ICA 2007

ICA 2007
7th International Conference on
Independent Component Analysis
and Signal Separation

London, UK        9 - 12 September 2007

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Paper No: 75

Smooth Component Analysis as Ensemble Method for Prediction Improvement

Author(s): Tomasz Zabkowski, Ryszard Szupiluk, Piotr Wojewnik

Abstract

In this paper we apply a novel smooth component analysis algorithm as ensemble method 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. We show that elimination of those destructive components and proper mixing of those constructive can improve final prediction results. The validity and high performance of our concept is presented on the problem of energy load prediction.

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