Boosting for real and functional samples: an application to an environmental problem

Autor: W. González Manteiga, B. M. Fernández de Castro
Rok vydání: 2007
Předmět:
Zdroj: Stochastic Environmental Research and Risk Assessment. 22:27-37
ISSN: 1436-3259
1436-3240
DOI: 10.1007/s00477-007-0156-8
Popis: In this paper, boosting techniques are given in order to forecast SO2 levels near a power plant. We use boosting with neural networks to forecast real values of SO2 concentration. Then, the data are considered as a time series of curves. Assuming a lag one dependence, the predictions are computed using the functional kernel and the linear autoregressive Hilbertian model. Boosting techniques are developed for those functional models. We compare results of functional boosting with different starting points and iterate models. We carry out the estimation, in real and functional cases, with the information given by a historical matrix, which is a subsample that emphasizes relevant SO2 values.
Databáze: OpenAIRE