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| 混沌时间序列预测模型参数的联合优化 | |
| 引用本文： | 向昌盛,袁哲明,周子英.混沌时间序列预测模型参数的联合优化[J].信息与控制,2011,40(5). |
| 作者姓名： | 向昌盛 袁哲明 周子英 |
| 作者单位： | 1. 湖南农业大学东方科技学院,湖南长沙410128;湖南省作物种质创新与资源利用重点实验室,湖南长沙410128 2. 湖南省作物种质创新与资源利用重点实验室,湖南长沙410128;湖南农业大学生物安全科学技术学院,湖南长沙410128 3. 湖南农业大学资源环境学院,湖南长沙,410128 |
| 基金项目： | 湖南省杰出青年基金资助项目(10JJ1005).高校博士点基金资助项目，湖南省教育厅科学研究资助项目 |
| 摘 要： | 为了提高混沌时间序列预测模型的预测精度,提出了一种相空间重构和最小二乘支持向量机(LSSVM)参数的联合优化方法.联合优化方法的核心思想是首先采用均匀设计对相空间重构和LSSVM参数进行联合设计,然后采用自调用LSSVM进行参数联合优化,最后利用混沌时间序列对联合优化方法进行验证性测试.实验结果表明,联合优化方法预测精度明显优于其它优化方法,且优化速度更快. |
| 关 键 词： | 混沌时间序列 相空间重构 支持向量机 均匀设计 |
Parameters Joint Optimization of Chaotic Time Series Prediction Model |
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| XIANG Changsheng,YUAN Zheming,ZHOU Ziying.Parameters Joint Optimization of Chaotic Time Series Prediction Model[J].Information and Control,2011,40(5). | |
| Authors: | XIANG Changsheng YUAN Zheming ZHOU Ziying |
| Affiliation: | XIANG Changsheng~(1,2),YUAN Zheming~(2,3),ZHOU Ziying~4 (1.College of Orient Science & Technology,Hunan Agricultural University,Changsha 410128,China,2.Hunan Provincial Key Laboratory for Crop Germplasm Innovation and Utilization,3.College of Bio-safety Science and Technology,4.College of Resources & Environment,China) |
| Abstract: | To improve the prediction accuracy of the chaotic time series prediction model,a joint optimization method is proposed for phase space reconstruction and least square support vector machine(LSSVM) parameters.The main idea of the joint optimization method is that phase space reconstruction and LSSVM parameters are jointly designed using uniform design firstly,then the parameters are jointly optimized by a self-calling LSSVM,and the joint optimization method is tested by chaotic time series lastly.The experim... |
| Keywords: | chaotic time series phase space reconstruction support vector machine uniform design |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |