Deficiencies of applying the traditional least squares support vector machine （LS-SVM） to time series online prediction were specified. According to the kernel function matrix＇s property and using the recursive cal...Deficiencies of applying the traditional least squares support vector machine （LS-SVM） to time series online prediction were specified. According to the kernel function matrix＇s property and using the recursive calculation of block matrix, a new time series online prediction algorithm based on improved LS-SVM was proposed. The historical training results were fully utilized and the computing speed of LS-SVM was enhanced. Then, the improved algorithm was applied to timc series online prediction. Based on the operational data provided by the Northwest Power Grid of China, the method was used in the transient stability prediction of electric power system. The results show that, compared with the calculation time of the traditional LS-SVM（75 1 600 ms）, that of the proposed method in different time windows is 40-60 ms, proposed method is above 0.8. So the improved method is online prediction. and the prediction accuracy（normalized root mean squared error） of the better than the traditional LS-SVM and more suitable for time series online prediction.展开更多
Support vector machines （SVMs） have been introduced as effective methods for solving classification problems. However, due to some limitations in practical applications, their generalization performance is sometimes...Support vector machines （SVMs） have been introduced as effective methods for solving classification problems. However, due to some limitations in practical applications, their generalization performance is sometimes far from the expected level. Therefore, it is meaningful to study SVM ensemble learning. In this paper, a novel genetic algorithm based ensemble learning method, namely Direct Genetic Ensemble （DGE）, is proposed. DGE adopts the predictive accuracy of ensemble as the fitness function and searches a good ensemble from the ensemble space. In essence, DGE is also a selective ensemble learning method because the base classifiers of the ensemble are selected according to the solution of genetic algorithm. In comparison with other ensemble learning methods, DGE works on a higher level and is more direct. Different strategies of constructing diverse base classifiers can be utilized in DGE. Experimental results show that SVM ensembles constructed by DGE can achieve better performance than single SVMs, hagged and boosted SVM ensembles. In addition, some valuable conclusions are obtained.展开更多
基金Project (SGKJ[200301-16]) supported by the State Grid Cooperation of China
文摘Deficiencies of applying the traditional least squares support vector machine （LS-SVM） to time series online prediction were specified. According to the kernel function matrix＇s property and using the recursive calculation of block matrix, a new time series online prediction algorithm based on improved LS-SVM was proposed. The historical training results were fully utilized and the computing speed of LS-SVM was enhanced. Then, the improved algorithm was applied to timc series online prediction. Based on the operational data provided by the Northwest Power Grid of China, the method was used in the transient stability prediction of electric power system. The results show that, compared with the calculation time of the traditional LS-SVM（75 1 600 ms）, that of the proposed method in different time windows is 40-60 ms, proposed method is above 0.8. So the improved method is online prediction. and the prediction accuracy（normalized root mean squared error） of the better than the traditional LS-SVM and more suitable for time series online prediction.
基金This work was supported by National Basic Research Programof China under Grant2002cb312200 01 3National Nature ScienceFoundation of China under Grant60174038.
文摘Support vector machines （SVMs） have been introduced as effective methods for solving classification problems. However, due to some limitations in practical applications, their generalization performance is sometimes far from the expected level. Therefore, it is meaningful to study SVM ensemble learning. In this paper, a novel genetic algorithm based ensemble learning method, namely Direct Genetic Ensemble （DGE）, is proposed. DGE adopts the predictive accuracy of ensemble as the fitness function and searches a good ensemble from the ensemble space. In essence, DGE is also a selective ensemble learning method because the base classifiers of the ensemble are selected according to the solution of genetic algorithm. In comparison with other ensemble learning methods, DGE works on a higher level and is more direct. Different strategies of constructing diverse base classifiers can be utilized in DGE. Experimental results show that SVM ensembles constructed by DGE can achieve better performance than single SVMs, hagged and boosted SVM ensembles. In addition, some valuable conclusions are obtained.
