Neural network model with clustering ensemble approach

摘要

A predictive global model for modeling a system includes a plurality of local models, each having: an input layer for mapping into an input space, a hidden layer and an output layer. The hidden layer stores a representation of the system that is trained on a set of historical data, wherein each of the local models is trained on only a select and different portion of the set of historical data. The output layer is operable for mapping the hidden layer to an associated local output layer of outputs, wherein the hidden layer is operable to map the input layer through the stored representation to the local output layer. A global output layer is provided for mapping the outputs of all of the local output layers to at least one global output, the global output layer generalizing the outputs of the local models across the stored representations therein.