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forecasting:meeting_minutes_october_18_2016 [2016/10/19 02:50] jobatake |
forecasting:meeting_minutes_october_18_2016 [2021/09/19 21:59] (current) |
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* 3D plot: 2011, 2012 normalized and unnormalized for comparison | * 3D plot: 2011, 2012 normalized and unnormalized for comparison | ||
* LA more variation, but smoother | * LA more variation, but smoother | ||
- | |||
* Moving Average and Decimation/Downsample | * Moving Average and Decimation/Downsample | ||
+ | * D and X from 2011: | ||
+ | * X = 8:00-4:00 (input data) | ||
+ | * D = 9:00-5:00 (normalized and downsampled, column) | ||
+ | * Y = Least Squares Equation = W.T(X) row = X.T(W) column | ||
+ | * Unnormalized = D bar, Y bar | ||
+ | * Statistical: | ||
+ | * Y - sig*Y + m | ||
+ | * D - sig*D + m | ||
+ | * Zenith: | ||
+ | * Y*cos(theta) | ||
+ | * D*cos(theta) | ||
+ | * W = (XX.T)^(-1)*XD <= XX.T*W = XD | ||
+ | * E^2 Averaged = (D-Y)^2 for every time | ||
+ | * MSE = 1/m (||D-Y||)^2 | ||
+ | * Don't need r bc cancel | ||
* Ask Seyed what he did for decimation/downsample | * Ask Seyed what he did for decimation/downsample | ||
* 1) Average and down sample | * 1) Average and down sample | ||
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* <del>Normalize then filter</del> | * <del>Normalize then filter</del> | ||
* **Normalization: mean then deviation** | * **Normalization: mean then deviation** | ||
- | * Zenith Angle Normalization: zenith angle, then filter | + | * Zenith Angle Filter: Zenith angle is from the 5th minute, 5 irradiance is averaged |
* Bias term | * Bias term | ||
* Number of taps is # present + number before | * Number of taps is # present + number before | ||
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* Estimate will need to be given back after the normalization | * Estimate will need to be given back after the normalization | ||
* 3D plot for both zenith and stat normalization | * 3D plot for both zenith and stat normalization | ||
+ | * Plot MSE | ||
+ | * y = MSE, x = # taps | ||
+ | * Train error goes down, test error decreases until flattens or increases | ||
+ | * Check 2012 MSE test against 2011 MSE train | ||
+ | * Keep 2011 W | ||
+ | * Get new X, D to compute new Y | ||
+ | * Flip: 2011 MSE test against 2012 MSE train | ||
+ | * Correlation is 3D plot | ||
+ | * R=(1/m)XX.T= 10x10 matrix that is symmetric |