Abstract
The paper is addressed to economic problems for which many different models can be proposed. In such situation the ensemble approach is natural way to improve the final prediction results. In particular, we present the method for the prediction improvement with ensemble method based on the multivariate decompositions. As a method for model results decomposition we present the smooth component analysis. The resulting components are classified as destructive and removed, or as constructive and recomposed. The classification of the components is based on the theoretical analysis of MSE error measure. The robustness of the method is validated through practical experiment of energy load consumption in Poland.
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Szupiluk, R., Wojewnik, P., Ząbkowski, T. (2012). Smooth Component Analysis and MSE Decomposition for Ensemble Methods. In: Jezic, G., Kusek, M., Nguyen, NT., Howlett, R.J., Jain, L.C. (eds) Agent and Multi-Agent Systems. Technologies and Applications. KES-AMSTA 2012. Lecture Notes in Computer Science(), vol 7327. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-30947-2_64
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DOI: https://doi.org/10.1007/978-3-642-30947-2_64
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