基于小波分析与支持向量机的风速预测

WIND SPEED FORECASTING BASED ON WAVELET ANALYSIS AND SUPPORT VECTOR MACHINE

将小波多分辨率分析特点和支持向量机良好的泛化性能相结合,建立小波-支持向量机风速预测模型。先将原始风速序列经小波分解成概貌分量和细节分量,再对各分量分别应用支持向量机模型进行预测,最后将各分量的预测结果经小波重构得到原始风速序列的预测值。仿真表明该方法能够改善预测滞后现象以及减小突变点误差,从而提高模型的泛化性能和预测精度。

The muhi-resolution analysis of wavelet and the good generalization performance of support vector ma- chine were considered sufficiently in the paper, and a wind speed forecasting model based on wavelet and support vector machine was established. The original wind speed sequences are decomposed into coarse components and de- tail components firstly. Then every wavelet components are separately forecasted with corresponding support vector machine models. Finally, the forecasting results of original wind speed series are achieved by using wavelet recon- struction. The simulation results prove that this method is capable of improving the lag of forecasting values and re- ducing the error of upheaval point, thereby, it can increase generalization performance and forecasting precision.