首页|期刊导航|哈尔滨工业大学学报（英文版）|SVR-Boosting ensemble model for electricity price forecasting in electric power market
哈尔滨工业大学学报（英文版）2008，Vol.15Issue(1)：90-94,5.
SVR-Boosting ensemble model for electricity price forecasting in electric power market
SVR-Boosting ensemble model for electricity price forecasting in electric power market
摘要
Abstract
A revised support vector regression (SVR) ensemble model based on boosting algorithm (SVR-Boos-ting) is presented in this paper for electricity price forecasting in electric power market. In the light of charac-the forecasting model to inhibit the learning from abnormal data in electricity price sequence. The results from actual data indicate that, compared with the single support vector regression model, the proposed SVR-Boosting ensemble model is able to enhance the stability of the model output remarkably, acquire higher predicting accu-racy, and possess comparatively satisfactory generalization capability.关键词
electricity price forecasting/ support vector regression/ boosting algorithm/ ensemble model/ gen-eralization capabilityKey words
electricity price forecasting/ support vector regression/ boosting algorithm/ ensemble model/ gen-eralization capability分类
信息技术与安全科学引用本文复制引用
ZHOU Dian-min,GAO Lin,GUAN Xiao-hong,GAO Feng..SVR-Boosting ensemble model for electricity price forecasting in electric power market[J].哈尔滨工业大学学报（英文版）,2008,15(1):90-94,5.基金项目
Sponsored by the National Outstanding Young Investigator Grant ( Grant No. 6970025 ), the Key Project of National Natural Science Foundation ( Grant No. 59937150), 863 High Tech Development Plan (Grant No. 2001AA413910) of China and the Key Project of National Natural Science Foundation (Grant No. 59937150), the Project of National Natural Science Foundation ( Grant No. 60274054). （ Grant No. 6970025 ）
