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Parameter optimization of support vector regression based on sine cosine algorithm
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DOI：10.1016/j.eswa.2017.08.038.png)
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摘要
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Time series prediction is an important part of data-driven based prognostics which are mainly based on the massive sensory data with less requirement of knowing inherent system failure mechanisms. Support Vector Regression (SVR) has achieved good performance in forecasting problems of small samples and high dimensions. However, the SVR parameters have a significant influence on forecasting performance of SVR. In our current work, a novel SCA-SVR model has been presented where sine cosine algorithm (SCA) is used to select the penalty and kernel parameters in SVR, so that the generalization performance on unknown data can be improved. To validate the proposed model, the results of the SCA-SVR algorithm were compared with those of grid search and some other meta-heuristics optimization algorithms on common used benchmark datasets. The experimental results proved that the proposed model is capable to find the optimal values of the SVR parameters and can yield promising results. (C) 2017 Elsevier Ltd. All rights reserved.
Keyword:
Support vector regression
Sine cosine algorithm
Time series prediction
Parameter optimization
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期刊
IF:
7.5
论文数:
3.0W
被引数:
10.2W
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