Article ID Journal Published Year Pages File Type
8901509 Applied Mathematics and Computation 2018 13 Pages PDF
Abstract
In this work we propose multi-scale kernels, which are constructed as combinations of Gaussian kernels, to be used for kernel-based extension schemes. We review the kernels' spectral properties and show that their first few modes capture more information compared to the standard Gaussian kernel. Their application is demonstrated on a synthetic data-set and also applied to a real-life example that models daily electricity profiles and predicts the average day-ahead behavior.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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