Time series prediction based on support vector regression

Zhongguo Dianji Gongcheng Xuebao/Proceedings of the Chinese Society of Electrical Engineering

Volumn 25, Issue 17, 2005, Pages 110-114

  Yang, Jin Fang ^a   Zhai, Yong Jie ^a   Wang, Dong Feng ^a   Xu, Da Ping ^a  

^a NORTH CHINA ELECTRIC POWER UNIVERSITY   (China)

Author keywords

Prediction; Regression; Support vector machines; Thermal poer engineering; Time series

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; COMPUTER SIMULATION; FEEDFORWARD NEURAL NETWORKS;

SUPPORT VECTOR MACHINES; SUPPORT VECTOR REGRESSION; THERMAL POER ENGINEERING; TIME SERIES;

GAS FURNACES;

EID: 26644457432     PISSN: 02588013     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

References (14)

1. Box G E P, Jenkins G M. Time series analysis, forecasting and control[M]. San Francisco, Holden Day, 1970.
2. Zhang Guojiang, Qiu Jiaju, Li Jijiang et al. Outlier identification and justification based o neural network[J]. Proceedings of the CSEE, 2001, 21(8): 104-113.
3. Cao Xingping, Yi Dongyun, Wu Yi et al. The development of time series forecasting based on neural network[J]. Computer and Information Technology, 1999, (6): 1-3.
4. PAO Y H. Adaptive pattern recognition and neural networks[M]. Massachusetts: Addison Wesley Publishing Company, 1989.
5. Xia Changliang, Wang Juan, Shi Tingna et al. Direct control of currents based on adaptive RBF neural network for brushless DC motors[J]. Proceedings of the CSEE, 2003, 23(6): 123-127.
6. Vapnik V. The nature of statistical learning theory[M]. New York: Springer-Verlag, 1995.
7. Qi Miao, Wang Shifu. Nonlinear model predictive control based on support vector regression[C]. Proceedings of the First International Conference on Machine Learning and Cybemetics, Beijing, 2002.
8. Theodore B T, Huseyin I. Support vector machine for regression and application to financial forecasting[J]. Proceeding of the IEEE-INNS-ENNS International Joint Conference on Neural Network, 2000, (6): 348-353.
9. Sun Deshan, Wu Jinpei, Xiao Jianhua. The application of SVR to prediction of chaotic time series[J]. Journal of System Simulation, 2004, 16(3): 519-521.
10. Sun Deshan, Wu Jinpei. Application of LS-SVM to prediction of chaotic time series[J]. Microcomputer Development, 2004, 14(1): 21-23.
11. Xie Kaigui, Li Chunyan, Zhou Jiaqi et al. Research of the combination forecasting model for load based on neural network[J]. Proceedings of the CSEE, 2002, 22(7): 85-89.
12. Sun Xuequan, Wang Xuefeng, Feng Yingjun. Self-adaptive feature space expanding neural network[J]. Journal of Harbin Institute of Technology, 2002, 34(1): 58-69.
13. Li Yuancheng, Fang Tingjian, Yu Erkeng et al. study of support vector machines for short-term load forecasting[J]. Proceedings of the CSEE, 2003, 23(6): 55-59.