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Using local learning with fuzzy transform: application to short term forecasting problems

Author

Listed:
  • Vincenzo Loia

    (University of Salerno)

  • Stefania Tomasiello

    (University of Tartu)

  • Alfredo Vaccaro

    (University of Sannio)

  • Jinwu Gao

    (Renmin University of China)

Abstract

In this paper, we formally discuss a computational scheme, which combines a local weighted regression model with fuzzy transform (or F-transform for short). The latter acts as a reduction technique on the cardinality of the learning problem, resulting in a more efficient algorithm. We tested the proposed approach first through two typical benchmark problems, that is the Hénon and the Mackey–Glass chaotic time series, then we applied it to short-term forecasting problems. Short-term forecasting is important in the energy field for the management of power systems and for energy trading. Hence, we considered two typical application examples in this field, that is wind power forecasting and load forecasting. Numerical results show the effectiveness of the proposed approach through a comparison against alternative techniques.

Suggested Citation

  • Vincenzo Loia & Stefania Tomasiello & Alfredo Vaccaro & Jinwu Gao, 2020. "Using local learning with fuzzy transform: application to short term forecasting problems," Fuzzy Optimization and Decision Making, Springer, vol. 19(1), pages 13-32, March.
    • Handle: RePEc:spr:fuzodm:v:19:y:2020:i:1:d:10.1007_s10700-019-09311-x
    DOI: 10.1007/s10700-019-09311-x
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    References listed on IDEAS

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    1. Taylor, James W., 2008. "An evaluation of methods for very short-term load forecasting using minute-by-minute British data," International Journal of Forecasting, Elsevier, vol. 24(4), pages 645-658.
    2. Bessec, Marie & Fouquau, Julien, 2018. "Short-run electricity load forecasting with combinations of stationary wavelet transforms," European Journal of Operational Research, Elsevier, vol. 264(1), pages 149-164.
    3. Poncela, Marta & Poncela, Pilar & Perán, José Ramón, 2013. "Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting," Applied Energy, Elsevier, vol. 108(C), pages 349-362.
    4. Sun, Gaiping & Jiang, Chuanwen & Cheng, Pan & Liu, Yangyang & Wang, Xu & Fu, Yang & He, Yang, 2018. "Short-term wind power forecasts by a synthetical similar time series data mining method," Renewable Energy, Elsevier, vol. 115(C), pages 575-584.
    5. Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai, 1998. "Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 271-293.
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    Cited by:

    1. Dounia El Bourakadi & Hiba Ramadan & Ali Yahyaouy & Jaouad Boumhidi, 2023. "A robust energy management approach in two-steps ahead using deep learning BiLSTM prediction model and type-2 fuzzy decision-making controller," Fuzzy Optimization and Decision Making, Springer, vol. 22(4), pages 645-667, December.

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