2023
DOI: 10.1109/tsg.2022.3224559
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A New Framework for Multivariate Time Series Forecasting in Energy Management System

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Cited by 2 publications
(4 citation statements)
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“…Gaussian filter was used to preprocess the data in the offline setting, and Kalman filter in the online (real-time forecasting) setting. We provided the in-depth rationale and analysis of their respective uses and conducted an experiment determining the optimal parametrization in [6]. The effect of the filtering can be seen in Fig 1 . in the graph on the bottom left.…”
Section: Data Preprocessing Through Filteringmentioning
confidence: 99%
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“…Gaussian filter was used to preprocess the data in the offline setting, and Kalman filter in the online (real-time forecasting) setting. We provided the in-depth rationale and analysis of their respective uses and conducted an experiment determining the optimal parametrization in [6]. The effect of the filtering can be seen in Fig 1 . in the graph on the bottom left.…”
Section: Data Preprocessing Through Filteringmentioning
confidence: 99%
“…LSTM is a type of a recurrent neural network (RNN), which are specifically designed to model the temporal correlation within the timeseries data. We described the proposed architecture, training details and conducted experiments determining the optimal hyperparametrization of the forecast model and the training process in [6].…”
Section: Prediction Model Architecturementioning
confidence: 99%
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