基于回归自动机的短期时间序列预测Short-term Time Series Forecasting with Regression Automata |
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课程网址: | https://videolectures.net/videos/kdd2016_chenal_regression_automa... |
主讲教师: | Massimo Chenal |
开课单位: | KDD 2016研讨会 |
开课时间: | 2025-02-04 |
课程语种: | 英语 |
中文简介: | 我们提出了回归自动机(RA),这是一种用于时间序列预测的新型句法模型。在用于识别自动机的传统状态合并算法的基础上,RA除了使用符号值外还使用数值数据,并以回归方式基于这些数据进行预测。我们将我们的模型应用于小时风速和风功率预测问题。我们的结果表明,RA在预测风速和发电量方面优于其他最先进的方法。在这两种情况下,短期预测都用于资源分配和基础设施负载平衡。对于这些关键任务,检查和解释RA提供的生成模型的能力是一个额外的好处。 |
课程简介: | We present regression automata (RA), which are novel type syntactic models for time series forecasting. Building on top of conventional state-merging algorithms for identifying automata, RA use numeric data in addition to symbolic values and make predictions based on this data in a regression fashion. We apply our model to the problem of hourly wind speed and wind power forecasting. Our results show that RA outperform other state-of-the-art approaches for predicting both wind speed and power generation. In both cases, short-term predictions are used for resource allocation and infrastructure load balancing. For those critical tasks, the ability to inspect and interpret the generative model RA provide is an additional benefit. |
关 键 词: | 回归自动机; 时间序列; 数值数据 |
课程来源: | 视频讲座网 |
数据采集: | 2025-04-06:liyq |
最后编审: | 2025-04-06:liyq |
阅读次数: | 7 |