| Title |
SVM Load Forecasting using Cross-Validation |
| Keywords |
Load Forecasting ; Support Vector Machine ; Model Selection ; Cross-Validation |
| Abstract |
In this paper, we study the problem of model selection for Support Vector Machine(SVM) predictor for short-term load forecasting. The model selection amounts to tuning SVM parameters, such as the cost coefficient C and kernel parameters and so on, in order to maximize the prediction performance of SVM. We propose that Cross-Validation method can be used as a model selection algorithm for SVM-based load forecasting technique. Through the various experiments on several data sets, we found that the difference between the prediction error of SVM using Cross-Validation and that of ideal SVM is less than 5%. This shows that SVM parameters for load forecasting can be efficiently tuned by using Cross-Validation. |