基于PSO参数辨识SVM的中长期径流预测研究

以径向基函数作为核函数,利用微粒群(PSO)算法的全局寻优特性进行支持向量机(SVM)的参数辩识.在微粒群搜索参数前,先对参数进行指数变换,使0,1]和1,∞]有着相同的搜索概率.微粒群算法的适应值函数是以支持向量机模型的推广能力为标准的,讨论了测试样本的最小误差和留一法对支持向量机学习方法推广能力的两种估计.最后...

Research on support vector machine parameter identification method for mid- and long-term runoff forecast based on particle swarm optimization algorithm

The global searching performance of particle swarm optimization(PSO)algorithm is applied to the identification of the parameters of support vector machine(SVM)in which radial basis function(RBF)is used as kernel function.Before particle swarm searches the parameters,the parameters are transformed into exponent,which makes interval0,1]and interval1,∞]have the same searching probability.Adaptive value function of PSO algorithm takes the generalization capability of SVM model as the criterion;thus two kinds of estimation of the generalization capability of SVM,the minimum error of test samples and leave-one-out method,are discussed.Taking Yichang Station in Yangtze River as an example,ARMA model and seasonal ARIMA model,BP neural network model and the proposed SVM model are used to forecast the monthly discharge,respectively.The simulation and forecasting results show the effectivity of the proposed SVM model.