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Support vector regression analyzes advantage in energy demand forecast to determine the set of input vectors and output vector set, established SVR energy demand forecasting model based on Matlab technology. Energy demand for our 1985-2008 related data modeling and simulation , and China in 2010 and 2020 energy demand forecast results show that: First, China s increasing demand for energy in the future, from 3.304 billion tons of standard coal in 2010 rose to 4.1832 billion tons of standard coal in 2020, average annual growth rate of 2.39 second is to solve our energy system small sample nonlinear and high dimensional pattern recognition problem SVR higher prediction accuracy than the BP neural network method.