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1.
针对传统模型对含数据缺失的非完整时间序列预测精度不高的问题,利用长短期记忆(LSTM)神经网络强大的时序建模能力,提出一种带时间门的长短期记忆(TG–LSTM)神经网络.首先,提出一种能同时对输入值在线估计和输出值实时预测的TG–LSTM单元结构;其次,基于TG–LSTM结构设计一种网络的前向传播算法,实现输入填补和输出预测同步进行;然后,建立TG–LSTM神经网络的学习算法来对输入填补和输出预测任务整体训练;最后,通过在Mackey-glass基准数据集,月平均气温数据集和污水处理出水氨氮预测中的实验结果表明:与传统方法相比,TG–LSTM神经网络模型能以更高精度对非完整时间序列进行填补和预测.  相似文献   

2.
SDAE-LSTM模型在金融时间序列预测中的应用   总被引:1,自引:0,他引:1       下载免费PDF全文
针对金融时间序列预测的复杂性和长期依赖性,提出了一种基于深度学习的LSTM神经网络预测模型。利用堆叠去噪自编码从金融时间序列的基本行情数据和技术指标中提取特征,将其作为LSTM神经网络的输入对金融时间序列进行预测;通过LSTM神经网络的长期依赖特性来提高金融时间序列的预测精度。利用股价指数数据,与传统的神经网络的预测结果进行比较,结果表明基于深度学习的LSTM神经网络具有比较高的预测精度。  相似文献   

3.
为了高效挖掘煤矿安全监测监控系统海量数据中包含的有效信息,提高煤矿瓦斯浓度预测精度,提出一种改进的蝗虫优化算法(IGOA)优化长短时记忆神经网络(LSTM)的多参数瓦斯浓度预测模型.首先对瓦斯多参数时间序列进行相关性分析和小波去噪;其次通过重构线性缩减因子c、引入柯西-高斯混合变异和最优邻域扰动策略联合改进蝗虫优化算法,提高其全局寻优能力,以此来优化LSTM相关超参数,构建瓦斯浓度预测模型;最后,以实测数据为样本进行实验验证,将提出的模型与BP、LSTM、PSO-LSTM以及GOA-LSTM模型对比,可得到提出的模型具有更好的预测效果,平均绝对百分比误差和均方根误差两种误差评价指标分别为0.531%、2.48×10-3.结果表明,提出的瓦斯浓度预测模型具有更高的预测性能.  相似文献   

4.
金属期货作为交易市场中一个投资品种,准确预测期货价格具有重要现实意义。由于采用1995年-2022年期间的期货数据,时间跨度很大,波动范围较广,使用传统时间序列模型很难精准对其进行预测。针对上述问题,提出了基于Attention机制的LSTM期货预测模型,使模型聚焦于重要的期货特征信息来预测期货第二日的开盘价。通过与普通LSTM预测模型进行对比,最终得出基于Attention机制的LSTM期货预测模型具有较好的预测能力。  相似文献   

5.
针对金融时间序列数据的高噪声、时间依赖性等问题,提出了一种人工蜂群算法-长短期记忆-门控单元(ABC-LSTM-GRU)混合模型。该模型综合利用长短期记忆网络(LSTM)和门控循环单元(GRU)循环神经网络,更全面地捕捉时间序列中的长期和短期关系。在特征处理阶段,通过相关性分析对特征进行筛选,同时采用奇异谱分析(SSA)对数据进行分解,得到高频、中频和低频三个部分。在模型的超参数优化中,采用了改进后的人工蜂群算法(ABC),以提高模型的性能。为验证ABC-LSTM-GRU混合模型的有效性,选择NIFTY-50股票指数进行实证分析。实验结果对比显示,ABC-LSTM-GRU混合模型在时间序列预测方面的表现更佳,相较于LSTM与GRU模型,其在均方根误差(RMSE)指标上分别降低了28.3%与21.5%,显示出更为准确的预测性能。  相似文献   

6.
本文主要对LSTM模型结构改进及优化其参数,使其预测股票涨跌走势准确率明显提高,同时对美股周数据及日数据在LSTM神经网络预测效果展开研究.一方面通过分析对比两者预测效果差别,验证不同数据集对预测效果的影响;另一方面为LSTM股票预测研究提供数据集的选择建议,以提高股票预测准确率.本研究通过改进后的LSTM神经网络模型使用多序列股票预测方法来进行股票价格的涨跌趋势预测.实验结果证实,与日数据相比,周数据的预测效果表现更优,其中日数据的平均准确率为52.8%,而周数据的平均准确率为58%,使用周数据训练LSTM模型,股票预测准确率更高.  相似文献   

7.
本文在传统神经网络(NN)、循环神经网络(RNN)、长短时记忆网络(LSTM)与门控循环单元(GRU)等神经网络时间预测模型基础上, 进一步构建集成学习(EL)时间序列预测模型, 研究神经网络类模型、集成学习模型和传统时间序列模型在股票指数预测上的表现. 本文以16只A股和国际股票市场指数为样本, 比较模型在不同预测期间和不同国家和地区股票市场上的表现.本文主要结论如下: 第一, 神经网络类时间序列预测模型和神经网络集成学习时间序列预测模型在表现上显著稳健优于传统金融时间序列预测模型, 预测性能提高大约35%; 第二, 神经网络类模型和神经网络集成学习模型在中国和美国股票市场上的表现优于其他发达国家和地区的股票市场.  相似文献   

8.
基于正则化LSTM模型的股票指数预测   总被引:1,自引:0,他引:1  
针对金融时间序列预测问题,提出正则化长短期记忆神经网络LSTM(Long Short-Term Memory neural network)模型。LSTM模型通过其独特的单元结构,能够深入挖掘出时间序列中的固有规律;采用正则化方法修改LSTM模型的目标函数,优化网络结构,从而选出泛化能力较强的弹性网正则化LSTM模型。将该模型应用于道琼斯指数预测,实验对比表明,该方法计算出的均方根误差最小,预测拟合程度最高。  相似文献   

9.
为更准确地预测中小河流水文时间序列变化,建立改进粒子群优化算法(PSO)与长短期记忆神经网络(LSTM)结合的预测模型.提出利用非线性惯性权重变化,加入自适应变异等操作的方法,改善PSO的寻优能力;实现LSTM与注意力机制(attention mechanism)的结合,建立PSO-LSTM组合模型,改变传统LSTM在...  相似文献   

10.
基于改进的RBF神经网络的人民币汇率预测研究   总被引:2,自引:0,他引:2       下载免费PDF全文
针对RBF神经网络分段算法中对近似线性时间序列数据预测误差较大这一不足,在原有RBF神经网络模型基础上提出了一种改进算法。该算法以分段取中心值为基础,优化原算法中径向基函数中心点值的确定,提高了对近似线性时间序列数据预测的准确度。通过对近两年美元兑人民币汇率数据的预测测试,表明改进算法在预测准确性比原算法有较大提高。  相似文献   

11.
Abstract This paper describes an approach to the design of interactive multimedia materials being developed in a European Community project. The developmental process is seen as a dialogue between technologists and teachers. This dialogue is often problematic because of the differences in training, experience and culture between them. Conditions needed for fruitful dialogue are described and the generic model for learning design used in the project is explained.  相似文献   

12.
European Community policy and the market   总被引:1,自引:0,他引:1  
Abstract This paper starts with some reflections on the policy considerations and priorities which are shaping European Commission (EC) research programmes. Then it attempts to position the current projects which seek to capitalise on information and communications technologies for learning in relation to these priorities and the apparent realities of the marketplace. It concludes that while there are grounds to be optimistic about the contribution EC programmes can make to the efficiency and standard of education and training, they are still too technology driven.  相似文献   

13.
融合集成方法已经广泛应用在模式识别领域,然而一些基分类器实时性能稳定性较差,导致多分类器融合性能差,针对上述问题本文提出了一种新的基于多分类器的子融合集成分类器系统。该方法考虑在度量层融合层次之上通过对各类基多分类器进行动态选择,票数最多的类别作为融合系统中对特征向量识别的类别,构成一种新的自适应子融合集成分类器方法。实验表明,该方法比传统的分类器以及分类融合方法识别准确率明显更高,具有更好的鲁棒性。  相似文献   

14.
Development of software intensive systems (systems) in practice involves a series of self-contained phases for the lifecycle of a system. Semantic and temporal gaps, which occur among phases and among developer disciplines within and across phases, hinder the ongoing development of a system because of the interdependencies among phases and among disciplines. Such gaps are magnified among systems that are developed at different times by different development teams, which may limit reuse of artifacts of systems development and interoperability among the systems. This article discusses such gaps and a systems development process for avoiding them.  相似文献   

15.
This paper presents control charts models and the necessary simulation software for the location of economic values of the control parameters. The simulation program is written in FORTRAN, requires only 10K of main storage, and can run on most mini and micro computers. Two models are presented - one describes the process when it is operating at full capacity and the other when the process is operating under capacity. The models allow the product quality to deteriorate to a further level before an existing out-of-control state is detected, and they can also be used in situations where no prior knowledge exists of the out-of-control causes and the resulting proportion defectives.  相似文献   

16.
Going through a few examples of robot artists who are recognized worldwide, we try to analyze the deepest meaning of what is called “robot art” and the related art field definition. We also try to highlight its well-marked borders, such as kinetic sculptures, kinetic art, cyber art, and cyberpunk. A brief excursion into the importance of the context, the message, and its semiotics is also provided, case by case, together with a few hints on the history of this discipline in the light of an artistic perspective. Therefore, the aim of this article is to try to summarize the main characteristics that might classify robot art as a unique and innovative discipline, and to track down some of the principles by which a robotic artifact can or cannot be considered an art piece in terms of social, cultural, and strictly artistic interest. This work was presented in part at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008  相似文献   

17.
Although there are many arguments that logic is an appropriate tool for artificial intelligence, there has been a perceived problem with the monotonicity of classical logic. This paper elaborates on the idea that reasoning should be viewed as theory formation where logic tells us the consequences of our assumptions. The two activities of predicting what is expected to be true and explaining observations are considered in a simple theory formation framework. Properties of each activity are discussed, along with a number of proposals as to what should be predicted or accepted as reasonable explanations. An architecture is proposed to combine explanation and prediction into one coherent framework. Algorithms used to implement the system as well as examples from a running implementation are given.  相似文献   

18.
This paper provides the author's personal views and perspectives on software process improvement. Starting with his first work on technology assessment in IBM over 20 years ago, Watts Humphrey describes the process improvement work he has been directly involved in. This includes the development of the early process assessment methods, the original design of the CMM, and the introduction of the Personal Software Process (PSP)SM and Team Software Process (TSP){SM}. In addition to describing the original motivation for this work, the author also reviews many of the problems he and his associates encountered and why they solved them the way they did. He also comments on the outstanding issues and likely directions for future work. Finally, this work has built on the experiences and contributions of many people. Mr. Humphrey only describes work that he was personally involved in and he names many of the key contributors. However, so many people have been involved in this work that a full list of the important participants would be impractical.  相似文献   

19.
基于复小波噪声方差显著修正的SAR图像去噪   总被引:4,自引:1,他引:3  
提出了一种基于复小波域统计建模与噪声方差估计显著性修正相结合的合成孔径雷达(Synthetic Aperture Radar,SAR)图像斑点噪声滤波方法。该方法首先通过对数变换将乘性噪声模型转化为加性噪声模型,然后对变换后的图像进行双树复小波变换(Dualtree Complex Wavelet Transform,DCWT),并对复数小波系数的统计分布进行建模。在此先验分布的基础上,通过运用贝叶斯估计方法从含噪系数中恢复原始系数,达到滤除噪声的目的。实验结果表明该方法在去除噪声的同时保留了图像的细节信息,取得了很好的降噪效果。  相似文献   

20.
Abstract  This paper considers some results of a study designed to investigate the kinds of mathematical activity undertaken by children (aged between 8 and 11) as they learned to program in LOGO. A model of learning modes is proposed, which attempts to describe the ways in which children used and acquired understanding of the programming/mathematical concepts involved. The remainder of the paper is concerned with discussing the validity and limitations of the model, and its implications for further research and curriculum development.  相似文献   

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