Day-ahead electricity price forecasting based on rolling time series and least square-support vector machine model

2011 ◽  
Author(s):  
Jianhua Zhang ◽  
Jian Han ◽  
Rui Wang ◽  
Guolian Hou
Keyword(s):  
Time Series ◽  
Support Vector Machine ◽  
Support Vector Machine Model ◽  
Electricity Price ◽  
Least Square ◽  
Support Vector ◽  
Price Forecasting ◽  
Machine Model ◽  
Electricity Price Forecasting

scholarly journals A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting

2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Jian Chai ◽  
Jiangze Du ◽  
Kin Keung Lai ◽  
Yan Pui Lee
Keyword(s):  
Support Vector Machine ◽  
Least Squares ◽  
Support Vector Machine Model ◽  
Optimization Methods ◽  
Parameters Optimization ◽  
Least Square ◽  
Movement Direction ◽  
Support Vector ◽  
Machine Model ◽  
Mode Decomposition

This paper proposes an EMD-LSSVM (empirical mode decomposition least squares support vector machine) model to analyze the CSI 300 index. A WD-LSSVM (wavelet denoising least squares support machine) is also proposed as a benchmark to compare with the performance of EMD-LSSVM. Since parameters selection is vital to the performance of the model, different optimization methods are used, including simplex, GS (grid search), PSO (particle swarm optimization), and GA (genetic algorithm). Experimental results show that the EMD-LSSVM model with GS algorithm outperforms other methods in predicting stock market movement direction.

Support vector machine for day ahead electricity price forecasting

2015 ◽  
Author(s):  
Intan Azmira binti Wan Abdul Razak ◽  
Izham bin Zainal Abidin ◽  
Yap Keem Siah ◽  
Titik Khawa binti Abdul Rahman ◽  
M. Y. Lada ◽  
...  
Keyword(s):  
Support Vector Machine ◽  
Electricity Price ◽  
Support Vector ◽  
Price Forecasting ◽  
Electricity Price Forecasting
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