A Novel hybrid genetic algorithm for kernel function and parameter optimization in support vector regression

被引:218
|
作者
Wu, Chih-Hung [1 ]
Tzeng, Gwo-Hshiung [2 ,3 ]
Lin, Rong-Ho [4 ]
机构
[1] Natl Taichung Univ, Dept Digitat Content & Technol, Taichung 40306, Taiwan
[2] Kainan Univ, Dept Business Adm, Tao Yuan 338, Taiwan
[3] Natl Chiao Tung Univ, Inst Management Technol, Hsinchu 300, Taiwan
[4] Natl Taipei Univ Technol, Dept Ind Engn & Management, Taipei 106, Taiwan
关键词
Support vector regression (SVR); Hybrid genetic algorithm (HGA); Parameter optimization; Kernel function optimization; Electrical load forecasting; Forecasting accuracy; MACHINES;
D O I
10.1016/j.eswa.2008.06.046
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This study developed a novel model, HCA-SVR, for type of kernel function and kernel parameter value optimization in support vector regression (SVR), which is then applied to forecast the maximum electrical daily load. A novel hybrid genetic algorithm (HGA) was adapted to search for the optimal type of kernel function and kernel parameter values of SVR to increase the accuracy of SVR. The proposed model was tested at an electricity load forecasting competition announced on the EUNITE network. The results showed that the new HGA-SVR model Outperforms the previous models. Specifically, the new HGA-SVR model can successfully identify the optimal type of kernel function and all the optimal values of the parameters of SVR with the lowest prediction error values in electricity load forecasting. Crown Copyright (C) 2008 Published by Elsevier Ltd. All rights reserved.
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页码:4725 / 4735
页数:11
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