1 简介
介绍了支持向量机(SVM)方法及其在短期电力负荷预测中的应用.结合地区实际,在算法中考虑相应的气象因素,该算法具有收敛速度快、全局最优等优点.预测算例表明,考虑气象因素的SVM方法可提高预测精度.
2 部分代码
function [mse,bestc,bestg] = SVMcgForRegress(train_label,train,cmin,cmax,gmin,gmax,v,cstep,gstep,msestep)
%SVMcg cross validation by faruto
%
%% about the parameters of SVMcg
if nargin < 10
msestep = 0.06;
end
if nargin < 8
cstep = 0.8;
gstep = 0.8;
end
if nargin < 7
v = 5;
end
if nargin < 5
gmax = 8;
gmin = -8;
end
if nargin < 3
cmax = 8;
cmin = -8;
end
%% X:c Y:g cg:acc
[X,Y] = meshgrid(cmin:cstep:cmax,gmin:gstep:gmax);
[m,n] = size(X);
cg = zeros(m,n);
eps = 10^(-4);
%% record acc with different c & g,and find the bestacc with the smallest c
bestc = 0;
bestg = 0;
mse = Inf;
basenum = 2;
for i = 1:m
for j = 1:n
cmd = ['-v ',num2str(v),' -c ',num2str( basenum^X(i,j) ),' -g ',num2str( basenum^Y(i,j) ),' -s 3 -p 0.01'];
cg(i,j) = svmtrain(train_label, train, cmd);
if cg(i,j) < mse
mse = cg(i,j);
bestc = basenum^X(i,j);
bestg = basenum^Y(i,j);
end
if abs( cg(i,j)-mse )<=eps && bestc > basenum^X(i,j)
mse = cg(i,j);
bestc = basenum^X(i,j);
bestg = basenum^Y(i,j);
end
end
end
%% to draw the acc with different c & g
[cg,ps] = mapminmax(cg,0,1);
figure;
[C,h] = contour(X,Y,cg,0:msestep:0.5);
clabel(C,h,'FontSize',10,'Color','r');
xlabel('log2c','FontSize',12);
ylabel('log2g','FontSize',12);
firstline = 'SVR参数选择结果图(等高线图)[GridSearchMethod]';
secondline = ['Best c=',num2str(bestc),' g=',num2str(bestg), ...
' CVmse=',num2str(mse)];
title({firstline;secondline},'Fontsize',12);
grid on;
figure;
meshc(X,Y,cg);
% mesh(X,Y,cg);
% surf(X,Y,cg);
axis([cmin,cmax,gmin,gmax,0,1]);
xlabel('log2c','FontSize',12);
ylabel('log2g','FontSize',12);
zlabel('mse','FontSize',12);
firstline = 'SVR参数选择结果图(3D视图)[GridSearchMethod]';
secondline = ['Best c=',num2str(bestc),' g=',num2str(bestg), ...
' CVmse=',num2str(mse)];
title({firstline;secondline},'Fontsize',12);
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3 仿真结果
4 参考文献
[1]潘锋, 储琳琳, 张宇俊. 考虑气象因素的SVM方法在短期电力负荷预测中的应用[J]. 华东电力, 2007, 35(11):4.