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Generalization enhancement of support vector regression in electric load forecasting with model selection

Published: 02 May 2018 Publication History

Abstract

Nowadays, feature selection and parameter optimization are two fundamental issues in machine learning. The former improves the quality of the algorithm by selecting a subset of features, while the latter concerns finding the most suitable parameter values. The two issues have the same objective of improving the predictive performance of the algorithm. In particular, machine learning algorithms capacity can be straightened using particle swarm optimization to avoid the problem of overfitting [3] by both feature selection and parameter optimization. This paper focuses on the restriction of this general issue to the support vector regression (SVR) algorithm and the electric load forecasting problem. That is, feature selection and the optimal parameter setting have been considered simultaneously in order to further enhance it generalization capacity. Experimental results on a widely used electric load dataset show that our proposed hybrid method for model selection by both feature selection and parameter optimization of SVR can achieve better generalization capacity when compared with the classical SVR model while using feature selection and without using it.

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Cited By

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  • (2020)Towards Assessing the Electricity Demand in Brazil: Data-Driven Analysis and Ensemble Learning ModelsEnergies10.3390/en1306140713:6(1407)Online publication date: 18-Mar-2020

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cover image ACM Other conferences
LOPAL '18: Proceedings of the International Conference on Learning and Optimization Algorithms: Theory and Applications
May 2018
357 pages
ISBN:9781450353045
DOI:10.1145/3230905
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 02 May 2018

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Author Tags

  1. Electric load forecasting
  2. model selection
  3. particle swarm optimization
  4. support vector regression

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LOPAL '18
LOPAL '18: Theory and Applications
May 2 - 5, 2018
Rabat, Morocco

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LOPAL '18 Paper Acceptance Rate 61 of 141 submissions, 43%;
Overall Acceptance Rate 61 of 141 submissions, 43%

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Cited By

View all
  • (2020)Towards Assessing the Electricity Demand in Brazil: Data-Driven Analysis and Ensemble Learning ModelsEnergies10.3390/en1306140713:6(1407)Online publication date: 18-Mar-2020

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