Sequential optimization algorithm based on support vector regression

Author(s):  
Xixiang Yang ◽  
Zhenyu Jiang ◽  
Weihua Zhang
2015 ◽  
Vol 2015 ◽  
pp. 1-13 ◽  
Author(s):  
Jianzhou Wang ◽  
Qingping Zhou ◽  
Haiyan Jiang ◽  
Ru Hou

This paper develops an effectively intelligent model to forecast short-term wind speed series. A hybrid forecasting technique is proposed based on recurrence plot (RP) and optimized support vector regression (SVR). Wind caused by the interaction of meteorological systems makes itself extremely unsteady and difficult to forecast. To understand the wind system, the wind speed series is analyzed using RP. Then, the SVR model is employed to forecast wind speed, in which the input variables are selected by RP, and two crucial parameters, including the penalties factor and gamma of the kernel function RBF, are optimized by various optimization algorithms. Those optimized algorithms are genetic algorithm (GA), particle swarm optimization algorithm (PSO), and cuckoo optimization algorithm (COA). Finally, the optimized SVR models, including COA-SVR, PSO-SVR, and GA-SVR, are evaluated based on some criteria and a hypothesis test. The experimental results show that (1) analysis of RP reveals that wind speed has short-term predictability on a short-term time scale, (2) the performance of the COA-SVR model is superior to that of the PSO-SVR and GA-SVR methods, especially for the jumping samplings, and (3) the COA-SVR method is statistically robust in multi-step-ahead prediction and can be applied to practical wind farm applications.


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