Ensemble deep learning for regression and time series forecasting

作者：Xueheng Qiu, Le Zhang, Ye Ren, Ponnuthurai Nagaratnam Suganthan, Gehan A. J. Amaratunga · 年份：2014 · DOI：10.1109/ciel.2014.7015739 · 被引用次数：373 · 研究领域：Neural Networks and Applications、Time Series Analysis and Forecasting、Energy Load and Power Forecasting

In this paper, for the first time, an ensemble of deep learning belief networks (DBN) is proposed for regression and time series forecasting. Another novel contribution is to aggregate the outputs from various DBNs by a support vector regression (SVR) model. We show the advantage of the proposed method on three electricity load demand datasets, one artificial time series dataset and three regression datasets over other benchmark methods.