共查询到20条相似文献,搜索用时 85 毫秒
1.
介绍了相空间重构和基于支持向量机的时间序列预测建模技术,提出了基于小波和支持向量机的复杂时间序列预测方法,利用小波对复杂时间序列进行多尺度分解,对重构后的近似序列和细节序列分别利用支持向量机进行回归预测并将结果融合。对股票数据进行预测,试验结果表明该方法预测精度高于单尺度支持向量机和神经网络预测方法,可用于复杂非平稳时间序列的预测。 相似文献
2.
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。 相似文献
3.
4.
基于支持向量机的害虫多维时间序列预测* 总被引:1,自引:1,他引:0
针对害虫发生数据高度非线性特点导致传统方法预测准确率低的难题,提出一种基于支持向量机(SVM)的多变量自回归(CAR)的害虫时间预测方法(SVM_CAR)。SVM_CAR首先利用SVM以留一法的MSE最小化原则进行时间序列非线性定阶;然后用SVM对害虫发生的影响因子进行非线性筛选,并同时通过强制汰选给出各保留因子对预测结果的相对重要性;最后建立基于保留对预测结果影响较大因子的SVM_CAR预测模型。以大豆食心虫虫食率与晚稻第5代褐飞虱发生量两个实例数据集进行验证性实验,SVR-CAR比五种参比模型的预测精 相似文献
5.
基于时间序列的支持向量机在股票预测中的应用 总被引:1,自引:0,他引:1
由于股票预测是不确定、非线性、非平稳的时间序列问题,传统的方法往往难以取得满意的预测效果。本文提出一种基于时间序列的支持向量机(SVM)股票预测方法。利用沙河股份的股票数据,建立股票收盘价回归预测模型,该模型克服了传统时间序列预测模型仅局限于线性系统的情况。实验结果表明,该方法比神经网络方法以及时间序列方法的预测精度更高,可以很好的应用某些非线性时间序列的预测中。 相似文献
6.
7.
8.
9.
利用Oracle数据库中的数据挖掘选件(Oracle Data Mining,ODM),并使用存储在Oracle数据库中的时间序列数据,可构建预测时间序列未来值的支持向量机(Support Vector Machines,SVM)模型。建模时,需去除时间序列中的趋势,将目标属性标准化,确定包含延迟变量窗口的尺寸,利用机器学习方法,由时间序列历史数据得出SVM预测模型。与传统时间序列预测模型相比,SVM预测模型能够揭示时间序列的非线性、非平稳性和随机性,从而得到较高的预测精度。 相似文献
10.
根据分块矩阵计算公式和支持向量机核函数矩阵本身特点,在增量式最小二乘支持向量机算法的基础上,通过引入剪枝方法改善最小二乘支持向量机的稀疏性,并将这种方法应用于时间序列预测,试验表明这一方法在预测精度及速度上具有一定的优越性。 相似文献
11.
新型SVM对时间序列预测研究 总被引:2,自引:1,他引:2
In this paper, we present a new support vector machines-least squares support vector machines (LS-SVMs). While standard SVMs solutions involve solving quadratic or linear programming problems, the least squaresversion of SVMs corresponds to solving a set of linear equations, due to equality instead of inequality constraints in the problem formulation. In LS-SVMs, Mercer condition is still applicable. Hence several type of kernels such aspolynomial, RBF's and MLP's can be used. Here we use LS-SVMs to time series prediction compared to radial basisfunction neural networks. We consider a noisy (Gaussian and uniform noise)Mackey-Glass time series. The resultsshow that least squares support vector machines is excellent for time series prediction even with high noise. 相似文献
12.
13.
时序数据在时间维度上存在着很强的时间相关性,在时序预测中,利用时序数据的时间相关性特点,构造了一种适用于时序数据预测的时序核函数,实现了将时间相关性融合于支持向量机,并通过人工数据和真实数据验证了时序核函数解决时序预测问题的有效性,并与传统核函数相比具有较好的泛化能力。 相似文献
14.
15.
16.
Support vector machine (SVM), as an effective method in classification problems, tries to find the optimal hyperplane that
maximizes the margin between two classes and can be obtained by solving a constrained optimization criterion using quadratic
programming (QP). This QP leads to higher computational cost. Least squares support vector machine (LS-SVM), as a variant
of SVM, tries to avoid the above shortcoming and obtain an analytical solution directly from solving a set of linear equations
instead of QP. Both SVM and LS-SVM operate directly on patterns represented by vector, i.e., before applying SVM or LS-SVM
to a pattern, any non-vector pattern such as an image has to be first vectorized into a vector pattern by some techniques
like concatenation. However, some implicit structural or local contextual information may be lost in this transformation.
Moreover, as the dimension d of the weight vector in SVM or LS-SVM with the linear kernel is equal to the dimension d
1 × d
2 of the original input pattern, as a result, the higher the dimension of a vector pattern is, the more space is needed for
storing it. In this paper, inspired by the method of feature extraction directly based on matrix patterns and the advantages
of LS-SVM, we propose a new classifier design method based on matrix patterns, called MatLSSVM, such that the new method can
not only directly operate on original matrix patterns, but also efficiently reduce memory for the weight vector (d) from d
1 × d
2 to d
1 + d
2. However like LS-SVM, MatLSSVM inherits LS-SVM’s existence of unclassifiable regions when extended to multi-class problems.
Thus with the fuzzy version of LS-SVM, a corresponding fuzzy version of MatLSSVM (MatFLSSVM) is further proposed to remove
unclassifiable regions effectively for multi-class problems. Experimental results on some benchmark datasets show that the
proposed method is competitive in classification performance compared to LS-SVM, fuzzy LS-SVM (FLS-SVM), more-recent MatPCA
and MatFLDA. In addition, more importantly, the idea used here has a possibility of providing a novel way of constructing
learning model. 相似文献
17.
Davide Anguita Author VitaeAlessandro GhioAuthor Vitae Sandro Ridella Author Vitae 《Neurocomputing》2011,74(9):1436-1443
The Maximal Discrepancy (MD) is a powerful statistical method, which has been proposed for model selection and error estimation in classification problems. This approach is particularly attractive when dealing with small sample problems, since it avoids the use of a separate validation set. Unfortunately, the MD method requires a bounded loss function, which is usually avoided by most learning algorithms, including the Support Vector Machine (SVM), because it gives rise to a non-convex optimization problem. We derive in this work a new approach for rigorously applying the MD technique to the error estimation of the SVM and, at the same time, preserving the original SVM framework. 相似文献
18.
研究软件衰退问题,软件衰退数据存在大量噪声,传统预测方法难以消除噪声,预测精度低。为提高软件衰退预测精度,提出一种小波支持向量机的软件衰退预测方法。首先对收集软件衰退预测数据进行归一化处理,而后采用小波分析对数据进行分解,分解成多信尺度,而后采用支持向量机对软件衰退数据各个尺度系数分别进行预测,最后采用小波分析对各尺度系数预测结果进行重构,得到软件衰退预测的最终结果。仿真结果表明,相对传统预测方法,小波支持向量机提高了软件衰退预测精度,能够很好地预测软件衰退趋势。 相似文献
19.
在标准支撑矢量机算法中,其模型结构参数和核函数中的参数一般凭经验通过交叉验证的方法选择确定,缺乏理论基础,影响支撑矢量机的学习效果.针对这种局限性,文中利用人工免疫算法对支撑矢量机的参数进行优化.将待优化参数作为抗体,经过抗体克隆、变异和抑制等操作,找到最优抗体,即对应最优化参数的支撑矢量机模型.然后基于优化后的支撑矢量机利用惯性器件的历史数据,对其进行故障预报.仿真结果显示:该算法的故障预报误差小于标准支撑矢量机的预报误差.证明了免疫aiNet算法优化支撑矢量机模型参数的有效性,及优化模型在惯性器件故障预报中的有效性. 相似文献