An adaptive ensemble of on-line Extreme Learning Machines with variable forgetting factor for dynamic system prediction

A demand for predictive models for on-line estimation of variables is increasing in industry. As industrial processes are timevarying, on-line learning algorithms should be adaptive to capture process changes. On-line ensemble methods have been shown to provide better generalization performance than single models in changing environments. However, most on-line ensembles do not include and exclude models during on-line operation. As a result, the ensembles have limited adaptation capability. Moreover, a higher performance can be obtained by combining a selected set of most relevant models of the ensemble for the current situation, rather than combining all the models. This paper proposes a new on-line learning ensemble of regressor models using an ordered aggregation (OA) technique which is able to provide on-line predictions of variables in changing environments. OA dynamically selects an optimal size and composition of a subset of models based on the minimization of the ensemble erro...

• Type: Journal
• Year: 2016
• Where: IJON
• Authors: Symone G. Soares, Rui Araújo
• Keywords: IJON 2016