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1.
混合核函数支持向量机的磨矿粒度预测模型   总被引:1,自引:0,他引:1       下载免费PDF全文
选矿厂磨矿粒度是影响精矿品位和回收率的重要因素。针对目前无法对磨矿粒度进行实时有效检测问题,提出了一种基于支持向量机的磨矿粒度预测模型。通过对现有支持向量机建模方法分析比较,选择了新型的混合核支持向量机作为预测模型的建模工具,同时为了解决有效选择混合核参数问题,提出利用遗传算法对模型结构参数进行优化。仿真结果表明,用该方法建立的磨矿粒度预测模型优于基于RBF核支持向量机建立的该预测模型,其具有较好的逼近性能和泛化性能及更高的预测精度。  相似文献   

2.
赖兆林  徐晓钟 《计算机工程》2012,38(5):196-198,201
针对传统预测模型精度不高的问题,提出基于小波核支持向量机的复合预测模型。采用小波分析提取燃气负荷相关的特征值,通过粒子群优化算法确定小波核支持向量机的参数,利用支持向量机(SVM)解决非线性回归和时间序列问题。实验结果证明,该预测模型的预测精度比BP神经网络和传统高斯核SVM高。  相似文献   

3.
针对纺织行业客户流失问题建立了基于支持向量机的预测模型。基于该行业预测客户流失指标属性多、相关系数高的特点,首先采用主成分分析法从多指标属性中筛选出客户流失的主要因素,有效地降低了支持向量机的训练维度。通过实际纺织行业的客户数据集测试,与普通支持向量机及其他传统预测模型进行比较,验证该模型具有良好的推广能力以及更高的精确性。  相似文献   

4.
为了提高企业财务困境预测的正确率,减少训练模型的样本数和训练时间,在传统支持向量机预测模型的基础上,将Renyi熵和最小二乘支持向量机算法应用于财务困境预测,提出了一种基于Renyi熵的最小二乘支持向量机预测模型.独立推导出了适合财务困境预测这一离散序列的熵以及支持向量机核函数的表达式,同时,给出了这一改进算法的实现步骤.实验结果表明,该算法无论是训练样本的数量还是训练时间,都显著优于传统的最小二乘支持向量机以及标准支持向量机预测模型.  相似文献   

5.
从知识发现和数据挖掘的角度,利用粗糙集和支持向量回归机的理论和方法,建立了基于粗糙集和支持向量回归机相结合的供应链绩效预测模型。结合一个供应链绩效预测实例,首先对其基于平衡记分卡的指标体系进行了约简,然后将约简的评价指标输入到支持向量回归机中进行训练,构建预测模型,最后把预测的样本输入到模型中进行供应链绩效预测,预测结果与实际结果基本吻合。  相似文献   

6.
李学鹏  张国基 《计算机应用》2006,26(Z2):214-215
客户欠费是电信公司面临的一大难题.针对目前客户恶意欠费预测方法的不足,建立了一种基于支持向量机的客户欠费预测模型,支持向量机具有全局收敛性和良好推广能力,因此基于支持向量机评估模型具有较强的实用性.最后通过对某直辖市郊区县的用户数据分析实验,证明了基于SVM的预测模型的可行性,且具有较高的预测精度.  相似文献   

7.
阐述了支持向量机应用于大气污染物时间序列预测的具体方法,建立了大气污染物时间序列的支持向量机预测模型.该方法将支持向量杌应用于大气污染物浓度预测:首先通过选择合适的信息量准则来确定模型阶数:而后通过实验的方法选择参数从而形成支持向量机的训练样本集,在此基础上建立了基于支持向量机的时间序列大气污染预测模型.实例表明,无论是在仿真过程还是在预测过程,支持向量机都具有很高的预测精度.因此.采用支持向量机方法对大气污染物时间序列进行预测分析是可行的.  相似文献   

8.
针对复杂装备故障信息不足、故障预测困难等问题,应用支持向量机建立了故障预测模型;在对支持向量机回归算法分析的基础上,利用最小二乘支持向量机建立故障预测模型;最小二乘支持向量机通过对相空间重构,有效地降低了模型的复杂度;最后,本文利用某导弹发射装置液压泵的故障数据进行了验证,通过选取合适的参数,该模型能够较好地对故障数据进行预测,预测精度较高;事实证明,基于最小二乘支持向量机建立故障预测模型能够较好地对复杂装备故障的趋势进行预测。  相似文献   

9.
基于PSOABC-SVM的软件可靠性预测模型   总被引:1,自引:0,他引:1  
软件可靠性预测是指在软件开发初期对软件中各模块出错的可能性进行预测,对提高软件的可信性具有重要意义。提出了一种基于粒子群与人工蜂群优化支持向量机的软件可靠性预测模型,将粒子群优化算法与人工蜂群算法相结合的混合算法引入到支持向量机的参数选择中,提高软件可靠性预测的效果。实验结果表明,该模型比BP网络预测模型、粒子群优化支持向量机等预测模型收敛速度更快、预测精度更高,能更好的进行软件可靠性预测。  相似文献   

10.
针对下水道可燃气体传感器非线性、选择性差和交叉敏感的特点,建立了一种基于粒子群算法(PSO)支持向量回归机(SVR)的下水道可燃气体分析预测模型.该模型通过引入粒子群算法对支持向量回归机的重要参数进行优化,从而实现了支持向量回归机的参数自动判定,用于下水道可燃气体的定量分析.仿真结果表明:基于粒子群的支持向量回归机下水道可燃气体分析预测模型优于SVR模型,具有较好的泛化性能和较高的预测精度.  相似文献   

11.
Accurate on-line support vector regression   总被引:36,自引:0,他引:36  
Ma J  Theiler J  Perkins S 《Neural computation》2003,15(11):2683-2703
Batch implementations of support vector regression (SVR) are inefficient when used in an on-line setting because they must be retrained from scratch every time the training set is modified. Following an incremental support vector classification algorithm introduced by Cauwenberghs and Poggio (2001), we have developed an accurate on-line support vector regression (AOSVR) that efficiently updates a trained SVR function whenever a sample is added to or removed from the training set. The updated SVR function is identical to that produced by a batch algorithm. Applications of AOSVR in both on-line and cross-validation scenarios are presented. In both scenarios, numerical experiments indicate that AOSVR is faster than batch SVR algorithms with both cold and warm start.  相似文献   

12.
The stock market is a highly complex and dynamic system, and forecasting stock is complicated and difficult. Successful prediction of stock prices may promise attractive benefits; therefore, stock market forecasting is important and of great interest. The economy of Taiwan relies on international trade deeply and the fluctuations of international stock markets impact Taiwan's stock market to certain degree. It is practical to use the fluctuations of other stock markets as forecasting factors for forecasting on the Taiwan stock market. Further, stock market investors usually make short-term decisions based on recent price fluctuations, but most time series models use only the last period of stock price in forecasting. In this article, the proposed model uses the fluctuations of other national stock markets as forecasting factors and employs an expectation equation method whose parameters are optimized by a genetic algorithm (GA) joined with an adaptive network–based fuzzy inference system (ANFIS) model to forecast the Taiwan stock index. To evaluate the forecasting performance, the proposed model is compared with Chen's model and Yu's model. The experimental results indicate that the proposed model is superior to the listing methods (Chen's model and Yu's model) in terms of root mean squared error (RMSE).  相似文献   

13.
股价预测是投资策略形成和风险管理模型发展的基础。为了降低股价变化趋势中的噪声信息和投资者关于两种股价预测误差的不同偏好对股价预测的影响,提出了基于信噪比的模糊近似支持向量回归(FPSVR)的股价预测模型。首先构建信噪比输入变量,然后引入模糊隶属度和双边权重测量方法对支持向量回归(SVR)模型进行改进,最后借助沪深300成份股2008至2019年的股票时间序列日数据,按照股市的波动情况将其分为三个阶段(牛市、熊市、震荡市),并建立三个基准模型进行对比分析。研究结果表明:与三个基准模型相比,所提出的股价预测模型的预测误差最低;与原有的SVR模型相比,FPSVR模型可以更好地对处于牛市和震荡市阶段的股票时间序列进行股价预测。  相似文献   

14.
Time series forecasting is an important and widely popular topic in the research of system modeling, and stock index forecasting is an important issue in time series forecasting. Accurate stock price forecasting is a challenging task in predicting financial time series. Time series methods have been applied successfully to forecasting models in many domains, including the stock market. Unfortunately, there are 3 major drawbacks of using time series methods for the stock market: (1) some models can not be applied to datasets that do not follow statistical assumptions; (2) most time series models that use stock data with a significant amount of noise involutedly (caused by changes in market conditions and environments) have worse forecasting performance; and (3) the rules that are mined from artificial neural networks (ANNs) are not easily understandable.To address these problems and improve the forecasting performance of time series models, this paper proposes a hybrid time series adaptive network-based fuzzy inference system (ANFIS) model that is centered around empirical mode decomposition (EMD) to forecast stock prices in the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and Hang Seng Stock Index (HSI). To measure its forecasting performance, the proposed model is compared with Chen's model, Yu's model, the autoregressive (AR) model, the ANFIS model, and the support vector regression (SVR) model. The results show that our model is superior to the other models, based on root mean squared error (RMSE) values.  相似文献   

15.
针对现有股市预测研究中所存在的大众情感度量不够全面的问题,提出了一种基于社交情感分析的股市预测模型. 该模型首先基于异构图模型的证券情感量化方法对社交媒介的数据进行情感分析,得到量化的情感时间序列;然后,基于自组织神经网络模型对情感序列及行情指数序列进行建模,从而对股票指数进行预测. 在国内社交媒介及股市行情数据集上的实验结果表明,本文所建立的模型在预测误差和精度上较BP(Back Propagation)神经网络分别提升了15%和12%,能更好地预测股票指数.  相似文献   

16.
余健  郭平 《微机发展》2008,18(3):43-45
Elman神经网络是一种典型的回归神经网络,比前向神经网络具有更强的计算能力,具有适应时变特性的能力,因而非常适用于对股市这一类极其复杂的非线性动力学系统进行预测。文中以深市A股中的个股中集集团(股票代号:000039)的共180天的实际收盘价的时间序列作为预测对象,提出基于改进的Elman神经网络的个股价格预测模型,实验结果取得较高的预测精度、较为稳定的预测效果和较快的收敛速度。这表明该预测模型对于个股价格的短期预测是可行和有效的。  相似文献   

17.
实时、准确的交通流量预测是智能交通系统发展的关键.AOSVR是一种支持向量机的在线更新算法,具有模型在线学习的特点,可应用于交通流量的实时预测,其中模型参数的选择是预测性能的关键因素.利用大连SCOOT系统采集的实时数据,通过训练集求解AOSVR的不敏感损失系数ε和惩罚参数C,形成自适应参数选择的AOSVR方法.仿真结果表明该方法能够满足动态路网交通流量预测的实时性和精确性需求,具有一定的应用价值.  相似文献   

18.
In this paper, using a developed cellular automaton model of the stock market, variables reflecting fractal and stability properties are introduced to describe complexity in the stock market; the concept of discrete level is defined to characterize market stability. Based on the model, the dependency of market complexity on the investors’ imitation degree is investigated. The results show a clear correlation between investors’ imitation degree and complexity of the stock market.  相似文献   

19.
The key to successful stock market forecasting is achieving best results with minimum required input data. Given stock market model uncertainty, soft computing techniques are viable candidates to capture stock market nonlinear relations returning significant forecasting results with not necessarily prior knowledge of input data statistical distributions. This paper surveys more than 100 related published articles that focus on neural and neuro-fuzzy techniques derived and applied to forecast stock markets. Classifications are made in terms of input data, forecasting methodology, performance evaluation and performance measures used. Through the surveyed papers, it is shown that soft computing techniques are widely accepted to studying and evaluating stock market behavior.  相似文献   

20.
Ma  Chi  Liang  Yan  Wang  Shaofan  Lu  Shengliang 《Multimedia Tools and Applications》2022,81(9):12599-12617

Stock linkage refers to the correlation or similar performance of two or more stocks in the stock market. The quantification of stock linkage relationship is the trend and difficulty of research in recent years. The study of stock linkage can dig out the potential relationship between stocks at a deeper level. At present, the existing research often only studies the linkage phenomenon from the perspective of the correlation or similarity of stock movement, and there is no unified and standard numerical index to effectively describe the degree of linkage phenomenon, which greatly hinders the progress of research. Aiming at the problem that it is difficult to quantify the phenomenon of stock linkage, we analyze the correlation and morphological similarity of time series, and propose the combination of correlation coefficient and time weighted distance as the numerical expression of stock linkage for the first time, so as to realize the quantification of stock linkage. In addition, the parallel network structure of LSTM model is designed, and the automatic noise reduction encoder and wavelet transform module are added as the noise reduction processing layer, which effectively improves the prediction performance of LSTM model for stock market linkage numerical time series. Three different types of comparative experiments based on 2.309 million stock market sequences show that the proposed optimized LSTM model has more accurate prediction effect, and its RMSE error is 18.68% lower than the compared DB-LSTM model and 46.38% lower than SDAE-LSTM model.

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