Boosting for real and functional samples: an application to an environmental problem
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In this paper, boosting techniques are given in order to forecast SO2 levels near a power plant. We use boosting with neural networks to forecast real values of SO2 concentration. Then, the data are considered as a time series of curves. Assuming a lag one dependence, the predictions are computed using the functional kernel and the linear autoregressive Hilbertian model. Boosting techniques are developed for those functional models. We compare results of functional boosting with different starting points and iterate models. We carry out the estimation, in real and functional cases, with the information given by a historical matrix, which is a subsample that emphasizes relevant SO2 values.
KeywordsNeural networks Functional data Boosting Air pollutant
Financial support by MCyT Grant BFM2002-03213 (European FEDER support included), Dirección Xeral de I+D (Xunta de Galicia) Grant PGIDT03PXIC20702PN and ENDESA GENERACIÓN S.A. under Dirección Xeral de I+D (Xunta de Galicia) Grant PGIDIT03TAM08E.
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