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基于Relief相关性特征提取和微分进化支持向量机的短期电价预测

, PP. 277-284

Keywords: 电价预测,Relief算法,相关性分析,微分进化算法,支持向量机

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Abstract:

针对电价预测中特征输入量选择的盲目性,本文通过改进传统的Relief算法,提出一种电价预测输入量的自动选取方法,并引入相关性分析来剔除冗余特征。在此基础上,采用支持向量机来建立电价预测模型并应用微分进化算法来优化选择支持向量机的参数以达到提高预测精度的目的。以PJM电力市场的真实电价来进行仿真分析,结果表明本文的特征选取方法能够很好地提取电价的短期趋势特征和周期性特征,而微分进化优化的支持向量机也获得了比常规支持向量机和BP神经网络要好的预测结果,体现了本文方法的优越性。

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