Time Series Forecasting using CCA and Kohonen Maps - Applications to Electricity Consumption
Amaury Lendasse, John A. Lee, Vincent Wertz, Michel Verleysen · Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)) · 2000
Using large regressors in non-linear time series forecasting makes the fitting of the model difficult. This paper shows how to reduce the size of regressors in order to improve the forecasting performances, using the Curvilinear Component Analysis as projection tool. The method is applied to the Polish electrical load forecasting.