Hybrid model based on wavelet support vector machine and modified genetic algorithm penalizing Gaussian noises for power load forecasts Jiangsu Key Laboratory for Design and Manufacture of Micro-Nano Biomedical Instruments, Southeast University, Nanjing 211189, China and Key Laboratory of Measurement and Control of Complex Systems ... Hybrid model based on wavelet support vector machine and modified genetic algorithm penalizing Gaussian noises for power load forecasts In probability theory and statistics, a Gaussian process is a stochastic process whose realizations consist of random values associated with every point in a range of times (or of space) such that each such random variable has a normal distribution. Moreover, every finite collection of those random variables has a multivariate normal distribution. Gaussian processes are important in statistical modelling because of properties inherited from the normal. A support vector machine (SVM) is a concept in statistics and computer science for a set of related supervised learning methods that analyze data and recognize patterns, used for classification and regression analysis. The standard SVM takes a set of input data and predicts, for each given input, which of two possible classes forms the input, making the SVM a non-probabilistic binary linear classifier. In the computer science field of artificial intelligence, a genetic algorithm (GA) is a search heuristic that mimics the process of natural evolution. This heuristic is routinely used to generate useful solutions to optimization and search problems. Genetic algorithms belong to the larger class of evolutionary algorithms (EA), which generate solutions to optimization problems using techniques inspired by natural evolution, such as inheritance, mutation, selection, and crossover. A wavelet is a wave-like oscillation with an amplitude that starts out at zero, increases, and then decreases back to zero. It can typically be visualized as a 'brief oscillation' like one might see recorded by a seismograph or heart monitor. Generally, wavelets are purposefully crafted to have specific properties that make them useful for signal processing. In physics, power is the rate at which energy is transferred, used, or transformed. For example, the rate at which a light bulb transforms electrical energy into heat and light is measured in watts¿the more wattage, the more power, or equivalently the more electrical energy is used per unit time. Energy transfer can be used to do work, so power is also the rate at which this work is performed. A hybrid vehicle is a vehicle that uses two or more distinct power sources to move the vehicle. The term most commonly refers to hybrid electric vehicles (HEVs), which combine an internal combustion engine and one or more electric motors. White noise is a random signal (or process) with a flat power spectral density. In other words, the signal contains equal power within a fixed bandwidth at any center frequency. White noise draws its name from white light in which the power spectral density of the light is distributed over the visible band in such a way that the eye's three color receptors are approximately equally stimulated. In view of the dissatisfactory capability of the @e-insensitive loss function in field of white (Gaussian) noise of multi-dimensional load series, a new wavelet v-support vector machine with Gaussian loss function which is called Wg-SVM is put forward to penalize the Gaussian noises. To seek the optimal parameters of Wg-SVM, modified genetic algorithm (GA) is proposed to optimize parameters of Wg-SVM. The results of application in load forecasts show that the forecasting approach based on the Wg-SVM model is effective and feasible, the comparison between the method proposed in this paper and other ones is also given, which proves this method is better than other SVM methods. Source.