Open AccessElements of randomized prediction with application to forecasting of daily electrical load in energy systems.
Author(s) -
Yu. S. Popkov
Publication year - 2020
Publication title -
trudy kolʹskogo naučnogo centra ran
Language(s) - English
Resource type - Journals
ISSN - 2307-5252
DOI - 10.37614/2307-5252.2020.8.11.027
Subject(s) - randomized experiment , computer science , entropy (arrow of time) , random forest , artificial intelligence , machine learning , statistics , mathematics , physics , quantum mechanics
A new method of randomized prediction based on generation of ensemble of entropy-optimal predictive trajectories has been developed. They are generated by randomized dynamic regression models with random parameters, measurement noises and random input.