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

Xiang Li , Shang-dong Yang , Jian-xun Qi

Journal of Central South University ›› 2006, Vol. 13 ›› Issue (5) : 568 -572.

PDF
Journal of Central South University ›› 2006, Vol. 13 ›› Issue (5) : 568 -572. DOI: 10.1007/s11771-006-0089-2
Article

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

Author information +
History +
PDF

Abstract

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 enhanced, 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.

Keywords

support vector machine / particle swarm optimization algorithm / short-term load forecasting / simulated annealing

Cite this article

Download citation ▾
Xiang Li, Shang-dong Yang, Jian-xun Qi. A new support vector machine optimized by improved particle swarm optimization and its application. Journal of Central South University, 2006, 13(5): 568-572 DOI:10.1007/s11771-006-0089-2

登录浏览全文

4963

注册一个新账户 忘记密码

References

[1]

TayF E H, CaoL J. Modified support vector machines in financial time series forecasting[J]. Neurocomputing, 2002, 48(10): 847-861

[2]

PaiPing-feng, HongWei-chiang. Support vector machines with simulated annealing algorithms in electricity load forecasting[J]. Energy Conversion and Management, 2005, 46(17): 2669-2688

[3]

PaiPing-feng, HongWei-chiang. Forecasting regional electricity load based on recurrent support vector machines with genetic algorithms[J]. Electric Power Systems Research, 2005, 74(3): 417-425

[4]

ChenYi-song, WangGuo-ping, DongShi-hai. Learning with progressive transductive support vector machine[J]. Pattern Recognition Letters, 2003, 24(12): 1845-1855

[5]

DongBing, CaoCheng, LeeS E. Applying support vector machines to predict building energy consumption in tropical region[J]. Energy and Buildings, 2005, 37(5): 545-553

[6]

CaoLi-juan. Support vector machines experts for time series forecasting[J]. Neurocomputing, 2003, 51(4): 321-339

[7]

HuangWei, NakamoriY, WangShou-yang. Forecasting stock market movement direction with support vector machine[J]. Computers and Operations Research, 2005, 32(10): 2513-2522

[8]

KennedyJ, EberhartR C. Particle swarm optimization [C]. IEEE Proceedings of the 6th Conference on Neural Networks, 1995, Piscataway, IEEE Service Center: 1942-1948

[9]

DaYi, GeXiu-run. An improved PSO-based ANN with simulated annealing technique[J]. Neurocomputing, 2005, 63(1): 527-533

AI Summary AI Mindmap
PDF

133

Accesses

0

Citation

Detail

Sections
Recommended

AI思维导图

/