煤矿机械振动信号预测研究

根据煤矿机械振动信号高低频组成成分变化规律的差异,提出了一种基于经验模态分解(EMD)和支持向量机(SVM)的煤矿机械振动信号组合预测方法。将滚动轴承振动信号进行EMD分解,得到相对平稳的本征模态函数(IMF)分量,并将波动程度相近的IMF分量进行重构,得到高频子序列和低频子序列,采用SVM分别对高频子序列和低频子序列进行预测,将2个预测结果叠加,得到最终预测值。选取轴承实验数据对组合预测方法的有效性进行验证,结果表明该方法的均方根误差、平均绝对误差和平均绝对百分比误差均小于直接预测方法。将该组合预测方法应用于某选煤厂主井带式输送机滚动轴承状况预测,预测结果与实际情况相符。     

基于EEMD-LMD-LSTM-LEC深度学习模型的短时物流需求预测

短时物流需求预测是智慧物流系统的重要组成部分.由于短时物流需求数据具有非平稳性、强随机性、局部突变、非线性等特征,精确预测较为困难.对此,考虑集成经验模态分解(EEMD)、局部均值分解(LMD)、长短期记忆网络(LSTM)以及考虑局部误差校正(LEC),提出用于短时物流需求预测的EEMD-LMD-LSTM-LEC深度学习模型.该预测模型分为两个阶段:第1阶段基于特征分解和特征提取,构建EEMD-LMD-LSTM模型,以降低非线性的原始短时物流需求不平稳及随机变化导致的预测误差;第2阶段构建局部误差校正模型,用于校正第1阶段的预测结果,以减少短时物流需求的局部突变带来的预测误差.实验结果表明,EEMD-LMD-LSTM-LEC短时物流需求预测模型在均方根误差、绝对误差均值、绝对误差百分比和校正决定系数方面,均优于其他11种对比模型,其中包括:数理统计模型-----ARIMA;浅层机器学习模型-----支持向量回归和BP神经网络;深度学习模型-----LSTM和卷积神经网络;组合模型——深度置信网络-LSTM、经验模态分解(EMD)-LSTM、EEMD-LSTM、LMD-LSTM、EMD-LMD-LSTM和EEMD-LMD-LSTM.     

Forecasting wind speed using empirical mode decomposition and Elman neural network

Because of the chaotic nature and intrinsic complexity of wind speed, it is difficult to describe the moving tendency of wind speed and accurately forecast it. In our study, a novel EMD–ENN approach, a hybrid of empirical mode decomposition (EMD) and Elman neural network (ENN), is proposed to forecast wind speed. First, the original wind speed datasets are decomposed into a collection of intrinsic mode functions (IMFs) and a residue by EMD, yielding relatively stationary sub-series that can be readily modeled by neural networks. Second, both IMF components and residue are applied to establish the corresponding ENN models. Then, each sub-series is predicted using the corresponding ENN. Finally, the prediction values of the original wind speed datasets are calculated by the sum of the forecasting values of every sub-series. Moreover, in the ENN modeling process, the neuron number of the input layer is determined by a partial autocorrelation function. Four prediction cases of wind speed are used to test the performance of the proposed hybrid approach. Compared with the persistent model, back-propagation neural network, and ENN, the simulation results show that the proposed EMD–ENN model consistently has the minimum statistical error of the mean absolute error, mean square error, and mean absolute percentage error. Thus, it is concluded that the proposed approach is suitable for wind speed prediction.     

一种旋转机械振动信号的有效消噪方法

提出了一种基于奇异值分解(SVD)、Mallat算法和经验模态分解的信号降噪方法.首先,采用香农熵判据寻求最佳小波分解,对带噪部分小波系数进行经验模态分解,提取出信号趋势分量;其次对小波系数剩余部分采用奇异值分解方法降噪,并根据奇异值差分谱自适应的选择奇异值进行重构,将重构后的信号和趋势项叠加作为新的小波系数;最后进行小波重构得到最终的消噪信号.运用模拟信号和齿轮箱断齿故障信号进行仿真,结果表明该方法能够准确地选择用于重构的奇异值个数,并能有效去除信号噪声,保留特征信号的细节信息,尤其对含有趋势项的故障特征有很大实用性.     

Extracting the main patterns of natural time series for long-term neurofuzzy prediction

A combination of singular spectrum analysis and locally linear neurofuzzy modeling technique is proposed to make accurate long-term prediction of natural phenomena. The principal components (PCs) obtained from spectral analysis have narrow band frequency spectra and definite linear or nonlinear trends and periodic patterns; hence they are predictable in large prediction horizon. The incremental learning algorithm initiates a model for each of the components as an optimal linear least squares estimation, and adds the nonlinear neurons if they help to reduce error indices over training and validation sets. Therefore, the algorithm automatically constructs the best linear or nonlinear model for each of the PCs to achieve maximum generalization, and the long-term prediction of the original time series is obtained by recombining the predicted components. The proposed method has been primarily tested in long-term prediction of some well-known nonlinear time series obtained from Mackey–Glass, Lorenz, and Ikeda map chaotic systems, and the results have been compared to the predictions made by multi-layered perceptron (MLP) and radial basis functions (RBF) networks. As a real world case study, the method has been applied to the long-term prediction of solar activity where the results have been compared to the long-term predictions of physical precursor and solar dynamo methods.     

基于改进深度信念网络的农业温室温度预测方法

针对浅层神经网络面对温室复杂多变环境因子表征能力低、学习时间长的问题，提出一种基于改进深度信念网络并结合经验模态分解与门控循环单元的温室预测方法。首先，通过经验模态分解将温度环境因子进行信号分解，之后将分解出来的固有模态函数与残差信号进行不同程度的预测；然后，引入神经胶质改进深度信念网络，并将分解信号结合光照和二氧化碳进行多属性的特征提取；最后，将门控循环单元预测的信号分量相加获得最终的预测结果。仿真实验结果表明，与经验模态分解-深度信念网络（EMD-DBN）和深度信念网络-神经胶质链（DBN-g）相比，所提方法的预测误差分别降低了6.25%和5.36%，验证了其在强噪声、强耦合的温室时序环境下预测的有效性和可行性。     

基于EEMD和萤火虫算法优化SVM的溶解氧预测

养殖池塘中的溶解氧(DO)对水产品的生长和品质有着至关重要的作用。为了提高溶解氧预测的准确性和有效性,提出了一种基于集合经验模态分解(EEMD)和萤火虫算法(FA)优化支持向量机(SVM)的组合预测模型。首先,将DO时间序列通过集合经验模态分解为一组去除噪声的并相对稳定的子序列。接着,利用相空间重构(PSR)重建分解子序列,在相空间中用SVM对各子序列进行建模预测。然后,利用萤火虫算法对SVM的参数进行优化,建立基于SVM的预测模型,最后得到原始DO序列的预测值。为了获得未来24小时的预测结果,采用单点迭代法实现多步预测。仿真结果表明,所提出的EEMD-FA-SVM组合预测模型比FA-SVM、EEMD-FA-BP和EEMD-PSO-SVM等模型具有更好的预测效果,能够满足现代渔业养殖水质精细化管理的高需求。     

基于CEEMDAN-RVM-EC的还原冶炼温度预报

针对高炉炼铁还原过程中非线性和大时滞等特点造成温度监测难度大的困境, 提出一种融合数据分 解、机器学习和误差修正的高炉铁水温度组合预测新模型. 首先, 引入带自适应白噪声的完备集合经验模态分解方 法对铁水温度序列进行分解处理, 通过提取不同频率的规律特征, 使复杂的非线性序列转化为规律性较强的子序 列; 随后, 采用相关向量机对子序列进行学习, 充分挖掘铁水温度序列的信息, 获得精度较高的预测结果; 最后, 将对 铁水温度影响较大的硅含量和富氧率等相关因素作为辅助参数, 使用经主成分分析处理后的辅助参数序列对预测 结果进行修正, 提高模型的预测准确性. 结果表明: 相较于整合移动平均自回归模型等传统模型, 所提出的新模型 综合性能更优, 即平均绝对误差百分比减小53.57%, 铁水温度为±10 ?C范围内的预测命中率提高25%. 所提出的模 型为实现高炉温度实时精细化调控提供了理论支撑, 对保证炉况稳定、提升产品质量和降低冶炼能耗具有重大实 际意义.     

Data-driven and automated prediction of service level agreement violations in service compositions

Service Level Agreements (SLAs), i.e., contractually binding agreements between service providers and clients, are gaining momentum as the main discriminating factor between service implementations. For providers, SLA compliance is of utmost importance, as violations typically lead to penalty payments or reduced customer satisfaction. In this paper, we discuss approaches to predict violations a priori. This allows operators to take timely remedial actions, and prevent SLA violations before they have occurred. We discuss data-driven, statistical approaches for both, instance-level prediction (SLA compliance prediction for an ongoing business process instance) and forecasting (compliance prediction for future instances). We present an integrated framework, and numerically evaluate our approach based on a case study from the manufacturing domain.     

基于经验模式分解的时间序列数据流在线预测*

提出一种通用的时间序列数据流预测方法,算法首先通过经验模式分解方法将从链式重写窗口取得的数据集分解有限具有特征振荡周期的固有模态函数分量和一个代表原始序列平均趋势的余量;然后对于各个分量分别建立最大Lyapunov指数预测模型进行预测;最后将各分量的预测值组合获得最终预测值。通过电力负荷的预测实验表明,与单一的时间序列数据流预测模型相比,该模型具有较高的预测精度和很好的模型适应性。     

基于EMD-GAELM-ARIMA算法的大坝变形预测

In view of the fact that it is difficult for statistical models to make good predictions of nonlinear and non-stationary dam deformation, artificial intelligence algorithms are induced. The empirical mode decomposition method (EMD), genetic algorithm (GA) optimized extreme learning machine (ELM), and ARIMA error correction model were used to construct a dam deformation prediction model. First this paper uses EMD to decompose and reconstruct the monitoring data to stabilize it and obtain eigenmode functions and residual sequences with physical significance; then uses GAELM to analyze and predict the decomposition results; finally, uses ARIMA model to correct errors. Taking a concrete rockfill dam as an example, the dam deformation prediction model constructed by the optimization algorithm is used to analyze and predict it. The analysis results show that the EMD-GAELM-ARIMA model algorithm has higher prediction accuracy than the traditional single algorithm. It is feasible in dam deformation prediction.     

基于自适应时序分解的空气污染物浓度预测

为准确、有效地预测空气污染物浓度,建立了基于自适应完整集成经验模态分解(CEEMDAN)和排列熵(PE)的门控循环单元(GRU)空气污染物预测模型。首先利用CEEMDAN算法对非线性信号的自适应分解能力将原始序列分解为一组不同频率、复杂度的固有模态函数(IMF)和一个残差分量(REC),其次根据PE算法将复杂度相近的IMF分量和REC一起进行重新组合,最后将重组后的子序列分别使用GRU模型进行预测,并将子序列预测结果相加得到最终预测结果。实验结果表明,基于CEEMDAN-PE-GRU模型预测的误差明显低于其他模型,验证了该模型对空气污染物浓度预测的有效性。     

基于深度迁移学习的多尺度股票预测

股票市场不仅是上市公司的重要融资渠道,也是重要的投资市场,股票预测一直受到人们的关注。为了充分利用来自不同股票价格的信息,提高股票的预测效果,提出一种多尺度股票价格预测模型TL-EMD-LSTM-MA（TELM）。TELM模型通过经验模态分解将收盘价分解为多个时间尺度分量,不同时间尺度分量震荡频率不同,反映了不同的周期性信息;根据分量的震荡频率选择不同方法进行预测,高频分量利用深度迁移学习的方法训练堆叠LSTM,低频分量利用移动平均法进行预测;将所有分量的预测值相加作为收盘价的最终预测输出。通过深度迁移学习训练的堆叠LSTM,包含来自不同股票的信息,具备更多行业或市场的知识,能有效降低预测误差。利用移动平均法预测低频分量,更有效捕获股票的总体趋势。对中国A股市场内500支股票以及上证指数、深证成指等指数进行预测,结果表明,与其他模型相比,TELM预测误差最低,拟合优度最高。根据TELM预测的股票收盘价模拟股票交易过程,结果表明TELM投资风险低、收益高。     

心脏杂音提取和分类识别研究

为了分析心脏杂音中包含的病理信息,采用奇异谱主分量分析方法从病理心音信号中提取杂音成分。对四种常见的病理心音信号进行奇异谱分析,得到各主分量和经验正交函数,选择合适阶次重构正常心音成分和杂音成分。计算杂音信号的样本熵作为特征值输入支持向量机分类器实现分类识别,为临床诊断提供参考信息。     

EMD-LSTM模型对金融时间序列的预测

针对金融时间序列高噪声以及非线性的特点,提出一种基于经验模态分解（EMD）和长短期记忆（LSTM）网络的金融时间序列预测模型。为避免对整体序列只进行一次经验模态分解后的模型训练过程中使用测试集的信息,将时间序列数据通过一定大小的时间窗口进行多步经验模态分解,并对分解后的序列去噪重构,再将重构后的序列作为LSTM网络的输入,得到最终的预测结果。利用上证综指数据,将其与标准LSTM模型以及常见的结合EMD的预测方法进行对比,结果表明提出的EMD-LSTM模型具有更好的预测效果。     

A new short-term load forecasting method of power system based on EEMD and SS-PSO

Aiming to the disadvantages of short-term load forecasting with empirical mode decomposition (EMD) such as mode mixing and many high-frequency random components, a new short-term load forecasting model based on ensemble empirical mode decomposition (EEMD) and sub-section particle swarm optimization (SS-PSO) is proposed in this paper. Firstly, the load sequence is decomposed into a limited number of intrinsic mode function (IMF) components and one remainder by EEMD, which can avoid the mode mixing problem of traditional EMD. Then, through calculating and observing the spectrum of decomposed series, some low-frequency IMFs are extracted and reconstructed. Other IMFs can be forecasted with appropriate forecasting models. Since IMF1 is main random component of the load sequence, the linear combination model is adopted to forecast IMF1. Because the weights of the linear combination model are very important to obtain high forecasting accuracy, SS-PSO is proposed and used to optimize the linear combination weights. In addition, the factors such as temperature and weekday are taken into consideration for short-term load forecasting. Simulation results show that accuracy of the load forecasting model proposed in the paper is higher than that of BP neural network, RBF neural network, support vector machine, EMD and their combinations.     

改进EEMD-GRU混合模型在径流预报中的应用

为解决径流预测模型存在的预测精确度低、稳定性差、延时高等问题,结合门控制循环单元神经网络（gated recurrent unit, GRU）,集合经验模态分解（ensemble empirical mode decomposition, EEMD）的各自优点,提出一种基于改进EEMD方法的深度学习模型（EEMD-GRU）。该模型首先以智能算法对径流信号进行边界拓延,以解决EEMD边界效应。然后利用改进EEMD方法将径流信号分解为若干稳态分量,将各分量作为GRU模型的输入并对其进行预测。实验结果表明,与结合了经验模态分解的支持向量回归模型相比,并行EEMD-GRU径流预测模型的预测精准度、可信度和效率分别提高82.50%、144.67%和95.49%。基于EEMD-GRU的最优运算结果表明,该方法可进一步减少区域防洪的经济损失,提高灾害监管的工作效率。     

原油期货价格预测模型CEEMDAN-PSO-ELM

为了进一步提升原油期货价格预测的精准性,本文基于CEEMDAN分解算法和ELM极限学习机模型,利用PSO粒子群优化算法对机器学习模型进行参数寻优,进而构建了CEEMDAN-PSO-ELM模型用于原油期货价格预测.先基于CEEMDAN算法对原始价格序列进行分解,然后利用Lempel-Ziv复杂度指数对分量进行重构,得到高频、中频和低频重构分量,再采用PSO-ELM模型对每个重构分量进行预测,利用PACF系数选取模型输入变量,最终加总集成各分量预测结果.实证结果表明,与其他15种基准模型相比,CEEMDAN-PSO-ELM模型的预测性能最佳,MCS检验和DM检验也进一步证实了该模型的稳健性.     

Prophet混合模型应用于基站网络流量长期预测

传统网络流量预测方法大多数关注短期预测,而长期预测能够更好地指导基站小区无线设备扩缩容。集合经验模态分解（ensemble empirical mode decomposition,EEMD）能够使非平稳时间序列转化成平稳时间序列,Prophet模型能够准确地对流量序列进行较准确的长期预测,基于以上模型方法的优点和基站小区网络流量的非线性和非平稳性特点,提出一种Prophet混合EEMD的基站小区网络流量预测方法（E-Prophet）。采用EEMD将网络流量序列分解成若干固有模态函数（intrinsic mode functions,IMF）分量和一个残差分量;利用Prophet模型对各分量建模,并将各分量预测结果进行线性组合,得到最终的预测结果。利用实际基站小区网络流量数据对方法进行验证,结果表明：E-Prophet对于网络流量长期预测比Prophet、SARIMA、LSTM以及结合EMD和Prophet的模型具有更高的准确度和鲁棒性。