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, ...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 enchanced, and the searching capacity of the particle swarm optimization was studied. Then, the improyed 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.展开更多
Based on KKT complementary condition in optimization theory, an unconstrained non-differential optimization model for support vector machine is proposed. An adjustable entropy function method is given to deal with the...Based on KKT complementary condition in optimization theory, an unconstrained non-differential optimization model for support vector machine is proposed. An adjustable entropy function method is given to deal with the proposed optimization problem and the Newton algorithm is used to figure out the optimal solution. The proposed method can find an optimal solution with a relatively small parameter p, which avoids the numerical overflow in the traditional entropy function methods. It is a new approach to solve support vector machine. The theoretical analysis and experimental results illustrate the feasibility and efficiency of the proposed algorithm.展开更多
基金Project(50579101) supported by the National Natural Science Foundation of China
文摘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 enchanced, and the searching capacity of the particle swarm optimization was studied. Then, the improyed 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.
基金the National Natural Science Foundation of China (60574075)
文摘Based on KKT complementary condition in optimization theory, an unconstrained non-differential optimization model for support vector machine is proposed. An adjustable entropy function method is given to deal with the proposed optimization problem and the Newton algorithm is used to figure out the optimal solution. The proposed method can find an optimal solution with a relatively small parameter p, which avoids the numerical overflow in the traditional entropy function methods. It is a new approach to solve support vector machine. The theoretical analysis and experimental results illustrate the feasibility and efficiency of the proposed algorithm.
