Study and application of time series forecasting based on rough set and Kernel method  

作　　者：杨淑霞 

机构地区：[1]School of Business Administration, North China Electric Power University

出　　处：《Journal of Central South University》2008年第S2期336-340,共5页中南大学学报（英文版）

基　　金：Project(70373017) supported by the National Natural Science Foundation of China

摘　　要：A support vector machine time series forecasting model based on rough set data preprocessing was proposed by combining rough set attribute reduction and support vector machine regression algorithm. First, remove the redundant attribute for forecasting from condition attribute by rough set method; then use the minimum condition attribute set obtained after the reduction and the corresponding initial data, reform a new training sample set which only retain the important attributes influencing the forecasting accuracy; study and train the support vector machine with the training sample obtained after reduction, and then input the reformed testing sample set according to the minimum condition attribute and corresponding initial data. The model was tested and the mapping relation was got between the condition attribute and forecasting variable. Eventually, power supply and demand were forecasted in this model. The average absolute error rates of power consumption of the whole society and yearly maximum load are respectively 14.21% and 13.23%. It shows that RS-SVM time series forecasting model has high forecasting accuracy.A support vector machine time series forecasting model based on rough set data preprocessing was proposed by combining rough set attribute reduction and support vector machine regression algorithm. First, remove the redundant attribute for forecasting from condition attribute by rough set method; then use the minimum condition attribute set obtained after the reduction and the corresponding initial data, reform a new training sample set which only retain the important attributes influencing the forecasting accuracy; study and train the support vector machine with the training sample obtained after reduction, and then input the reformed testing sample set according to the minimum condition attribute and corresponding initial data. The model was tested and the mapping relation was got between the condition attribute and forecasting variable. Eventually, power supply and demand were forecasted in this model. The average absolute error rates of power consumption of the whole society and yearly maximum load are respectively 14.21% and 13.23%. It shows that RS-SVM time series forecasting model has high forecasting accuracy.

关 键 词：KERNEL method support VECTOR MACHINE ROUGH SET forecasting 

分 类 号：O212[理学—概率论与数理统计] O159[理学—数学]