共查询到20条相似文献,搜索用时 15 毫秒
1.
提出一种基于独立成分分析(ICA)的最小二乘支持向量机(LS-SVM),用于时间序列的多步超前独立预测.用ICA估计预测变量中的独立成分(IC),用不含噪声的IC重新构建时间序列.利用 -最近邻法( -NN)减小训练集的规模,提出一种新的距离函数以降低LS-SVM训练过程的计算复杂度,并用约束条件对预测值进行后处理.使用基于ICA的LS-SVM、普通LS-SVM与反向传播神经网络(BP-ANN),对多个时间序列进行对比预测实验.实验结果表明,基于ICA的LS-SVM的预测性能优于普通LS-SVM和BP-ANN. 相似文献
2.
A drawback of traditional forecasting methods is that they can not deal with forecasting problems in which the historical data are represented by linguistic values. Using fuzzy time series to deal with forecasting problems can overcome this drawback. In this paper, we propose a new fuzzy time series model called the two-factors time-variant fuzzy time series model to deal with forecasting problems. Based on the proposed model, we develop two algorithms for temperature prediction. Both algorithms have the advantage of obtaining good forecasting results. 相似文献
3.
Multi-step time series forecasting (TSF) is a crucial element to support tactical decisions (e.g., designing production or marketing plans several months in advance). While most TSF research addresses only single-point prediction, prediction intervals (PIs) are useful to reduce uncertainty related to important decision making variables. In this paper, we explore a large set of neural network methods for multi-step TSF and that directly optimize PIs. This includes multi-step adaptations of recently proposed PI methods, such as lower–upper bound estimation (LUBET), its ensemble extension (LUBEXT), a multi-objective evolutionary algorithm LUBE (MLUBET) and a two-phase learning multi-objective evolutionary algorithm (M2LUBET). We also explore two new ensemble variants for the evolutionary approaches based on two PI coverage–width split methods (radial slices and clustering), leading to the MLUBEXT, M2LUBEXT, MLUBEXT2 and M2LUBEXT2 methods. A robust comparison was held by considering the rolling window procedure, nine time series from several real-world domains and with different characteristics, two PI quality measures (coverage error and width) and the Wilcoxon statistic. Overall, the best results were achieved by the M2LUBET neuroevolution method, which requires a reasonable computational effort for time series with a few hundreds of observations. 相似文献
4.
为解决复杂时间序列的预测问题,针对目前过程神经网络的输入为多个连续的时变函数,而许多实际问题的输入为多个序列的离散值,提出一种基于离散输入的过程神经网络模型及学习算法;并以太阳黑子数实际数据为例对太阳黑子数时间序列进行预测,仿真结果表明该模型具有很好的逼近和预测能力。 相似文献
5.
氮塞是空分过程的常见故障,粗氩塔冷凝器出口氩气含氩量是工业现场中指示氮塞是否发生的关键变量,对该变量进行准确的预测可以使氮塞故障的报警时间提前.本文采用多变量时间序列相空间重构的方法,建立了粗氩塔冷凝器出口氩气含氩量和其它过程变量之间的一步线性回归预测模型,以迭代方式获得多步预测的结果,并利用滑动窗口实现了模型参数的在线修正.通过某钢铁公司空分装置实际数据的建模与仿真,分析了相空间重构时嵌入维数以及预测步数的选取对最终预测结果的影响,即预测均方误差与嵌入维数成反比,与预测步数成正比.仿真结果同时表明,本文建立的模型能够较为准确地对空分过程关键变量进行预测,预测提前时间在4~5分钟之间. 相似文献
6.
对城市中发生的事件进行有效预测,可以为政府避免、控制或减轻相关的社会风险提供决策支撑.首先,提出基于积分求导法的条件强度函数式,提高序列预测精度;其次,构建基于递归神经网络和累积危险函数的时间点过程模型,通过递归神经网络捕获历史事件的非线性依赖关系,利用全连接网络获得累积危险函数;最后,选择具有代表性的合成数据集和真实... 相似文献
7.
Neural Computing and Applications - The financial time series is inherently nonlinear and hence cannot be efficiently predicted by using linear statistical methods such as regression. Hence,... 相似文献
8.
This paper proposes a novel type of higher-order pipelined neural network: the polynomial pipelined neural network. The proposed network is constructed from a number of higher-order neural networks concatenated with each other to predict highly nonlinear and nonstationary signals based on the engineering concept of divide and conquer. The polynomial pipelined neural network is used to predict the exchange rate between the US dollar and three other currencies. In this application, two sets of experiments are carried out. In the first set, the input data are pre-processed between 0 and 1 and passed to the neural networks as nonstationary data. In the second set of experiments, the nonstationary input signals are transformed into one step relative increase in price. The network demonstrates more accurate forecasting and an improvement in the signal to noise ratio over a number of benchmarked neural networks. 相似文献
9.
This paper describes the use of peak-to-peak (PTP) force diagrams for machining stability prediction and validates its suitability for milling processes where the workpiece is considerably more flexible than the machine-tool system. These diagrams result from numerous executions of a time domain simulation which includes both the tool and workpiece dynamics and a mechanistic force model. The applicability of the PTP force diagram is validated experimentally through peripheral milling tests of thin-walled structures. Measured and simulated cutting forces are compared. It is shown that the PTP diagrams offer the global stability information which is provided by the traditional lobe diagram, while preserving the detailed, local information provided by time domain simulation. 相似文献
11.
针对非线性非高斯时间序列, 提出观测噪声服从隐马尔可夫模型(HMM)的径向基函数(RBF)神经网络(RBF-HMM)预测模型, 其特点在于模型输入包含误差反馈项、RBF网络隐含层节点数的可变性和观测噪声的隐马尔可夫性; 并采用序列蒙特卡罗(SMC)方法实现基于RBF-HMM模型的时间序列在线预测. 最后采用太阳黑子数平滑月均值数据和CRU国际钢材价格指数月数据进行实证研究, 结果表明该模型的有效性. 相似文献
12.
Prediction on complex time series has received much attention during the last decade. This paper reviews least square and radial basis function based predictors and proposes a support vector regression (SVR) based local predictor to improve phase space prediction of chaotic time series by combining the strength of SVR and the reconstruction properties of chaotic dynamics. The proposed method is applied to Hénon map and Lorenz flow with and without additive noise, and also to Sunspots time series. The method provides a relatively better long term prediction performance in comparison with the others. 相似文献
13.
加权一阶局域预测法是目前最常用的一种混沌时间序列预测方法。基于延迟坐标相空间重构理论,提出了混沌时间序列改进的加权一阶局域预测法。仿真结果表明该方法的多步预测性能与一步预测性能明显好于加权一阶局域预测法的多步预测性能与一步预测性能。 相似文献
14.
Similarity measures are becoming increasingly commonly used in comparison of multiple datasets from various sources. Semblance filtering compares two datasets on the basis of their phase, as a function of frequency. Semblance analysis based on the Fourier transform suffers from problems associated with that transform, in particular its assumption that the frequency content of the data must not change with time (for time-series data) or location (for data measured as a function of position). To overcome these problems, semblance is calculated here using the continuous wavelet transform. When calculated in this way, semblance analysis allows the local phase relationships between the two datasets to be studied as a function of both scale (or wavelength) and time. Semblance analysis is demonstrated on synthetic datasets and on gravity and aeromagnetic data from the Vredefort Dome, South Africa. Matlab source code is available from the IAMG server at www.iamg.org. 相似文献
15.
The long term prediction of non-linear dynamical time series, based on identified multiresolution wavelet models, from historically observed data sets is investigated and a new direct prediction approach is introduced. Prediction results based on the new direct scheme are compared with those from iterative methods and it is shown that improved predictions can be obtained using the new approach. 相似文献
16.
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. 相似文献
17.
符号化聚集近似是一种有效的时间序列数据离散化降维方法,为了扩展非等维符号化时间序列相似性度量的解决方案,提出了一种新方法。首先将关键点提取技术应用在符号化算法中对时间序列进行降维处理,然后利用文中提出的方法对非等长的时间序列进行局部等维处理,再符号化;最后采用不同的方法进行相似度对比计算。实验结果表明,这种方法是简单而有效的,并且使非等长符号化时间序列的相似性度量及聚类方法得到了拓展。 相似文献
18.
颤振是刀具与工件之间剧烈的自激振动,是影响工件表面质量与刀具磨损的重要因素。通过高速铣削试验,对加工过程中铣削力与振动信号进行分析,给出了一种通过监测加工过程中信号功率谱能量比变化来识别颤振的方法。试验结果表明:颤振发生时信号功率谱最主要的特性是在主轴转动频率、切削频率及其谐波两边等间距处会出现相应的颤振频率,当主颤振频率处的能量超过一定的阈值时,加工系统颤振,否则,无颤振。建立了颤振动力学模型,通过试验获得了铣削系统频响函数和铣削力系数,绘制了铣削加工稳定性曲线。结合提出的颤振识别方法,验证了动力学模型的准确性,可为实际加工中合理选择加工参数和颤振监测提供参考。 相似文献
19.
This research proposes the three schemes of estimating and adding mid-terms to multivariate time series. In this research, the back propagation is adopted as the approach to multivariate time series prediction. It is traditionally designed for the task with the two models: separated model and combined model. In the proposed version of time series prediction systems, the mid-term estimator is added as the additional module to the traditional version. It is validated empirically that the three VTG (Virtual Term Generation) schemes are effective on using the back propagation for multivariate time series prediction on the four test data sets: three artificial one and a real test one. 相似文献
20.
There exists a wide range of paradigms, and a high number of different methodologies that are applied to the problem of time series prediction. Most of them are presented as a modified function approximation problem using input/output data, in which the input data are expanded using values of the series at previous steps. Thus, the model obtained normally predicts the value of the series at a time ( t+ h) using previous time steps ( t- τ1),( t- τ2),…,( t- τn). Nevertheless, learning a model for long term time series prediction might be seen as a more complicated task, since it might use its own outputs as inputs for long term prediction (recursive prediction). This paper presents the utility of two different methodologies, the TaSe fuzzy TSK model and the least-squares SVMs, to solve the problem of long term time series prediction using recursive prediction. This work also introduces some techniques that upgrade the performance of those advanced one-step-ahead models (and in general of any one-step-ahead model), where they are used recursively for long term time series prediction. 相似文献
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