Feature Selection Methods with Applications in Electrical Load Forecasting
The purpose of this thesis is two-fold: implement and evaluate a method, the Fast Correlation-Based Filter (FCBF) by Yu et al., for feature selection applied on a meteorological data set consisting of 19 weather variables from 606 locations in Scandinavia, and investigate whether geography can be exploited in the search for relevant features. Four areas are chosen as target areas where load predic