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1.
基于小波神经网络的流量混沌时间序列预测   总被引:5,自引:2,他引:3       下载免费PDF全文
刘渊  戴悦  曹建华 《计算机工程》2008,34(16):105-106
在Takens提出的相空间重构模型基础上,应用小波变换对其进行改进,充分考虑噪声对重构结果的影响。将小波神经网络混沌时间序列预测方法引入网络流量预测中,介绍小波神经网络的基本构造和学习方法。实验表明,与RBF神经预测方法相比,小波神经网络预测方法的逼近效果更好、误差更小。  相似文献   

2.
Artificial neural networks have been widely used in time series prediction. In this paper, multi-layer feedforward neural networks with optimized structures, using particle swarm optimization (PSO) algorithm, are used for hourly load prediction based on load time series of IEEE Reliability Test System. To have a small and appropriate feature subset, a hybrid method is used for feature selection in this paper. This hybrid method uses the combination of genetic algorithm (GA) and ant colony optimization (ACO) algorithm. The season, day of the week, time of the day and history load are considered as load influencing factors in this study based on the mentioned standard load dataset. The optimized number of neurons in the hidden layers of multi-layer perceptron (MLP) is determined using PSO algorithm. Experimental results show that the proposed hybrid model offers superior performance, in terms of mean absolute percentage error (MAPE), in time series prediction as compared to some recent researches in this field.  相似文献   

3.
Multi-step prediction is a difficult task that has attracted increasing interest in recent years. It tries to achieve predictions several steps ahead into the future starting from current information. The interest in this work is the development of nonlinear neural models for the purpose of building multi-step time series prediction schemes. In that context, the most popular neural models are based on the traditional feedforward neural networks. However, this kind of model may present some disadvantages when a long-term prediction problem is formulated because they are trained to predict only the next sampling time. In this paper, a neural model based on a partially recurrent neural network is proposed as a better alternative. For the recurrent model, a learning phase with the purpose of long-term prediction is imposed, which allows to obtain better predictions of time series in the future. In order to validate the performance of the recurrent neural model to predict the dynamic behaviour of the series in the future, three different data time series have been used as study cases. An artificial data time series, the logistic map, and two real time series, sunspots and laser data. Models based on feedforward neural networks have also been used and compared against the proposed model. The results suggest than the recurrent model can help in improving the prediction accuracy.  相似文献   

4.
Spatio-temporal problems arise in a broad range of applications, such as climate science and transportation systems. These problems are challenging because of unique spatial, short-term and long-term patterns, as well as the curse of dimensionality. In this paper, we propose a deep learning framework for spatio-temporal forecasting problems. We explicitly design the neural network architecture for capturing various types of spatial and temporal patterns, and the model is robust to missing data. In a preprocessing step, a time series decomposition method is applied to separately feed short-term, long-term and spatial patterns into different components of the neural network. A fuzzy clustering method finds clusters of neighboring time series residuals, as these contain short-term spatial patterns. The first component of the neural network consists of multi-kernel convolutional layers which are designed to extract short-term features from clusters of time series data. Each convolutional kernel receives a single cluster of input time series. The output of convolutional layers is concatenated by trends and followed by convolutional-LSTM layers to capture long-term spatial patterns. To have a robust forecasting model when faced with missing data, a pretrained denoising autoencoder reconstructs the model’s output in a fine-tuning step. In experimental results, we evaluate the performance of the proposed model for the traffic flow prediction. The results show that the proposed model outperforms baseline and state-of-the-art neural network models.  相似文献   

5.
提出了基于改进SENet卷积神经网络和自学习参数滤波器的连续血压预测方法。实验结果表明,改进SENet可以有效增加简单卷积神经网络对时序数据的预测能力,在卷积层数为二层、三层和四层时比简单卷积神经网络预测精度提升了34.8%、23.5%和36.0%,在此基础上利用自学习参数滤波器消除血压预测波形中的毛刺,最终得到平滑的连续血压预测结果。  相似文献   

6.
张博  孟江 《传感器世界》2013,19(11):25-29,34
利用混沌相空间重构理论对负荷时间序列研究,用改进的C_C方法求得时间延迟τ和嵌入维数m,得到系统最大李雅普诺夫指数,证明其具有混沌特性.对样本数据相空间重构,构建多个BP神经网络的预测子模型,所有子模型同步预测的加权平均作为集成负荷预测值.在线采集负荷数据,利用增量式训练获取新的预测子模型,按“先入先出”顺序进行BP神经网络集成更新.将预测结果同普通BP神经网络预测结果进行对比,结果证明这种方法提高了预测精度.  相似文献   

7.
In the field of time series prediction, neural networks are widely used and they have been proven useful and practical. To improve the prediction ability and to reduce the time consumption of neural networks, neural networks are usually developed by researchers and practitioners from learning algorithms, network architectures, etc. A local-recurrent-global-feedforward (LRGF) network using a learning algorithm called the optimization layer-by-layer (OLL) method is proposed. In addition, two representative LRGF networks are introduced: the finite impulse response (FIR) network and the FGS network (proposed by Frasconi, Gori and Soda), and a comparative simulation predicting several financial time series using both methods is performed. According to the results of the simulation, the FGS-OLL method gives better predicting performance than the FIR-OLL method.  相似文献   

8.
The paper is focused on the idea to demonstrate the advantages of deep learning approaches over ordinary shallow neural network on their comparative applications to image classifying from such popular benchmark databases as FERET and MNIST. An autoassociative neural network is used as a standalone program realized the nonlinear principal component analysis for prior extracting the most informative features of input data for neural networks to be compared further as classifiers. A special study of the optimal choice of activation function and the normalization transformation of input data allows to improve efficiency of the autoassociative program. One more study devoted to denoising properties of this program demonstrates its high efficiency even on noisy data. Three types of neural networks are compared: feed-forward neural net with one hidden layer, deep network with several hidden layers and deep belief network with several pretraining layers realized restricted Boltzmann machine. The number of hidden layer and the number of hidden neurons in them were chosen by cross-validation procedure to keep balance between number of layers and hidden neurons and classification efficiency. Results of our comparative study demonstrate the undoubted advantage of deep networks, as well as denoising power of autoencoders. In our work we use both multiprocessor graphic card and cloud services to speed up our calculations. The paper is oriented to specialists in concrete fields of scientific or experimental applications, who have already some knowledge about artificial neural networks, probability theory and numerical methods.  相似文献   

9.
交通流量VNNTF神经网络模型多步预测研究   总被引:1,自引:0,他引:1  
研究了VNNTF 神经网络(Volterra neural network trafficflow model,VNNTF) 交通流量混沌时间序列多步预测问题. 通过分析比较交通流量混沌时间序列相空间重构的嵌入维数和Volterra 离散模型之间的关系,给出了确定交通流量Volterra 级数模型截断阶数和截断项数的方法,并在此基础上建立了VNNTF 神经网络交通流量时间序列模型;设计了交通流量Volterra 神经网络的快速学习算法;最后,利用交通流量混沌时间序列对VNNTF 网络模型,Volterra 预测滤波器和BP 网络进行了多步预测实验,比较了多步预测结果的仿真图、绝对误差的柱状图以及归一化后的方均根;实验结果表明VNNTF 神经网络的多步预测性能明显优于Volterra 预测滤波器和BP 神经网络.  相似文献   

10.
Constructive Backpropagation for Recurrent Networks   总被引:1,自引:0,他引:1  
Choosing a network size is a difficult problem in neural network modelling. In many recent studies, constructive or destructive methods that add or delete connections, neurons or layers have been studied in order to solve this problem. In this work we consider the constructive approach, which is in many cases a very computationally efficient approach. In particular, we address the construction of recurrent networks by the use of constructive backpropagation. The benefits of the proposed scheme are firstly that fully recurrent networks with an arbitrary number of layers can be constructed efficiently. Secondly, after the network has been constructed we can continue the adaptation of the network weights as well as we can of its structure. This includes both addition and deletion of neurons/layers in a computationally efficient manner. Thus, the investigated method is very flexible compared to many previous methods. In addition, according to our time series prediction experiments, the proposed method is competitive in terms of modelling performance and training time compared to the well-known recurrent cascade-correlation method.  相似文献   

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