Short-Term Wind-Speed Forecasting Using Kernel Spectral Hidden Markov Models
In machine learning, a nonparametric forecasting algorithm for time series data has been proposed, called the kernel spectral hidden Markov model (KSHMM). In this paper, we propose a technique for short-term wind-speed prediction based on KSHMM. We numerically compared the performance of our KSHMM-based forecasting technique to other techniques with machine learning, using wind-speed data offered by the National Renewable Energy Laboratory. Our results demonstrate that, compared to these methods, the proposed technique offers comparable or better performance.
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BIG-bench Machine LearningTime SeriesTime Series AnalysisSimilar Papers 제목 키워드 기반
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