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This paper introduced a novel forecasting method, Support Vector Regression with Local Predictor (SVRLP), which aims to forecast the short-term load distribution function. To increase the forecast accuracy, the conventional Support Vector Regression (SVR) is combined with a phase space reconstruction technique, called local predictor. This proposed forecast method can be applied to forecast the load...
This paper presents a hybrid model for electricity price forecasting with focus on price spikes predictions. Nowadays, short-term forecasts have become increasingly important since the rise of the competitive spot electricity markets. A two-layered model is introduced for forecasting 7-days ahead hourly electricity price values of electricity spot market. Due to the importance of improved analysis...
In this paper, in order to overcome the deficiency of the traditional SVM, a positive mapping between price volatilities and sample periods of underlying financial time series has been assumed according to the theorems of behavioral finance. By embedding this mapping into the constraint equations of the classic SVM algorithm, an improved SVM model named DHC-SVM (Dynamic Heteroskedasticity Convertible...
Time series forecasting techniques have been widely applied in domains such as weather forecasting, electric power demand forecasting, earthquake forecasting, and financial market forecasting. Because of the fact that these time series are affected by a multitude of interrelating macroscopic and microscopic variables, the underlying models that generate these time series are nonlinear and extremely...
It should improve the forecasting accuracy in the study of precipitation prediction. It is difficultly to predict climate because of the dynamic characteristics of sample set as well as the effect of environmental factors. In order to improve the accuracy, a novel model based on time series and environmental factors was introduced in this paper. Firstly, the environmental factors were nonlinear screened...
Hydrology time series prediction is significant. It is not only helpful to set the planning in daily configuration works of water resources, but also provides guidance for leaders to make decision, especially in some special case such as flood and seriously lack water. In order to solve the imbalance complexity of prediction model and complexity of samples and raise forecasting accuracy, combined...
Hydrology time series prediction is significant. It is not only helpful to set the planning in daily configuration works of water resources, but also provides guidance for leaders to make decision, especially in some special case such as flood and seriously lack water. In order to solve the imbalance complexity of prediction model and complexity of samples and raise forecasting accuracy, combined...
Acute hypotension episodes are one of the hemodynamic instabilities with high mortality rate that is frequent among many groups of patients. Prediction of acute hypotension episodes can help clinicians to diagnose the cause of this physiological disorder and select proper treatment based on this diagnosis. In this study new physiological time series are generated based on heart rate, systolic blood...
A new online local modeling method is proposed for fed-batch fermentation processes based on dynamic time warping (DTW) and least squares support vector machine (LS_SVM). In this method, a set of data within the sliding window is set as a query sequence in the current process, and then search for the most similar sub-sequence from the historical batch database to form the training set. At last, this...
In recent years, Support Vector Regression (SVR) is used widely in predication field, with the advantages of structural risk minimization and strong generalization ability, which acquires good effects. The training characters of SVR model is the essential problem of affecting model accuracy. To solve the problem, this paper puts forward SVR model training method based on wavelet multi-resolution analysis,...
Support vector machines, which are based on statistical learning theory and structural risk minimization principle, in theory, ensure the maximum generalization ability of the model. So compared with the neural network model established on the Empirical Risk Minimization principle, they are more comprehensive in theory. In this paper, it applies the support vector machine into building the time series...
Forecasting applications on the stock market attract much interest from researchers in the artificial intelligence field. The problem tackled in this study concerns predicting the direction of change of stock price indices, formulated in terms of binary classification. We use gene expression programming to evolve pools of binary classifiers and investigate several approaches to construct ensembles...
It is important to choose good parameters in support vector regression (SVR) modeling. Choosing different parameters will influence the accuracy of SVR models. This paper proposes a parameter choosing method of SVR models for time series prediction. In the light of data features of time series, the paper improves the traditional cross-validation method, and combines the improved cross-validation with...
In this paper, multivariate time series models are built to predict the power ramp rate of a wind farm. The power changes are predicted at ten-minute intervals. Multivariate time series models are built with data-mining algorithms. Five different data-mining algorithms are tested using data collected at a wind farm. The support vector machine regression algorithm performed best of the five algorithms...
According to the noise in the nonlinear systems and shortage of chaotic prediction method at present, this paper presents a local linear adaptive prediction algorithm based on the kernel function of wavelet decomposition. This method using wavelet transformation has a unique multi-scale analysis capability, decomposed the singular into low frequency part and high frequency part, thereby it can reduce...
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