eprintid: 3302
rev_number: 2
eprint_status: archive
userid: 1
dir: disk0/00/00/33/02
datestamp: 2023-11-09 15:51:34
lastmod: 2023-11-09 15:51:34
status_changed: 2023-11-09 15:46:31
type: conference_item
metadata_visibility: show
creators_name: Hassan, S.
creators_name: Khosravi, A.
creators_name: Jaafar, J.
title: Bayesian model averaging of load demand forecasts from neural network models
ispublished: pub
keywords: Bayesian model averaging; Combining forecasts; Ensemble techniques; Forecast combinations; Load forecasting; Neural network ensembles; Neural network model; Posterior probability, Bayesian networks; Cybernetics; Electric load forecasting; Information technology; Neural networks, Forecasting
note: cited By 3; Conference of 2013 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2013 ; Conference Date: 13 October 2013 Through 16 October 2013; Conference Code:102429
abstract: Creating a set of a number of neural network (NN) models in an ensemble and accumulating them can achieve better overview capability as compared to single neural network. Neural network ensembles are designed to provide solutions to particular problems. Many researchers and academicians have adopted this NN ensemble technique, especially in machine learning, and has been applied in various fields of engineering, medicine and information technology. This paper present a robust aggregation methodology for load demand forecasting based on Bayesian Model Averaging of a set of neural network models in an ensemble. This paper estimate a vector of coefficient for individual NN models' forecasts using validation data-set. These coefficients, also known as weights, are equal to posterior probabilities of the models generating the forecasts. These BMA weights are then used in combining forecasts generated from NN models with test data-set. By comparing the Bayesian results with the Simple Averaging method, it was observed that benefits are obtained by utilizing an advanced method like BMA for forecast combinations. © 2013 IEEE.
date: 2013
official_url: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84893573237&doi=10.1109%2fSMC.2013.544&partnerID=40&md5=86c3f59f36e76a37732301f37ef4406c
id_number: 10.1109/SMC.2013.544
full_text_status: none
publication: Proceedings - 2013 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2013
place_of_pub: Manchester
pagerange: 3192-3197
refereed: TRUE
isbn: 9780769551548
citation:   Hassan, S. and Khosravi, A. and Jaafar, J.  (2013) Bayesian model averaging of load demand forecasts from neural network models.  In: UNSPECIFIED.