Adaptive Learning of Smoothing Functions: Application to Electricity Load Forecasting

no code implementations • NeurIPS 2012 • Amadou Ba, Mathieu Sinn, Yannig Goude, Pascal Pompey

In order to quickly track changes in the model and put more weight on recent data, the RLS filter uses a forgetting factor which exponentially weights down observations by the order of their arrival.

Additive models Load Forecasting