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In this paper, a novel Dynamic-Weighted Probabilistic Support Vector Regression-based Ensemble (DW-PSVR-ensemble) approach is proposed for prognostics of time series data monitored on components of complex power systems. The novelty of the proposed approach consists in i) the introduction of a signal reconstruction and grouping technique suited for time series data, ii) the use of a modified Radial...
In this paper, a general prediction methodology is proposed which can provide a good service to the related investigations in probabilistic prediction. In particular, the proposed model has the ability to deal with both the deterministic prediction and probabilistic prediction of noisy time series. By means of the proposed approach, local nu-support vector regression (L-nu-SVR) model is exploited...
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