Prediction Improvement via Smooth Component Analysis and Neural Network Mixing | SpringerLink
Skip to main content

Prediction Improvement via Smooth Component Analysis and Neural Network Mixing

  • Conference paper
Artificial Neural Networks – ICANN 2006 (ICANN 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4132))

Included in the following conference series:

Abstract

In this paper we derive a novel smooth component analysis algorithm applied for prediction improvement. When many prediction models are tested we can treat their results as multivariate variable with the latent components having constructive or destructive impact on prediction results. The filtration of those destructive components and proper mixing of those constructive should improve final prediction results. The filtration process can be performed by neural networks with initial weights computed from smooth component analysis. The validity and high performance of our concept is presented on the real problem of energy load prediction.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Breiman, L.: Bagging predictors. Machine Learning 24, 123–140 (1996)

    MATH  MathSciNet  Google Scholar 

  2. Bishop, C.M.: Neural networks for pattern recognition. Oxford Univ. Press, UK (1996)

    MATH  Google Scholar 

  3. Choi, S., Cichocki, A.: Blind separation of nonstationary sources in noisy mixtures. Electronics Letters 36(9), 848–849 (2000)

    Article  Google Scholar 

  4. Cichocki, A., Amari, S.: Adaptive Blind Signal and Image Processing. John Wiley, Chichester (2002)

    Book  Google Scholar 

  5. Cichocki, A., Zurada, J.M.: Blind Signal Separation and Extraction: Recent Trends, Future Perspectives, and Applications. In: Rutkowski, L., Siekmann, J.H., Tadeusiewicz, R., Zadeh, L.A. (eds.) ICAISC 2004. LNCS (LNAI), vol. 3070, pp. 30–37. Springer, Heidelberg (2004)

    Chapter  Google Scholar 

  6. Donoho, D.L., Elad, M.: Maximal Sparsity Repre-sentation via l1 Minimization. The Proc. Nat. Aca. Sci. 100, 2197–2202 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  7. Haykin, S.: Neural networks: a comprehensive foundation. Macmillan, New York (1994)

    MATH  Google Scholar 

  8. Hoeting, J., Mdigan, D., Raftery, A., Volinsky, C.: Bayesian model averaging: a tutorial. Statistical Science 14, 382–417 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  9. Hurst, H.E.: Long term storage capacity of reservoirs. Trans. Am. Soc. Civil Engineers 116 (1951)

    Google Scholar 

  10. Hyvärinen, A., Karhunen, J., Oja, E.: Independent Component Analysis. John Wiley, Chichester (2001)

    Book  Google Scholar 

  11. Lendasse, A., Cottrell, M., Wertz, V., Verdleysen, M.: Prediction of Electric Load using Kohonen Maps – Application to the Polish Electricity Consumption. In: Proc. Am. Control Conf., Anchorage AK, pp. 3684–3689 (2002)

    Google Scholar 

  12. Lee, D.D., Seung, H.S.: Learning of the parts of objects by non-negative matrix factorization. Nature 401 (1999)

    Google Scholar 

  13. Li, Y., Cichocki, A., Amari, S.: Sparse component analysis for blind source separation with less sensors than sources. In: Fourth Int. Symp. on ICA and Blind Signal Separation, Nara, Japan, pp. 89–94 (2003)

    Google Scholar 

  14. Mitchell, T.: Machine Learning. McGraw-Hill, Boston (1997)

    MATH  Google Scholar 

  15. Molgedey, L., Schuster, H.: Separation of a mixture of independent signals using time delayed correlations. Phisical Review Letters 72(23) (1994)

    Google Scholar 

  16. Osowski, S., Siwek, K.: Regularization of neural networks for improved load forecasting in the power system. IEE Proc. Generation, Transmission and Distribution 149(3), 340–344 (2002)

    Article  Google Scholar 

  17. Parra, L., Mueller, K.R., Spence, C., Ziehe, A., Sajda, P.: Unmixing Hyperspectral Data. Advances in Neural In formation Processing Systems 12, pp. 942–948. MIT Press, Cambridge (2000)

    Google Scholar 

  18. Samorodnitskij, G., Taqqu, M.: Stable non-Gaussian random processes: stochastic models with infinitive variance. Chapman and Hall, N.York (1994)

    Google Scholar 

  19. Scales, L.E.: Introduction to Non-Linear Optimization. Springer, New York (1985)

    Google Scholar 

  20. Stone, J.V.: Blind Source Separation Using Temporal Predictability. Neural Computation 13(7), 1559–1574 (2001)

    Article  MATH  Google Scholar 

  21. Szupiluk, R., Wojewnik, P., Zabkowski, T.: Model Improvement by the Statistical Decomposition. In: Rutkowski, L., Siekmann, J.H., Tadeusiewicz, R., Zadeh, L.A. (eds.) ICAISC 2004. LNCS (LNAI), vol. 3070, pp. 1199–1204. Springer, Heidelberg (2004)

    Chapter  Google Scholar 

  22. Therrien, C.W.: Discrete Random Signals and Statistical Signal Processing. Prentice Hall, New Jersey (1992)

    MATH  Google Scholar 

  23. Yang, Y.: Adaptive regression by mixing. Journal of American Statistical Association 96 (2001)

    Google Scholar 

  24. Zibulevsky, M., Kisilev, P., Zeevi, Y.Y., Pearlmutter, B.A.: Blind source separation via multinode sparse representation. In: Advances in Neural Information Processing Systems, vol. 14, pp. 185–191 (2002)

    Google Scholar 

  25. Cichocki, A., Zdunek, R., Amari, S.: New Algorithms for Non-Negative Matrix Factorization in Applications to Blind Source Separation. In: IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2006, Toulouse, France (2006)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2006 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Szupiluk, R., Wojewnik, P., Ząbkowski, T. (2006). Prediction Improvement via Smooth Component Analysis and Neural Network Mixing. In: Kollias, S., Stafylopatis, A., Duch, W., Oja, E. (eds) Artificial Neural Networks – ICANN 2006. ICANN 2006. Lecture Notes in Computer Science, vol 4132. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11840930_14

Download citation

  • DOI: https://doi.org/10.1007/11840930_14

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-38871-5

  • Online ISBN: 978-3-540-38873-9

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics