# 估计GM(1,1)模型中参数的LS-SVM方法及其在负荷预测中的应用Estimation of GM(1,1) Model Parameter Based on LS-SVM Algorithm and Application in Load Forecasting

DOI: 10.12677/mm.2012.21009, PDF, HTML, 下载: 2,680  浏览: 6,829

Abstract: In order to overcome the defects of traditional parameters estimation method in GM(1,1) model by means of least square procedure and enhance the forecasting accuracy of GM(1,1) in medium and long-term load forecasting precision, an improvement GM(1,1) model based on LS-SVM algorithm is presented. This method constructs the grey LS-SVM with background value and raw data series as the training sample ac-cording to the character of grey difference equation, converts the GM(1,1) model parameter estimation prob-lem into a grey LS-SVM parameter estimation problem, then the regression parameters in the grey LS-SVM are solved based on the LS-SVM algorithm and the GM(1,1) model parameters estimation are also obtained. Using this method in this paper to estimate the GM(1,1) model, the method follows structural risk minimiza-tion principles, algorithm has the advantage of fast speed, strong robustness, suitable for GM(1,1) model of small samples. This method is applied to long-term load forecasting, compared with forecasting effect analy-sis of traditional GM(1,1) model to prove the validity and the superiority of the model.

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