Small-time scale network traffic prediction based on a local support vector machine regression model

In this paper we apply the nonlinear time series analysis method to small-time scale traffic measurement data. The prediction-based method is used to determine the embedding dimension of the traffic data. Based on the reconstructed phase space, the local support vector machine prediction method is used to predict the traffic measurement data, and the BIC-based neighbouring point selection method is used to choose the number of the nearest neighbouring points for the local support vector machine regression model. The experimental results show that the local support vector machine prediction method whose neighbouring points are optimized can effectively predict the small-time scale traffic measurement data and can reproduce the statistical features of real traffic measurements.

Chaotic time series prediction using fuzzy sigmoid kernel-based support vector machines

Support vector machines （SVM） have been widely used in chaotic time series predictions in recent years. In order to enhance the prediction efficiency of this method and implement it in hardware, the sigmoid kernel in SVM is drawn in a more natural way by using the fuzzy logic method proposed in this paper. This method provides easy hardware implementation and straightforward interpretability. Experiments on two typical chaotic time series predictions have been carried out and the obtained results show that the average CPU time can be reduced significantly at the cost of a small decrease in prediction accuracy, which is favourable for the hardware implementation for chaotic time series prediction.

Support vector machine forecasting method improved by chaotic particle swarm optimization and its application

By adopting the chaotic searching to improve the global searching performance of the particle swarm optimization (PSO), and using the improved PSO to optimize the key parameters of the support vector machine (SVM) forecasting model, an improved SVM model named CPSO-SVM model was proposed. The new model was applied to predicting the short term load, and the improved effect of the new model was proved. The simulation results of the South China Power Market’s actual data show that the new method can effectively improve the forecast accuracy by 2.23% and 3.87%, respectively, compared with the PSO-SVM and SVM methods. Compared with that of the PSO-SVM and SVM methods, the time cost of the new model is only increased by 3.15 and 4.61 s, respectively, which indicates that the CPSO-SVM model gains significant improved effects.

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

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.

Time series online prediction algorithm based on least squares support vector machine

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 time 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、1600 ms), that of the proposed method in different time windows is 40、60 ms, and the prediction accuracy(normalized root mean squared error) of the proposed method is above 0.8. So the improved method is better than the traditional LS-SVM and more suitable for time series online prediction.

Discussion About Nonlinear Time Series Prediction Using Least Squares Support Vector Machine

The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction.First, the parameter γ and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employ clustering method in the model to prune the number of the support values. The learning rate and the capabilities of filtering noise for LS-SVM are all greatly improved.

Time-variant reliability analysis of three-dimensional slopes based on Support Vector Machine method

In the reliability analysis of slope, the performance functions derived from the most available stability analysis procedures of slopes are usually implicit and cannot be solved by first-order second-moment approach. A new reliability analysis approach was presented based on three-dimensional Morgenstern-Price method to investigate three-dimensional effect of landslide in stability analyses. To obtain the reliability index, Support Vector Machine (SVM) was applied to approximate the performance function. The time-consuming of this approach is only 0.028% of that using Monte-Carlo method at the same computation accuracy. Also, the influence of time effect of shearing strength parameters of slope soils on the long-term reliability of three-dimensional slopes was investigated by this new approach. It is found that the reliability index of the slope would decrease by 52.54% and the failure probability would increase from 0.000 705% to 1.966%. In the end, the impact of variation coefficients of c and f on reliability index of slopes was taken into discussion and the changing trend was observed.

Research on the mining roadway displacement forecasting based on support vector machine theory

In view of the difficulty in supporting the surrounding rocks of roadway 3-411 ofFucun Coal Mine of Zaozhuang Mining Group, a deformation forecasting model was putforward based on particle swarm optimization.The kernel function and model parameterswere optimized using particle swarm optimization.It is shown that the forecast result isvery close to the real monitoring data.Furthermore, the PSO-SVM (Particle Swarm Optimization-Support Vector Machine) model is compared with the GM(1,1) model and L-M BPnetwork model.The results show that PSO-SVM method is better in the aspect of predictionaccuracy and the PSO-SVM roadway deformation pre-diction model is feasible for thelarge deformation prediction of coal mine roadway.

Forecasting regional economic growth using support vector machine model

Support vector machine(SVM)is a new technology in data mining.It is a new tool to solve machine learning problems with the help of optimization.Support vector machines belong to a new machine learning that extends from statistical learning theory.Its structure is relatively simple,with good generalization ability and global optimality.Support vector machine has provided a unified framework for solving finite sample learning problems,and there are many solutions proposed.It can deal with those more complex problems and introduce the characteristics of the support vector machine model.Aiming at the application of the model in economic forecasting,a method to improve the prediction accuracy of the model is proposed.The theoretical analysis and practical application verification are performed,which shows that this method can obtain more accurate prediction results.

Phase Space Prediction of Chaotic Time Series with Nu-Support Vector Machine Regression

A new class of support vector machine, nu-support vector machine, is discussed which can handle both classification and regression. We focus on nu-support vector machine regression and use it for phase space prediction of compares nu-support vector machine with back propagation (BP) networks in order to better evaluate the performance of the proposed methods. The experimental results show that the nu-support vector machine regression obtains lower root mean squared error than the BP networks and provides an accurate chaotic time series prediction. These results can be attributable to the fact that nu-support vector machine implements the structural risk minimization principle and this leads to better generalization than the BP networks.

Seasonal Least Squares Support Vector Machine with Fruit Fly Optimization Algorithm in Electricity Consumption Forecasting

Electricity is the guarantee of economic development and daily life. Thus, accurate monthly electricity consumption forecasting can provide reliable guidance for power construction planning. In this paper, a hybrid model in combination of least squares support vector machine(LSSVM) model with fruit fly optimization algorithm(FOA) and the seasonal index adjustment is constructed to predict monthly electricity consumption. The monthly electricity consumption demonstrates a nonlinear characteristic and seasonal tendency. The LSSVM has a good fit for nonlinear data, so it has been widely applied to handling nonlinear time series prediction. However, there is no unified selection method for key parameters and no unified method to deal with the effect of seasonal tendency. Therefore, the FOA was hybridized with the LSSVM and the seasonal index adjustment to solve this problem. In order to evaluate the forecasting performance of hybrid model, two samples of monthly electricity consumption of China and the United States were employed, besides several different models were applied to forecast the two empirical time series. The results of the two samples all show that, for seasonal data, the adjusted model with seasonal indexes has better forecasting performance. The forecasting performance is better than the models without seasonal indexes. The fruit fly optimized LSSVM model outperforms other alternative models. In other words, the proposed hybrid model is a feasible method for the electricity consumption forecasting.

Short-Term Financial Time Series Forecasting Integrating Principal Component Analysis and Independent Component Analysis with Support Vector Regression

Financial time series forecasting could be beneficial for individual as well as institutional investors. But, the high noise and complexity residing in the financial data make this job extremely challenging. Over the years, many researchers have used support vector regression (SVR) quite successfully to conquer this challenge. In this paper, an SVR based forecasting model is proposed which first uses the principal component analysis (PCA) to extract the low-dimensional and efficient feature information, and then uses the independent component analysis (ICA) to preprocess the extracted features to nullify the influence of noise in the features. Experiments were carried out based on 16 years’ historical data of three prominent stocks from three different sectors listed in Dhaka Stock Exchange (DSE), Bangladesh. The predictions were made for 1 to 4 days in advance targeting the short term prediction. For comparison, the integration of PCA with SVR (PCA-SVR), ICA with SVR (ICA-SVR) and single SVR approaches were applied to evaluate the prediction accuracy of the proposed approach. Experimental results show that the proposed model (PCA-ICA-SVR) outperforms the PCA-SVR, ICA-SVR and single SVR methods.

A new support vector machine optimized by improved particle swarm optimization and its application

A new support vector machine (SVM) optimized by an improved particle swarm optimization (PSO) combined with simulated annealing algorithm (SA) was proposed. By incorporating with the simulated annealing method, the global searching capacity of the particle swarm optimization(SAPSO) was enchanced, and the searching capacity of the particle swarm optimization was studied. Then, the improved particle swarm optimization algorithm was used to optimize the parameters of SVM (c, σ and ε). Based on the operational data provided by a regional power grid in north China, the method was used in the actual short term load forecasting. The results show that compared to the PSO-SVM and the traditional SVM, the average time of the proposed method in the experimental process reduces by 11.6 s and 31.1 s, and the precision of the proposed method increases by 1.24% and 3.18%, respectively. So, the improved method is better than the PSO-SVM and the traditional SVM.

Approximate entropy and support vector machines for electroencephalogram signal classification

The automatic detection and identification of electroencephalogram waves play an important role in the prediction, diagnosis and treatment of epileptic seizures. In this study, a nonlinear dynamics index–approximate entropy and a support vector machine that has strong generalization ability were applied to classify electroencephalogram signals at epileptic interictal and ictal periods. Our aim was to verify whether approximate entropy waves can be effectively applied to the automatic real-time detection of epilepsy in the electroencephalogram, and to explore its generalization ability as a classifier trained using a nonlinear dynamics index. Four patients presenting with partial epileptic seizures were included in this study. They were all diagnosed with neocortex localized epilepsy and epileptic foci were clearly observed by electroencephalogram. The electroencephalogram data form the four involved patients were segmented and the characteristic values of each segment, that is, the approximate entropy, were extracted. The support vector machine classifier was constructed with the approximate entropy extracted from one epileptic case, and then electroencephalogram waves of the other three cases were classified, reaching a 93.33% accuracy rate. Our findings suggest that the use of approximate entropy allows the automatic real-time detection of electroencephalogram data in epileptic cases. The combination of approximate entropy and support vector machines shows good generalization ability for the classification of electroencephalogram signals for epilepsy.

Research on Natural Gas Short-Term Load Forecasting Based on Support Vector Regression

Natural gas load forecasting is a key process to the efficient operation of pipeline network. An accurate forecast is required to guarantee a balanced network operation and ensure safe gas supply at a minimum cost.Machine learning techniques have been increasingly applied to load forecasting. A novel regression technique based on the statistical learning theory, support vector machines (SVM), is investigated in this paper for natural gas shortterm load forecasting. SVM is based on the principle of structure risk minimization as opposed to the principle of empirical risk minimization in conventional regression techniques. Using a data set with 2 years load values we developed prediction model using SVM to obtain 31 days load predictions. The results on city natural gas short-term load forecasting show that SVM provides better prediction accuracy than neural network. The software package natural gas pipeline networks simulation and load forecasting (NGPNSLF) based on support vector regression prediction has been developed, which has also been applied in practice.

Predicting configuration performance of modular product family using principal component analysis and support vector machine

A novel configuration performance prediction approach with combination of principal component analysis(PCA) and support vector machine(SVM) was proposed.This method can estimate the performance parameter values of a newly configured product through soft computing technique instead of practical test experiments,which helps to evaluate whether or not the product variant can satisfy the customers' individual requirements.The PCA technique was used to reduce and orthogonalize the module parameters that affect the product performance.Then,these extracted features were used as new input variables in SVM model to mine knowledge from the limited existing product data.The performance values of a newly configured product can be predicted by means of the trained SVM models.This PCA-SVM method can ensure that the performance prediction is executed rapidly and accurately,even under the small sample conditions.The applicability of the proposed method was verified on a family of plate electrostatic precipitators.

Analysis of Ammonia Nitrogen Content in Water Based on Weighted Least Squares Support Vector Machine (WLSSVM) Algorithm

Determination of ammonia nitrogen content in water is the basic item of the environmental water pollution, and is the key index to evaluate the water quality. This article designs a water quality monitoring system based on the on-line automatic ammonia nitrogen monitoring system, and establishes a forecasting model based on the weighted least squares support vector machine algorithm. The weighted least squares support vector machine algorithm increases the weight parameter setting, improves the speed and accuracy of prediction learning, and improves the robustness. In this article, a comparison between neural network model and weighted least square support vector machine model is made, which shows that the weighted least squares support vector machine model has better prediction accuracy.

Prediction and analysis of chaotic time series on the basis of support vector

Based on discussion on the theories of support vector machines （SVM）, an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time series is taken into account in the prediction procedure; parameters of reconstruction-detay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method, respectively. Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.