Neural network ensemble: Evaluation of aggregation algorithms in electricity demand forecasting

• Main Authors: Hassan, S., Khosravi, A., Jaafar, J.
• Format: Conference or Workshop Item
• Published: 2013
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84893605961&doi=10.1109%2fIJCNN.2013.6707005&partnerID=40&md5=2608e9da6bb1925a2b5b236d72dee395; http://eprints.utp.edu.my/32576/
• Institution: Universiti Teknologi Petronas

This paper examines and analyzes different aggregation algorithms to improve accuracy of forecasts obtained using neural network (NN) ensembles. These algorithms include equal-weights combination of Best NN models, combination of trimmed forecasts, and Bayesian Model Averaging (BMA). The predictive...