期刊文献+

Optimization of support vector machine power load forecasting model based on data mining and Lyapunov exponents 被引量:7

Optimization of support vector machine power load forecasting model based on data mining and Lyapunov exponents
下载PDF
导出
摘要 According to the chaotic and non-linear characters of power load data,the time series matrix is established with the theory of phase-space reconstruction,and then Lyapunov exponents with chaotic time series are computed to determine the time delay and the embedding dimension.Due to different features of the data,data mining algorithm is conducted to classify the data into different groups.Redundant information is eliminated by the advantage of data mining technology,and the historical loads that have highly similar features with the forecasting day are searched by the system.As a result,the training data can be decreased and the computing speed can also be improved when constructing support vector machine(SVM) model.Then,SVM algorithm is used to predict power load with parameters that get in pretreatment.In order to prove the effectiveness of the new model,the calculation with data mining SVM algorithm is compared with that of single SVM and back propagation network.It can be seen that the new DSVM algorithm effectively improves the forecast accuracy by 0.75%,1.10% and 1.73% compared with SVM for two random dimensions of 11-dimension,14-dimension and BP network,respectively.This indicates that the DSVM gains perfect improvement effect in the short-term power load forecasting. According to the chaotic and non-linear characters of power load data, the time series matrix is established with the theory of phase-space reconstruction, and then Lyapunov exponents with chaotic time series are computed to determine the time delay and the embedding dimension. Due to different features of the data, data mining algorithm is conducted to classify the data into different groups. Redundant information is eliminated by the advantage of data mining technology, and the historical loads that have highly similar features with the forecasting day are searched by the system. As a result, the training data can be decreased and the computing speed can also be improved when constructing support vector machine (SVM) model. Then, SVM algorithm is used to predict power load with parameters that get in pretreatment. In order to prove the effectiveness of the new model, the calculation with data mining SVM algorithm is compared with that of single SVM and back propagation network. It can be seen that the new DSVM algorithm effectively improves the forecast accuracy by 0.75% , 1.10% and 1.73% compared with SVM for two random dimensions of 11-dimension, 14-dimension and BP network, respectively. This indicates that the DSVM gains perfect improvement effect in the short-term power load forecasting.
出处 《Journal of Central South University》 SCIE EI CAS 2010年第2期406-412,共7页 中南大学学报(英文版)
基金 Project(70671039) supported by the National Natural Science Foundation of China
关键词 LYAPUNOV指数 电力负荷预测 数据挖掘算法 支持向量机 模型 SVM算法 混沌时间序列 相空间重构理论 power load forecasting support vector machine (SVM) Lyapunov exponent data mining embedding dimension feature classification
  • 相关文献

参考文献3

二级参考文献20

  • 1宿成建,缪晓波,刘星.中国证券市场的非线性特征与分形维分析[J].系统工程理论与实践,2005,25(5):68-73. 被引量:15
  • 2梁志珊,东北电力学院学报,1994年,14卷,1期
  • 3阚连元,电力系统自动化,1993年,17卷,1期
  • 4陈藻平(译),动力系统几何理论引论,1988年
  • 5刘晨辉,电力系统负荷预测理论与方法,1987年
  • 6Edgar E Peters.Chaos and Order in the Capital Markets[M].John Wiley and Sons,Inc,1991.
  • 7Lo.Andrew W.Long-term memory in stock market prices[J].Econometrica,1991,59:1279-1313.
  • 8Engle R F.Autoregressive conditional heteroskedasticity with eatimates of the variance of UK inflation[J].Econometrics.1982,50:987-1008.
  • 9Bollerslev T.Generalized autoregressive conditional heteroskedasticity[J],Journal of Econometrics,1986,31:307-327.
  • 10Nelson.Daniel B.Conditional heteroskedasticity in asset returns:a new approach[J].Econometrica,1991,59:347-370.

共引文献74

同被引文献56

引证文献7

二级引证文献18

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部