## Self-organizing Inductive Modeling for Probabilistic Electricity Price Forecasting

- Frank Lemke
- IEEE 13th International Scientific and Technical…
- 2018

@article{Lambert2016GlobalSA, title={Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling}, author={Romain S. C. Lambert and Frank Lemke and Sergei S. Kucherenko and Shufang Song and Nilay Shah}, journal={Mathematics and Computers in Simulation}, year={2016}, volume={128}, pages={42-54} }

- Published in Mathematics and Computers in Simulation 2016
DOI:10.1016/j.matcom.2016.04.005

In this paper, the parameter selection capabilities of the group method of data handling (GMDH) as an inductive self-organizing modelling method are used to construct sparse random sampling high dimensional model representations (RS-HDMR), from which the Sobol’s first and second order global sensitivity indices can be derived. The proposed method is capable of dealing with high-dimensional problems without the prior use of a screening technique and can perform with a relatively limited number… CONTINUE READING