一种新型灰色预测模型在陀螺漂移预测中的应用研究

针对某型导弹的陀螺漂移趋势预测问题,提出1种基于经验模态分解（EMD）的新型灰色支持向量回归预测模型。该模型通过运用经验模态分解算法将陀螺漂移数据趋势项和随机项进行分离,然后分别运用灰色GM（1,1）和支持向量回归算法对这2种数据进行预测,最后将预测结果进行重构得出最终的预测值。给出了这种算法的具体步骤并将其应用到某型导弹陀螺漂移的预测中,仿真试验结果表明这种预测模型的有效性和可行性。     

基于SVM的大样本数据回归预测改进算法

针对支持向量机回归预测精度与训练样本尺寸不成正比的问题,结合支持向量机分类与回归算法,提出一种大样本数据分类回归预测改进算法。设计训练样本尺寸寻优算法,根据先验知识对样本数据进行人为分类,训练分类模型,基于支持向量机得到各类别样本的回归预测模型,并对数据进行预测。使用上证指数的数据进行实验,结果表明,支持向量机先分类再回归算法预测得到的均方误差达到12.4,低于人工神经网络预测得到的47.8,更远低于支持向量机直接回归预测得到的436.9,验证了该方法的有效性和可行性。     

基于ARIMA与SVM的国际铀资源价格预测

由于国际铀资源价格时间序列数据的非线性性与非平稳性,使用单一的预测模型很难捕捉到其综合趋势。为了进一步提高模型的预测精度,建立了基于差分自回归移动平均（ARIMA）和支持向量机SVM的组合预测模型,并用PSO算法对SVM模型中的参数进行优化。将该方法应用于实际铀资源价格预测,并与单一的ARIMA模型和SVM模型进行比较。仿真实验结果表明,该组合预测模型实现了对铀资源价格数据更为准确的预测。     

基于小波变换和AR-LSSVM的非平稳时间序列预测

提出一种基于二进正交小波变换和AR-LSSVM方法的非平稳时间序列预测方案.首先利用Mallat算法对非平稳时同序列进行分解和重构,分离出非平稳时间序列中的低频信息和高频信息;然后对高频信息构建自回归模型,对低频信息则用最小二乘支持向量机进行拟合;最后将各模型的预测结果进行叠加,从而得到原始序列的预测值.研究结果表明,该方法不仅能充分拟合低频信息,而且可避免对高频信息的过拟合.     

人工蜂群算法优化SVR的预测模型

针对人工蜂群算法存在的易陷入局部最优、收敛速度慢的缺点,引入当前最优食物源和惯性权重函数,对该算法的食物源更新方式进行改进;针对支持向量回归机的参数优化问题,将其转化为组合优化问题,并使用改进的人工蜂群算法进行优化求解,进而得到人工蜂群算法优化SVR的预测模型。以短期交通流量数据为例,将该模型的预测结果与蚁群算法优化的支持向量回归机（ACO-SVR）、粒子群算法优化的支持向量回归机（PSO-SVR）和未改进的蜂群算法优化的支持向量回归机（ABC-SVR）进行对比分析,结果表明该模型的预测效果最优且运行时间最短,具有更好的学习能力和推广能力。     

针对小规模数据集的多模型融合算法研究

目前,对小规模数据集进行预测时,主要使用传统机器学习算法,但传统单一模型预测效果不能达到预期准确率,且无法兼顾多项评价指标。因此,文中以小规模数据集为研究对象,融合决策树、逻辑回归、支持向量机三类模型,提出了一种多模型融合算法,并分析了其在小规模数据集上的应用效果。首先,简述了决策树、逻辑回归和支持向量机的算法原理;其次,使用决策树、逻辑回归和支持向量机作为基学习器并完成单独训练,将各模型输出结果用于下一阶段模型输入,同时使用最大似然估计迭代优化参数,从而完成多模型融合过程;最后,对数据集进行分析和处理,通过实验与单一模型进行指标对比。实验结果表明,多模型融合算法在预测精确率、召回率、准确率等方面有明显提升。     

基于深度神经向量机自回归的协同过滤算法

为发掘卷积神经网络在协同过滤预测中的潜力,针对神经自回归模型方法和支持向量机在深度学习中的优势,提出基于深度神经向量机自回归的协同过滤方法。通过将神经网络最后一层的激发函数替换为线性支持向量回归函数的方式,学习基于最小边缘的对数损失。在多个公开数据集上的实验结果表明,该算法在深度神经自回归对协同过滤问题实现较好预测的基础上,线性向量回归函数的使用能更好地提升预测效果。     

基于EMD和SVR的混合智能预测模型及实证研究

针对非平稳、非线性时间序列变化复杂、难以用单一智能方法进行有效预测的问题,提出一种新的基于经验模式分解和支持向量回归的混合智能预测模型。经验模式分解能将非平稳时间序列按其内在的时间特征尺度自适应地分解为多个基本模式分量,根据这些分量各自趋势变化的剧烈程度选择不同的核函数进行支持向量回归预测,对各预测分量进行加权组合,得到原始序列的准确预测值。实证研究表明对于非平稳、非线性时间序列的预测,不论是单步预测还是多步预测,该模型均能取得很好的预测效果。     

基于双重预测模型的非线性时间序列预测

在支持向量机( SVM)预测问题中,为了减小错误参数选取对预测结果的影响,提出了1种基于双重预测模型的非线性时间序列预测算法.该算法在充分考虑支持向量机参数对推广能力影响的基础上,分别利用自回归预测模型(AR)、自回归滑动平均模型( ARMA)、线性回归和决策树模型对SVM参数进行预测,将预测参数运用到SVM预测模型中...     

基于WLR和PSO-AFS-SVR的滚动轴承可靠度预测方法

在训练数据缺乏的情况下,为了提高支持向量回归机(SVR)对滚动轴承可靠度的预测精度,提出了一种基于威布尔线性回归(WLR)组合可靠度模型结合粒子群人工鱼群-支持向量回归机(PSO-AFS-SVR)的预测方法。首先,使用威布尔统计模型与线性回归（LR）的组合模型作为可靠度模型,利用测量滚动轴承振动信号的加速度计频谱,依据峰值频率分布的变化,分割其性能衰退的各个阶段,对每个阶段单独建模,以便最大程度地挖掘小样本信息;其次,采用k-折交叉验证(k-fold)的平均绝对误差(MAE)和平均相对误差(MAPE)之和作为适应度函数,利用PSO-AFS优化SVR参数,提高其泛化能力和预测精度;最后,采用滚动轴承全寿命周期试验数据进行了验证试验。试验结果表明,所提方法可以对滚动轴承的可靠度进行更准确的预测。     

基于AR_SVR模型的时间序列预测算法的研究

掌握农产品未来价格变化趋势,有利于正确引导农业生产,提出一种基于自回归与支持向量回归(auto regressive and support vector regression,AR_SVR)模型的非平稳时间序列预测方法.首先,利用AR模型对非平稳时间序列进行季节差分和差分,使其具有平稳性,然后给平稳序列定阶,最后用SVR模型拟合平稳序列,回推得出原始序列的预测值.实验结果表明,AR_SVR模型预测值与真实值很接近,具有较好的预测效果.     

A new hybrid correction method for short-term load forecasting based on ARIMA,SVR and CSA

Accurate load-forecasting problem is a significant and vital issue, especially in the new competitive electricity market. The models that are employed for forecasting purposes would determine how reliable the last forecasted results are. Therefore, this paper proposes a new hybrid correction method based on autoregressive integrated moving average (ARIMA) model, support vector regression (SVR) and cuckoo search algorithm (CSA) to achieve a more reliable forecasting model. The proposed method gets use of the autocorrelation function (ACF) and the partial ACF to search the stationary or non-stationary behaviour of the investigated time series. In the case of non-stationary data, it will be differenced one or more times to become stationary. After that, Akaike information criterion is utilised to find the appropriate ARIMA model such that the linear component of the data would be captured. Therefore, the ARIMA residuals would contain the non-linear components that should be modelled by use of the SVR model. The role of CSA as a successful optimisation algorithm is to find the optimal SVR parameters for more accurate forecasting. Meanwhile, a novel self-adaptive modification method based on CSA is proposed to empower the total search ability of the algorithm effectively. The proposed method is applied to the empirical peak load data of Fars Electrical Power Company in Iran.     

Support vector regression with chaos-based firefly algorithm for stock market price forecasting

Due to the inherent non-linearity and non-stationary characteristics of financial stock market price time series, conventional modeling techniques such as the Box–Jenkins autoregressive integrated moving average (ARIMA) are not adequate for stock market price forecasting. In this paper, a forecasting model based on chaotic mapping, firefly algorithm, and support vector regression (SVR) is proposed to predict stock market price. The forecasting model has three stages. In the first stage, a delay coordinate embedding method is used to reconstruct unseen phase space dynamics. In the second stage, a chaotic firefly algorithm is employed to optimize SVR hyperparameters. Finally in the third stage, the optimized SVR is used to forecast stock market price. The significance of the proposed algorithm is 3-fold. First, it integrates both chaos theory and the firefly algorithm to optimize SVR hyperparameters, whereas previous studies employ a genetic algorithm (GA) to optimize these parameters. Second, it uses a delay coordinate embedding method to reconstruct phase space dynamics. Third, it has high prediction accuracy due to its implementation of structural risk minimization (SRM). To show the applicability and superiority of the proposed algorithm, we selected the three most challenging stock market time series data from NASDAQ historical quotes, namely Intel, National Bank shares and Microsoft daily closed (last) stock price, and applied the proposed algorithm to these data. Compared with genetic algorithm-based SVR (SVR-GA), chaotic genetic algorithm-based SVR (SVR-CGA), firefly-based SVR (SVR-FA), artificial neural networks (ANNs) and adaptive neuro-fuzzy inference systems (ANFIS), the proposed model performs best based on two error measures, namely mean squared error (MSE) and mean absolute percent error (MAPE).     

基于CS-SVR模型的短期风电功率预测

为了提高短期风电功率预测精度,提出一种布谷鸟搜索算法(Cuckoo Search Algorithm, CS)优化支持向量回归(Support Vector Regression, SVR)机的预测方法,该方法首先根据上截断点和下截断点对输入数据进行预处理,剔除异常数据,之后以输入数据中的风速、平均风速、风机状态等属性数据作为SVR算法模型的输入,以风电功率数据作为SVR算法模型的输出,建立短期风电功率的SVR预测模型,针对SVR算法存在难以选择最优参数的缺点,提出采用布谷鸟算法优化SVR参数的方法,建立短期风电功率的CS-SVR预测模型。通过与SVR、PSO-SVR预测模型进行了对比仿真实验,实验结果表明,CS-SVR预测模型具有较高的预测精度。     

时变迭合AR模型的参数估计*

首次提出了时变迭合ＡＲ模型,该模型在实际应用中具有广泛的应用价值．应用两步最小二乘法和限定记忆递推最小二乘法,给出了模型中时变参数的递推估计算法,该算法仅依靠量测数据即能自适应进行．仿真计算及应用结果表明：算法能够自适应地跟踪量测数据模型参数的变化,效果是令人满意的．     

A two-stage architecture for stock price forecasting by integrating self-organizing map and support vector regression

Stock price prediction has attracted much attention from both practitioners and researchers. However, most studies in this area ignored the non-stationary nature of stock price series. That is, stock price series do not exhibit identical statistical properties at each point of time. As a result, the relationships between stock price series and their predictors are quite dynamic. It is challenging for any single artificial technique to effectively address this problematic characteristics in stock price series. One potential solution is to hybridize different artificial techniques. Towards this end, this study employs a two-stage architecture for better stock price prediction. Specifically, the self-organizing map (SOM) is first used to decompose the whole input space into regions where data points with similar statistical distributions are grouped together, so as to contain and capture the non-stationary property of financial series. After decomposing heterogeneous data points into several homogenous regions, support vector regression (SVR) is applied to forecast financial indices. The proposed technique is empirically tested using stock price series from seven major financial markets. The results show that the performance of stock price prediction can be significantly enhanced by using the two-stage architecture in comparison with a single SVR model.     

基于ARIMA模型的光纤陀螺随机漂移滤波方法研究

对光纤陀螺随机漂移输出进行了非平稳性检验,并建立了非平稳求和自回归滑动平均(ARIMA)模型,在此模型的基础上对光纤陀螺随机漂移进行卡尔曼(Kalman)滤波,并对滤波结果进行Allan方差分析。与基于自回归(AR)模型的Kalman滤波结果进行比较,实验结果表明:基于ARIMA模型的Kalman滤波比基于AR模型的Kalman滤波更能减小光纤陀螺的零偏不稳定性和角度随机游走。     

基于1D-CNN联合特征提取的轴承健康监测与故障诊断

针对特定机械设备构建数据驱动的故障诊断模型缺乏泛化能力,而轴承作为各型机械的共有核心部件,对其健康状态的判定对不同机械的衍生故障分析具有普适性意义.本文提出了一种基于1D-CNN联合特征提取的轴承健康监测与故障诊断算法.算法首先对轴承原始振动信号进行分区裁剪,裁剪获得的信号分区作为特征学习空间并行输入1D-CNN中,以提取各工况下的代表性特征域.为避免对故障重叠信息的处理,优先使用对健康状态敏感的特征域构建轴承健康状态判别模型,若健康状态判别模型识别轴承未处于健康状态,特征域将与原始信号联合重构,通过耦合自动编码器开展故障模式判定.使用凯斯西储大学的轴承数据开展实验,结果表明本文提出算法继承了深层学习模型的准确性和鲁棒性,具有较高的故障诊断精度和较低的诊断时延.