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TOMASZ ZABKOWSKI
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Name
Affiliation
Papers
TOMASZ ZABKOWSKI
Polska Telefonia Cyfrowa Sp. z o.o. Al. Jerozolimskie 181 02-222 Warsaw Poland Al. Jerozolimskie 181 02-222 Warsaw Poland
26
Collaborators
Citations
PageRank
9
32
11.28
Referers
Referees
References
69
193
133
Search Limit
100
193
Publications (26 rows)
Collaborators (9 rows)
Referers (69 rows)
Referees (100 rows)
Title
Citations
PageRank
Year
Whole Time Series Data Streams Clustering: Dynamic Profiling Of The Electricity Consumption
0
0.34
2020
Reducing False Arrhythmia Alarms Using Different Methods of Probability and Class Assignment in Random Forest Learning Methods.
0
0.34
2019
Simulation Study on the Application of the Generalized Entropy Concept in Artificial Neural Networks.
3
0.40
2018
Simulation Study on Clustering Approaches for Short-Term Electricity Forecasting.
1
0.36
2018
Grade Analysis for households segmentation based on energy usage patterns
0
0.34
2017
Electricity peak demand classification with artificial neural networks
1
0.63
2017
Short term electricity forecasting based on user behavior from individual smart meter data.
2
0.41
2016
RFM approach for telecom insolvency modeling.
2
0.39
2016
Blind Source Separation for Improved Load Forecasting on Individual Household Level.
0
0.34
2015
Extended Amuse Algorithm And Novel Randomness Approach For Bss Model Aggregation With Methodology Remarks
0
0.34
2015
Comparison of decision trees with Rényi and Tsallis entropy applied for imbalanced churn dataset
3
0.68
2015
Short Term Electricity Forecasting Using Individual Smart Meter Data.
9
0.96
2014
A State Space Approach and Hurst Exponent for Ensemble Predictors.
0
0.34
2013
Similarity Analysis Based on Bose-Einstein Divergences for Financial Time Series.
0
0.34
2013
Independent Component Analysis Filtration for Value at Risk Modelling
0
0.34
2013
Multiplicative ICA algorithm for interaction analysis in financial markets
1
0.37
2012
Smooth component analysis and MSE decomposition for ensemble methods
0
0.34
2012
Multistage covariance approach to measure the randomness in financial time series analysis
1
0.47
2011
Aggregated information representation for technical analysis on stock market with csiszár divergence
0
0.34
2010
Generalized Extreme Value for Smooth Component Analysis in Prediction Improvement
0
0.34
2008
Smooth component analysis as ensemble method for prediction improvement
4
0.78
2007
Prediction improvement via smooth component analysis and neural network mixing
1
0.45
2006
Blind Signal Separation Methods for Integration of Neural Networks Results
2
0.43
2006
Combining forecasts with blind signal separation methods in electric load prediction framework
1
0.47
2006
PCA and ICA Methods for Prediction Results Enhancement
0
0.34
2005
Independent Component Analysis for Filtration in Data Mining
1
0.41
2004
1