Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting

Proximal least squares support vector regression (PLSSVR) is a novel regression machine that combines the advantages of proximal support vector regression (PSVR) and least squares support vector regression (LSSVR). It possesses the traits of high efficiency, simplicity, and good generalization abili...

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Main Authors: Ting Zhou, Shiguang Zhang
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10945315/
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author Ting Zhou
Shiguang Zhang
author_facet Ting Zhou
Shiguang Zhang
author_sort Ting Zhou
collection DOAJ
description Proximal least squares support vector regression (PLSSVR) is a novel regression machine that combines the advantages of proximal support vector regression (PSVR) and least squares support vector regression (LSSVR). It possesses the traits of high efficiency, simplicity, and good generalization ability. This article establishes a new regression model by utilizing the above model frameworks, called PLSSVR model of heteroscedastic Gauss-Laplacian with mixed-noise-characteristics (PLSSVR-GLMH). The least square method is introduced and the regularization terms <inline-formula> <tex-math notation="LaTeX">${(1/2)}\cdot b_{t} ^{2}$ </tex-math></inline-formula> are added in model PLSSVR-GLMH respectively. It converts inequality constraint problems into simpler equality constraint problems and employs the Augmented Lagrange multiplier method to solve the proposed model. This not only improves the training speed and generalization ability, but also effectively enhances the prediction accuracy. Because the wind-speed forecasting error approximately conforms to the Gauss-Laplacian mixture noise distribution, in the real-world wind-speed dataset, the prediction accuracy of the PLSSVR-GLM model was significantly improved compared to the PLSSVR and LSSVR-GLM models. The experimental results validate the efficacy and practicality of the proposed method.
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spelling doaj-art-b07f0053ebf14089ba49a3a47f76a56f2025-08-20T03:07:20ZengIEEEIEEE Access2169-35362025-01-0113569465695710.1109/ACCESS.2025.355558010945315Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed ForecastingTing Zhou0https://orcid.org/0000-0001-5155-8301Shiguang Zhang1https://orcid.org/0000-0001-5047-8481School of Information Engineering, Shandong Management University, Jinan, ChinaSchool of Information Engineering, Shandong Management University, Jinan, ChinaProximal least squares support vector regression (PLSSVR) is a novel regression machine that combines the advantages of proximal support vector regression (PSVR) and least squares support vector regression (LSSVR). It possesses the traits of high efficiency, simplicity, and good generalization ability. This article establishes a new regression model by utilizing the above model frameworks, called PLSSVR model of heteroscedastic Gauss-Laplacian with mixed-noise-characteristics (PLSSVR-GLMH). The least square method is introduced and the regularization terms <inline-formula> <tex-math notation="LaTeX">${(1/2)}\cdot b_{t} ^{2}$ </tex-math></inline-formula> are added in model PLSSVR-GLMH respectively. It converts inequality constraint problems into simpler equality constraint problems and employs the Augmented Lagrange multiplier method to solve the proposed model. This not only improves the training speed and generalization ability, but also effectively enhances the prediction accuracy. Because the wind-speed forecasting error approximately conforms to the Gauss-Laplacian mixture noise distribution, in the real-world wind-speed dataset, the prediction accuracy of the PLSSVR-GLM model was significantly improved compared to the PLSSVR and LSSVR-GLM models. The experimental results validate the efficacy and practicality of the proposed method.https://ieeexplore.ieee.org/document/10945315/Heteroscedastic gauss-laplacian noiseleast squares support vector regressionmixed-noise-characteristicsproximal modelwind-speed forecasting
spellingShingle Ting Zhou
Shiguang Zhang
Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting
IEEE Access
Heteroscedastic gauss-laplacian noise
least squares support vector regression
mixed-noise-characteristics
proximal model
wind-speed forecasting
title Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting
title_full Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting
title_fullStr Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting
title_full_unstemmed Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting
title_short Proximal <italic>LSSVR</italic> of Gauss-Laplacian With Mixed-Noise-Characteristics and Its Applications for Short-Term Wind-Speed Forecasting
title_sort proximal italic lssvr italic of gauss laplacian with mixed noise characteristics and its applications for short term wind speed forecasting
topic Heteroscedastic gauss-laplacian noise
least squares support vector regression
mixed-noise-characteristics
proximal model
wind-speed forecasting
url https://ieeexplore.ieee.org/document/10945315/
work_keys_str_mv AT tingzhou proximalitaliclssvritalicofgausslaplacianwithmixednoisecharacteristicsanditsapplicationsforshorttermwindspeedforecasting
AT shiguangzhang proximalitaliclssvritalicofgausslaplacianwithmixednoisecharacteristicsanditsapplicationsforshorttermwindspeedforecasting