VARIATIONS; SUPPORT VECTOR REGRESSION (SVR); TESTING SAMPLES; TIME SERIES MODELS; TRAINING SAMPLE;

COSTS; DECISION TREES; ELECTRIC LOAD FORECASTING; GENETIC ALGORITHMS; INFORMATION SCIENCE; LEARNING ALGORITHMS; NEURAL NETWORKS; REGRESSION ANALYSIS;

FORECASTING;

EID: 84867206679     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SOLI.2012.6273500     Document Type: Conference Paper

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