最小二乘支持向量机(Least Squares Support Vector Machine,LSSVM)通过求解一个线性等式方程组来提高支持向量机(Support Vector Machine,SVM)的运算速度。但是,LSSVM没有考虑间隔分布对于LSSVM模型的影响,导致其精度较低。为了增强LS...最小二乘支持向量机(Least Squares Support Vector Machine,LSSVM)通过求解一个线性等式方程组来提高支持向量机(Support Vector Machine,SVM)的运算速度。但是,LSSVM没有考虑间隔分布对于LSSVM模型的影响,导致其精度较低。为了增强LSSVM模型的泛化性能,提高其分类能力,提出一种具有间隔分布优化的最小二乘支持向量机(LSSVM with margin distribution optimization,MLSSVM)。首先,重新定义间隔均值和间隔方差,深入挖掘数据的间隔分布信息,增强模型的泛化性能;其次,引入权重线性损失,进一步优化了间隔均值,提升模型的分类精度;然后,分析目标函数,剔除冗余项,进一步优化间隔方差;最后,保留LSSVM的求解机制,保障模型的计算效率。实验表明,新提出的分类模型具有良好的泛化性能和运行时间。展开更多
Machine learning techniques are finding more and more applications in the field of load forecasting. A novel regression technique,called support vector machine (SVM),based on the statistical learning theory is applied...Machine learning techniques are finding more and more applications in the field of load forecasting. A novel regression technique,called support vector machine (SVM),based on the statistical learning theory is applied in this paper for the prediction of natural gas demands. Least squares support vector machine (LS-SVM) is a kind of SVM that has different cost function with respect to SVM. SVM is based on the principle of structure risk minimization as opposed to the principle of empirical risk minimization supported by conventional regression techniques. The prediction result shows that the prediction accuracy of SVM is better than that of neural network. Thus,SVM appears to be a very promising prediction tool. The software package NGPSLF based on SVM prediction has been put into practical business application.展开更多
文摘最小二乘支持向量机(Least Squares Support Vector Machine,LSSVM)通过求解一个线性等式方程组来提高支持向量机(Support Vector Machine,SVM)的运算速度。但是,LSSVM没有考虑间隔分布对于LSSVM模型的影响,导致其精度较低。为了增强LSSVM模型的泛化性能,提高其分类能力,提出一种具有间隔分布优化的最小二乘支持向量机(LSSVM with margin distribution optimization,MLSSVM)。首先,重新定义间隔均值和间隔方差,深入挖掘数据的间隔分布信息,增强模型的泛化性能;其次,引入权重线性损失,进一步优化了间隔均值,提升模型的分类精度;然后,分析目标函数,剔除冗余项,进一步优化间隔方差;最后,保留LSSVM的求解机制,保障模型的计算效率。实验表明,新提出的分类模型具有良好的泛化性能和运行时间。
文摘Machine learning techniques are finding more and more applications in the field of load forecasting. A novel regression technique,called support vector machine (SVM),based on the statistical learning theory is applied in this paper for the prediction of natural gas demands. Least squares support vector machine (LS-SVM) is a kind of SVM that has different cost function with respect to SVM. SVM is based on the principle of structure risk minimization as opposed to the principle of empirical risk minimization supported by conventional regression techniques. The prediction result shows that the prediction accuracy of SVM is better than that of neural network. Thus,SVM appears to be a very promising prediction tool. The software package NGPSLF based on SVM prediction has been put into practical business application.