Abstract:
In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian Process (GP) model combined with Linear Discriminate Analysis (LDA) as dimensionality reduction method is proposed. To evaluate the proposed approach, its performance is assessed using three scenarios: long window (latest 50 variables), short window (latest 5 variables) and persistence. To evaluate the performance of the proposed forecast model, the results of the different scenarios are compared to that of Extreme Learning Machines (ELM). Based on measured irradiance data from Tamanrasset, Algeria, the present results describe the performance of the combination of LDA with GP for forecasting hourly global solar irradiance.
Publisher's Version