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Long term forecasting by combining Kohonen algorithm and standard prevision

  • Part VII: Prediction, Forecasting and Monitoring
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Artificial Neural Networks — ICANN'97 (ICANN 1997)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1327))

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Abstract

To forecast a complete curve is a delicate problem, since the existing methods (vectorial prevision, long-term forecasting) are difficult to use and often give disappointing results. We propose a new strategy that consists in dividing up the problem into three sub-problems: prediction of the mean value and of the standard deviation and estimation of the normalized curve (the profile). The mean value and the standard deviation are predicted by any classical method (linear or neural). As to the profile, it is estimated with the help of a previous classification. The results are very convincing and a real-world application is presented : the polish electrical consumption.

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Wulfram Gerstner Alain Germond Martin Hasler Jean-Daniel Nicoud

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© 1997 Springer-Verlag Berlin Heidelberg

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Cottrell, M., Girard, B., Rousset, P. (1997). Long term forecasting by combining Kohonen algorithm and standard prevision. In: Gerstner, W., Germond, A., Hasler, M., Nicoud, JD. (eds) Artificial Neural Networks — ICANN'97. ICANN 1997. Lecture Notes in Computer Science, vol 1327. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0020282

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  • DOI: https://doi.org/10.1007/BFb0020282

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-63631-1

  • Online ISBN: 978-3-540-69620-9

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