一种基于神经网络的房价指数预测方法

房地产业是国民经济发展的重要支柱产业之一,因此,科学预测房地产价格指数具有十分重要的意义。将神经网络算法应用于房价指数预测,收集我国主要城市的房地产价格指数数据,使用SPSS Clementine软件进行分析。实验结果表明,该预测方法是可行的和有效的。     

基于小波神经网络的IP网络流量预测

采用小波神经网络对网络流量数据的时间序列进行建模与预测。针对BP神经网络预测准确率不太理想的情况,将小波理论引入BP神经网络,引用小波理论中多分辨分析技术对基于BP神经网络的模型进行改进,建立了基于小波神经网络的IP网络流量预测模型。该模型利用小波多分辨分析分解信号,再用已分解的信号序列来训练BP神经网络。实验结果表明,小波神经网络比BP神经网络对网络流量的预测结果精度更高、性能更好,利用小波神经网络预测网络流量是一种可行、有效的方法。     

基于小波神经网络的流量混沌时间序列预测

在Takens提出的相空间重构模型基础上,应用小波变换对其进行改进,充分考虑噪声对重构结果的影响。将小波神经网络混沌时间序列预测方法引入网络流量预测中,介绍小波神经网络的基本构造和学习方法。实验表明,与RBF神经预测方法相比,小波神经网络预测方法的逼近效果更好、误差更小。     

小波与神经网络相结合的网络流量预测模型

针对网络流量序列的非线性和多时间尺度特性,提出了一种将小波变换与人工神经网络相结合进行网络流量预测的新模型.该模型吸取了小波变换的多分辨功能和人工神经网络的非线性逼近能力,对流量时间序列进行小波分解,得到小波变换尺度系数序列和小波系数序列,分别使用RBF神经网络和Elman神经网络进行预测,把两种预测的结果通过BP神经网络合成为最终预测结果.用实际网络流量对该模型进行验证,结果表明,该模型具有较高的预测效果.     

基于相空间重构小波神经网络的短期覆冰预测

针对输电线路覆冰问题,提出一种基于相空间重构小波神经网络的短期覆冰预测模型。以云南昭通某110 kV输电线路覆冰厚度监测数据为基础,首先求取覆冰时间序列最大李雅普诺夫(Lyapunov)指数,对覆冰厚度进行非线性的动力学分析,确定序列具有混沌特性;其次由C-C法对系统进行相空间重构,找出数据变化的局部规律性;最后采用小波神经网络对相空间轨迹进行预测,并通过蚁群算法优化预测模型参数。实验表明:模型具有良好预测能力,对抗冰工作具有实际指导意义。     

太阳黑子数的小波包-小波网络混沌时序预测

太阳黑子是表征太阳活动的重要现象,影响地球、人体乃至生命环境.针对影响太阳黑子的因子难以确定的问题,引入小波包和混沌相空间重构子序列揭示太阳黑子时间序列的动力学及物理规律.该方法采用小波包分解原始时间序列,用混沌相空间重构恢复影响因子,并采用小波神经网络预测子序列,再经小波包重构获得太阳黑子的最终预测结果.其中小波神经网络采用自行开发的工具箱,其具有方便、收敛速度快、数据吞吐量大、预测精度高以及实用性强等特点,对推广小波神经网络应用具有重要作用,并为太阳黑子数的预测提供了一条新途径.     

基于熵的自适应门限小波去噪股市价格预测

本文针对传统软阈值法小波去噪采用统一门限而引起的过平滑问题,根据熵的特性,在各层自适应调整去噪门限,提出一种改进的小波去噪算法,采用Hurst指数和盒维数作为判决准则抑制过平滑。最后将算法应用于股市价格时间序列去噪,并用BP神经网络对去噪后的深发展A近20年的收盘价格进行了分段预测。仿真表明,本文方法与传统方法相比,误差明显减小,预测结果更为理想。     

基于多尺度分析和神经网络的时间序列预报

本文提出一种由小波变换和神经网络相结合,进行时间序列预报的新方法。其中,小波作为滤波部分对原始序列进行多尺度分解,产生更容易建模和预测的子序列,再把上述子序列作为神经网络的输入进行时域预报。该方法考虑原时间序列的频率特性,采用不同的神经网络进行预报。     

改进飞蛾捕焰算法在网络流量预测中的应用

传统BP神经网络对网络流量时间序列预测精度低和泛化能力弱。为此,提出一种新的优化BP神经网络的方法。通过小波包分解对网络流量进行多频段序列分解,并采用飞蛾纵横交叉混沌捕焰算法优化的神经网络,对各分解后的子序列进行预测,叠加各子序列的预测值,重构获取实际预测结果。仿真结果表明,与传统BP神经网络预测方法相比,该方法能捕获网络流量的变化规律,具有较好的预测精度、稳定性和泛化能力。     

基于改进小波神经网络的网络流量预测研究

采用小波神经网络对网络流量数据的时间序列进行建模与预测。针对传统小波神经网络训练算法的不足,提出了自适应量子粒子优化算法——AQPSO,用于训练小波神经网络,优化网络参数,建立基于AQPSO算法优化的小波网络预测模型。实验结果表明,该模型对网络流量的短期预测是有效可行的,并具有良好的收敛性和稳定性。     

一种网络流量预测的小波神经网络模型

结合小波变换和人工神经网络的优势,建立一种网络流量预测的小波神经网络模型。首先对流量时间序列进行小波分解,得到小波变换尺度系数序列和小波系数序列,以系数序列和原来的流量时间序列分别作为模型的输入和输出,构造人工神经网络并且加以训练。用实际网络流量对该模型进行验证,结果表明,该模型具有较高的预测效果。     

基于PCA和IFOA-BP神经网络的股价预测模型

针对基于BP神经网络的股票价格预测模型在价格预测时存在较大误差的问题,在BP神经网络方法的基础上引入了主成分分析方法(PCA)和改进的果蝇算法(IFOA),提出一种基于PCA-IFOA-BP神经网络的股票价格预测模型。通过PCA对股票历史数据进行降维,减少冗余信息;采用改进的果蝇算法优化BP神经网络的初始权值和阈值;建立基于PCA和IFOA-BP神经网络的股票价格预测模型。对上证指数股票价格数据进行仿真验证,仿真结果表明:在股票价格预测中,该模型比BP神经网络、PCA-BP和PCA-FOA-BP的预测精度更高,是一种有效可行的预测方法。     

A Wavelet Neural Network Based Non-linear Model Predictive Controller for a Multi-variable Coupled Tank System

In this paper, a novel real time non-linear model predictive controller(NMPC) for a multi-variable coupled tank system(CTS) is designed. CTSs are highly non-linear and can be found in many industrial process applications. The involvement of multi-input multi-output(MIMO) system makes the design of an effective controller a challenging task. MIMO systems have inherent couplings,interactions in-between the process input-output variables and generally have an complex internal structure. The aim of this paper is to design, simulate, and implement a novel real time constrained NMPC for a multi-variable CTS with the aid of intelligent system techniques. There are two major formidable challenges hindering the success of the implementation of a NMPC strategy in the MIMO case. The first is the difficulty of obtaining a good non-linear model by training a non-convex complex network to avoid being trapped in a local minimum solution. The second is the online real time optimisation(RTO) of the manipulated variable at every sampling time.A novel wavelet neural network(WNN) with high predicting precision and time-frequency localisation characteristic was selected for an MIMO model and a fast stochastic wavelet gradient algorithm was used for initial training of the network. Furthermore, a genetic algorithm was used to obtain the optimised parameters of the WNN as well as the RTO during the NMPC strategy. The proposed strategy performed well in both simulation and real time on an MIMO CTS. The results indicated that WNN provided better trajectory regulation with less mean-squared-error and average control energy compared to an artificial neural network. It is also shown that the WNN is more robust during abnormal operating conditions.     

基于改进的Elman神经网络的股价预测模型

Elman神经网络是一种典型的回归神经网络,比前向神经网络具有更强的计算能力,具有适应时变特性的能力,因而非常适用于对股市这一类极其复杂的非线性动力学系统进行预测。文中以深市A股中的个股中集集团(股票代号:000039)的共180天的实际收盘价的时间序列作为预测对象,提出基于改进的Elman神经网络的个股价格预测模型,实验结果取得较高的预测精度、较为稳定的预测效果和较快的收敛速度。这表明该预测模型对于个股价格的短期预测是可行和有效的。     

An expert system of price forecasting for used cars using adaptive neuro-fuzzy inference

An expert system for used cars price forecasting using adaptive neuro-fuzzy inference system (ANFIS) is presented in this paper. The proposed system consists of three parts: data acquisition system, price forecasting algorithm and performance analysis. The effective factors in the present system for price forecasting are simply assumed as the mark of the car, manufacturing year and engine style. Further, the equipment of the car is considered to raise the performance of price forecasting. In price forecasting, to verify the effect of the proposed ANFIS, a conventional artificial neural network (ANN) with back-propagation (BP) network is compared with proposed ANFIS for price forecast because of its adaptive learning capability. The ANFIS includes both fuzzy logic qualitative approximation and the adaptive neural network capability. The experimental result pointed out that the proposed expert system using ANFIS has more possibilities in used car price forecasting.     

基于ARIMA-BP组合模型的房地产价格预测方法研究

针对使用单一预测模型存在数据特征提取不充分,预测精度不高的问题,提出了一种基于ARIMA-BP组合模型的房地产价格预测方法。结合ARIMA模型处理线性问题的优势以及BP神经网络模型在非线性问题上的优势,利用误差方差加权平均训练法训练出最佳权重的组合并建立组合模型对某市区房地产价格和趋势预测进行实证分析。理论分析和实验结果表明,所提两者的组合模型有效解决了不能充分提取数据特征,预测精度不理想的问题,比单一预测模型能获得更准确的预测效果。     

Artificial neural network and wavelet neural network approaches for modelling of a solar air heater

This paper reports on a modelling study of new solar air heater (SAH) system by using artificial neural network (ANN) and wavelet neural network (WNN) models. In this study, a device for inserting an absorbing plate made of aluminium cans into the double-pass channel in a flat-plate SAH. A SAH system is a multi-variable system that is hard to model by conventional methods. As regards the ANN and WNN methods, it has a superior capability for generalization, and this capability is independent on the dimensionality of the input data’s. In this study, an ANN and WNN based methods were intended to adopt SAH system for efficient modelling. To evaluate prediction capabilities of different types of neural network models (ANN and WNN), their best architecture and effective training parameters should be found. The performance of the proposed methodology was evaluated by using several statistical validation parameters. Comparison between predicted and experimental results indicates that the proposed WNN model can be used for estimating the some parameters of SAHs with reasonable accuracy.     

Forecasting stock indices with back propagation neural network

Stock prices as time series are non-stationary and highly-noisy due to the fact that stock markets are affected by a variety of factors. Predicting stock price or index with the noisy data directly is usually subject to large errors. In this paper, we propose a new approach to forecasting the stock prices via the Wavelet De-noising-based Back Propagation (WDBP) neural network. An effective algorithm for predicting the stock prices is developed. The monthly closing price data with the Shanghai Composite Index from January 1993 to December 2009 are used to illustrate the application of the WDBP neural network based algorithm in predicting the stock index. To show the advantage of this new approach for stock index forecast, the WDBP neural network is compared with the single Back Propagation (BP) neural network using the real data set.     

基于粗糙集与支持向量机的企业短期贷款违约判别

建立了粗糙集和支持向量机集成的企业贷款违约判别模型,该模型首先利用自组织映射 (SOM)神经网络对具有连续属性值的财务数据进行离散处理,并应用遗传算法约简评价指标,然后将约简得到的最小条件属性集及相应的原始数据送入支持向量机进行训练,最后对企业短期贷款检验样本进行违约判别.采用贷款企业数据库558家制造业样本企业和522家房地产业样本企业进行交叉验证的实证研究,结果表明,与BP神经网络、多元判别分析、Logistic等违约判别模型相比,粗糙集和支持向量机集成的违约判别模型有更好的预测效果.     

ARIMA和RBF神经网络相融合的股票价格预测研究

针对股票价格的突变性、非线性和随机性,单一预测方法仅能描述股票价格片断信息等缺陷,提出一种股票价格组合预测模型。采用自回归移动平均模型（ARIMA）对股票价格进行预测,捕捉股票价格线性变化趋势。采用RBF神经网络对非线性、随机变化规律进行预测。将两者结果组合得到股票价格预测结果。采用组合模型对包钢股份（600010）股票收盘价进行仿真实验,结果表明,相对于单一预测模型,组合预测模型更加全面、准确刻画了股票价格的变化规律,提高了股票价格预测精度。