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.     

基于支持向量机的混沌时间序列预测分析

混沌的特性决定了混沌系统很难长期预测,支持向量机有强大的学习能力,根据相空间重构理论用支持向量机建立预测模型对混沌时间序列进行短期预测。预测输出构建混沌吸引子来定性评价预测模型性能,同时与BP神经网络RBF神经网络构建的预测模型比较,计算预测模型的均方根误差定量地评价模型的性能。仿真结果表明,该方法具有较高的预测精度和泛化能力。     

Training algorithm for radial basis function neural network based on quantum-behaved particle swarm optimization

Radial basis function (RBF) networks are widely applied in function approximation, system identification, chaotic time series forecasting, etc. To use a RBF network, a training algorithm is absolutely necessary for determining the network parameters. The existing training algorithms, such as orthogonal least squares (OLS) algorithm, clustering and gradient descent algorithm, have their own shortcomings respectively. In this paper, we propose a training algorithm based on a novel population-based evolutionary technique, quantum-behaved particle swarm optimization (QPSO), to train RBF neural network. The proposed QPSO-trained RBF network was tested on non-linear system identification problem and chaotic time series forecasting problem, and the results show that it can identify the system and forecast the chaotic time series more quickly and precisely than that trained by the particle swarm algorithm.     

A chaotic time series prediction model for speech signal encoding based on genetic programming

In this paper, a novel solving method for speech signal chaotic time series prediction model was proposed. A phase space was reconstructed based on speech signal's chaotic characteristics and the genetic programming (GP) algorithm was introduced for solving the speech chaotic time series prediction models on the phase space with the embedding dimension m and time delay τ. And then, the speech signal's chaotic time series models were built. By standardized processing of these models and optimizing parameters, a speech signal's coding model of chaotic time series with certain generalization ability was obtained. At last, the experimental results showed that the proposed method can get the speech signal chaotic time series prediction models much more effectively, and had a better coding accuracy than linear predictive coding (LPC) algorithms and neural network model.     

LS—SVM在混沌时间序列预测中的应用

支持向量机是一种基于统计学习理论的新颖的机器学习方法，该方法已广泛用于解决分类和回归问题。文中将最小二乘支持向量机算法应用于混沌时间序列预测中，并同BP网络及RBF网络的预测结果进行了比较分析。仿真实验表明，该方法具有很好的泛化能力和一定的噪声容忍能力。     

Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting

A novel neural-network-based method of time series forecasting is presented in this paper. The method combines the optimal partition algorithm (OPA) with the radial basis function (RBF) neural network. OPA for ordered samples is used to perform the clustering for the samples. The centers and widths of the RBF neural network are determined based on the clustering. The difference of the objective functions of the clustering is used to adjust the structure of the neural network dynamically. Thus, the number of the hidden nodes is selected adaptively. The method is applied to stock price prediction. The results of numerical simulations demonstrate the effectiveness of the method. Comparisons with the hard c-means (HCM) algorithm show that the proposed OPA method possesses obvious advantages in the precision of forecasting, generalization, and forecasting trends. Simulations also show that the OPA–orthogonal least squares (OPA–OLS) algorithm, which combines OPA with the OLS algorithm, results in better performance for forecasting trends.     

Learning based brain emotional intelligence as a new aspect for development of an alarm system

The multi criteria and purposeful prediction approach has been introduced and is implemented by the fast and efficient behavioral based brain emotional learning method. On the other side, the emotional learning from brain model has shown good performance and is characterized by high generalization property. New approach is developed to deal with low computational and memory resources and can be used with the largest available data sets. The scope of paper is to reveal the advantages of emotional learning interpretations of brain as a purposeful forecasting system designed to warning; and to make a fair comparison between the successful neural (MLP) and neurofuzzy (ANFIS) approaches in their best structures and according to prediction accuracy, generalization, and computational complexity. The auroral electrojet (AE) index are used as practical examples of chaotic time series and introduced method used to make predictions and warning of geomagnetic disturbances and geomagnetic storms based on AE index.     

混沌时间序列预测模型的比较研究

针对目前混沌时间序列预测模型预测结果差异较大的问题,归纳了4种混沌时间序列预测模型：BRF神经网络模型、最大Lyapunov指数模型、局域线性模型和Volterra滤波器自适应预测模型,并对这4种预测模型进行了比较研究。应用4种预测模型对几个典型的非线性系统进行预测仿真。结果表明,这4种预测模型对典型混沌时间序列预测都具有很好的预测效果;在预测精度上BRF模型和Volterra模型明显优于最大Lyapunov指数模型和局域线性模型。     

Design of a radial basis function neural network with a radius-modification algorithm using response surface methodology

A radial basis function (RBF) neural network was designed for time series forecasting using both an adaptive learning algorithm and response surface methodology (RSM). To improve the traditional RBF networks forecasting capability, the generalized delta rule learning method was employed to modify the radius of the kernel function. Then RSM was utilized to explore the mean square error response surface so that the appropriate combination of network parameters, such as the number of hidden nodes and the initial learning rates, could be found. Extensive studies were performed on the effect of the initial values of connection weights on the accuracy of the backpropagation learning method that was employed in the training of the RBF artificial neural network. The effectiveness of the neural network with the proposed radius-modification technique and the RSM method was demonstrated with an example of forecasting intensity pulsations of a laser. It was found that, by utilizing the proposed techniques, the neural network provided a more accurate prediction of the response.     

FKCN优化的RBF神经网络

ＦＫＣＮ（Ｆｕｚｚｙ Ｋｏｈｏｎｅｎ ｃｌｕｓｔｅｒ ｎｅｔｗ ｏｒｋ）将模糊隶属度的概念用于Ｋｏｈｏｎｅｎ 神经网络的学习和更新策略中,改善了Ｋｏｈｏｎｅｎ 网络的性能,是一种更为快速有效的聚类网络。作者将ＦＫＣＮ用于优化ＲＢＦ（Ｒａｄｉａｌｂａｓｉｃ ｆｕｎｃｔｉｏｎ）神经网络基函数的中心,并将优化后的ＲＢＦ网络用于曲线拟合和非线性时间序列预测,同时与基于Ｃ－ＭＥＡＮＳ的ＲＢＦ网络进行比较。实验结果表明：采用ＦＫＣＮ优化的ＲＢＦ网络具有更好的拟合和预测能力,尤其在曲线拟合实验中,ＦＫＣＮ优化的ＲＢＦ网络可以达到最小学习误差,比Ｃ－ＭＥＡＮＳ的网络小一个数量级,可见用ＦＫＣＮ优化ＲＢＦ神经网络可以较好地提高ＲＢＦ神经网络的性能。     

基于量子粒子群优化算法的新型正交基神经网络分数阶混沌时间序列单步预测

针对分数阶混沌时间序列预测精度低、速度慢的问题,提出了基于量子粒子群优化(QPSO)算法的新型正交基神经网络预测模型。首先,在Laguerre正交基函数的基础上提出一种新型正交基函数,并结合神经网络拓扑构成新型正交基神经网络;其次,利用QPSO算法优化新型正交基神经网络参数,将参数优化问题转化为多维空间上的函数优化问题;最后,根据已优化参数建立预测模型并进行预测分析。分别以分数阶Birkhoff-shaw和Jerk混沌系统为模型,利用Adams-Bashforth-Moulton预估-校正法产生混沌时间序列作为仿真对象,进行单步预测对比实验。仿真表明,与反向传播(BP)神经网络、径向基函数(RBF)神经网络及普通的新型正交基神经网络相比,基于QPSO算法的新型正交基神经网络的平均绝对值误差(MAE)、均方根误差(RMSE)明显减小,决定度系数(CD)更接近于1,平均建模时间(MMT)明显缩短。实验结果表明,基于QPSO算法的新型正交基神经网络提高了分数阶混沌时间序列预测的精度和速度,便于该预测模型的应用和推广。     

基于QPSO-RBF NN的混沌时间序列预测

提出一种基于量子粒子群优化算法训练径向基函数神经网络进行混沌时间序列预测的新方法.在确定径向基函数网络的隐层节点数后,将相应网络的参数,包括隐层基函数中心、扩展常数,以及输出权值和偏移编码成学习算法中的粒子个体,在全局空间中搜索具有最优适应值的参数向量.实例仿真证实了该方法的有效性.     

基于神经网络的混沌时间序列建模及预测

该文从相空间重构理论出发,讨论了基于神经网络的混沌时间序列建模及预测方法,并以Logistic方程产生的混沌时间序列作为研究对象,采用BP和RBF两种神经网络分别对其进行了仿真分析,实验结果表明:最大Lyapunov指数越大,可预测步长越短;基于RBF网络的混沌时间序列建模及预测效果优于BP网络。     

基于在线减法聚类的RBF神经网络结构设计

以设计最小径向基函数（RBF）神经网络结构为着眼点,提出一种在线RBF网络结构设计算法.该算法将在线减法聚类能实时跟踪工况的特性与RBF网络参数学习过程相结合,使得网络既能在线适应实时对象的变化又能维持紧凑的结构,有效地解决了RBF神经网络结构自组织问题.该算法只调整欧氏距离距实时工况最近的核函数,大大提高了网络的学习速度.通过对典型非线性函数逼近和混沌时间序列预测的仿真,表明所提出的算法具有良好的动态特性响应能力和逼近能力.     

基于云遗传的RBF神经网络的交通流量预测

以神经网络和混沌时间序列理论为基础,提出了一种基于云遗传的RBF神经网络优化算法。该算法利用云模型云滴的随机性和稳定倾向性的特点,由正态云模型的Y条件云发生器实现交叉操作,由基本云发生器实现变异操作,提高了遗传搜索的效率,精简了网络结构。将该算法应用到Logistic混沌时间序列和实测交通流时间序列进行算法的有效性验证,并与传统的RBF算法和遗传算法优化的RBF算法（GARBF）进行比较。仿真结果表明该算法对混沌时间序列和交通流预测的精度有较大提高,从而证明该算法在交通流时间序列预测领域的可行性和有效性。     

基于量子粒子群的全参数连分式混沌时间序列预测

针对传统混沌时间序列预测模型的复杂性、低精度性和低时效性的缺点, 在倒差商连分式基础上提出全参数连分式模型, 并利用量子粒子群优化算法优化模型参数, 将参数优化问题转化为多维空间上的函数优化问题. 以二阶强迫布鲁塞尔振子和三维二次自治广义Lorenz 系统为模型, 通过四阶Runge-Kutta 法产生混沌时间序列, 并利用基于量子粒子群优化算法的全参数连分式、BP 神经网络和RBF 神经网络分别对混沌时间序列进行单步和多步预测. 仿真结果表明, 基于量子粒子群优化算法的全参数连分式结构简单、精度高、效率高, 该预测模型可被推广和应用.

     

变结构径向基函数网络及其在混沌序列在线预测中的应用

为了利用径向基函数(RBF)神经网络对混沌序列进行精确和快速的在线预测,提出一种在线构造变结构RBF神经网络的序贯学习算法。该算法建立实时更新的滑动数据窗口,通过学习窗口内的数据对隐节点进行增加和删除,动态确定RBF神经网络隐节点的数目及中心位置,并对隐层至输出层的连接权值进行在线调整。该算法具有调节参数少、学习速度快以及所得网络结构精简等特点。将该网络用于Mackey-Glass混沌时间序列的在线预测实验,结果验证该算法对该混沌序列具有良好的在线动态辨识和预测性能。     

混沌RBF神经网络异常检测算法

针对传统神经网络异常检测算法的准确率问题,文中将混沌和RBF（Radial Basis Function）神经网络相结合,既可利用混沌的随机性、初值敏感性等特点,也可发挥RBF神经网络大规模并行处理、自组织自适应性等功能。文中对混沌时间序列进行相空间重构得到相空间向量,作为RBF神经网络的输入,通过RBF神经网络构建电力负荷序列的拟合函数,在此基础上进一步预测,比较预测值与真实值的偏差,从而判断检测信号是否为异常信号。实验结果表明,该方法相对其他算法预测精度更高,具有较好的异常检测能力。     

基于时间序列分析的航站楼安检旅客流量预测

对单位时间内通过安检的旅客流量进行预测是机场航站楼实时调控的重要依据,由此提出一种实时安检旅客流量预测方法,采用Wolf方法分析出安检旅客流量时间序列具有混沌特性;采用适用于混沌时间序列预测的遗传算法优化BP神经网络预测方法(GABP)预测安检旅客流量;分别设定时间尺度为2 min、5 min和10 min等,分析不同时间尺度对安检旅客流量预测精度的影响。基于北京首都国际机场T3航站楼实际安检旅客流量数据的实验结果表明,采用GABP神经网络对以2 min为时间尺度的安检旅客流量预测能取得较好的预测精准度。