Fuzzy multi-hidden Markov predictor in electric load forecasting | IEEE Conference Publication | IEEE Xplore

Fuzzy multi-hidden Markov predictor in electric load forecasting


Abstract:

We present two new systems that approximate probability density functions (pdFs) in order to predict continuous values of time series: the fuzzy multi-hidden Markov predi...Show More

Abstract:

We present two new systems that approximate probability density functions (pdFs) in order to predict continuous values of time series: the fuzzy multi-hidden Markov predictor (FMHMP) and the multi-hidden Markov model for regression (MHMMR). They use fuzzification or discretization of continuous data and dynamic Bayesian networks (DBN's) to estimate pdfs and then make continuous predictions. A DBN is a Bayesian network that represents a temporal probability model. The employed DBN is a generalization of the hidden Markov model that allows multiple hidden variables. The new systems are applied to the task of monthly electric load single-step forecasting and successfully compared with other fuzzy and discrete probabilistic predictors, two Kalman filter models, and two traditional forecasting methods, Box-Jenkins and Winters exponential smoothing. The employed time series present a sudden significant changing behavior at their last years, as it occurs in an energy rationing.
Date of Conference: 31 July 2005 - 04 August 2005
Date Added to IEEE Xplore: 27 December 2005
Print ISBN:0-7803-9048-2

ISSN Information:

Conference Location: Montreal, QC, Canada

References

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