The kernel recursive least-squares algorithm

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Authors Y. Engel, Shie Mannor, R. Meir
Journal/Conference Name IEEE Transactions on Signal Processing
Paper Category
Paper Abstract This paper presents a new approach for short-term load forecasting problem based on the kernel recursive least-square algorithm (KRLS). The kernel recursive least-square algorithm is an online real-time kernel-based algorithm and also capable of efficiently solving in recursive manner nonlinear least-square predictive problems. In this paper we consider the loads as a time series, through training the KRLS, we give the one-step ahead load forecasting. The test result of short term load forecasting series shows that the precision of load forecasting is greatly improved by means of the new method.
Date of publication 2010
Code Programming Language Julia
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