基于改进Elmam神经网络的网络流量预测模型

提出了一种改进Elman动态回归神经网络,在此基础上建立了一种网络流量预测模型,该模型相对于传统的线性模型和BP神经网络模型具有更高的预测精度和更好的自适应性,利用某大学校园网统计得到的实际网络流量数据进行仿真实验,结果表明该模型具有良好的预测效果。     

基于LSTM网络的Web软件系统实时剩余寿命预测

Web软件系统剩余使用寿命的预测精度是影响Web软件系统抗衰决策的重要方面, 为此, 提出了一种基于长短期记忆网络的Web软件系统实时剩余寿命预测方法. 首先搭建加速寿命测试实验平台, 收集反映Web软件系统老化趋势的性能指标, 然后根据该指标数据的时序特性, 建立了一种基于长短时记忆网络(LSTM)的Web软件系统实时剩余寿命预测模型, 并对该模型进行了训练. 实验结果表明, 该预测模型能够有效对Web软件系统的剩余寿命进行实时预测, 具有更好的准确性和适用性. 将所提模型应用于Web软件系统寿命预测中, 能够有效完成预测, 该方法为优化系统抗衰决策提供了技术支撑.     

基于正则化模糊神经网络的油井压裂效果预测

论文考虑了一种五层结构的正则化模糊神经网络模型,针对网络结构的优化问题给出了该网络模型规则层节点的选取方法和相应的反传播学习规则。同时利用该网络模型对油井压裂的效果进行了预测,起到了辅助决策的作用。实际资料处理结果表明此网络模型对油井压裂效果预测问题具有良好的实用性。     

基于多步优化GM(1,1)模型的云计算资源负荷短期预测

论述了云计算资源负荷的特征及其短期预测的作用。首先利用多项式回归模型对GM(1,1)的预测结果进行一次优化,然后使用马尔科夫链对一次优化后的模型进行二次优化,最后运用布谷鸟搜索算法对二次优化后的灰色预测模型进行再度优化,建立基于多步优化的改进GM(1,1)灰色预测模型。实验结果表明,与其他预测模型相比,在云计算环境下的资源负荷短期预测应用中,该模型具有更高的预测精度,表现出良好的预测性能。所提方法能为云计算资源的高效调度和管理提供决策支持。     

基于邻域三支决策粗糙集模型的软件缺陷预测方法

基于已有软件缺陷数据,建立分类模型对待测软件模块进行预测,能够提高测试效率和降低测试成本。现有基于机器学习方法对软件缺陷预测的研究大部分基于二支决策方式,存在误分率较高等问题。本文针对软件缺陷数据具有代价敏感特性且软件度量取值为连续值等特性,提出了一种基于邻域三支决策粗糙集模型的软件缺陷预测方法,该方法对易分错的待测软件模块作出延迟决策,和二支决策方法相比,降低了误分类率。在NASA软件数据集上的实验表明所提方法能够提高分类正确率并减小误分类代价。     

决策系统故障预测中控制上界的确定方法

论文在基于统计方法的基础上提出了一种根据数据集合本身的统计特性确定决策系统故障预测控制上限的计算方法。该算法利用决策系统故障状态的影响因素的观测数据本身的统计特性对数据进行分析,在对原始数据进行归一化处理之后,通过误差平方和的计算给出了决策系统故障预测控制上限的计算模型和故障预测的流程图设计。该模型充分考虑了系统本身的运行情况,极大的改善了控制上限给定的客观性。分析表明,这种模型是有效的。     

组合预测模型在猪肉价格预测中的应用研究

本文在分析了神经网络、灰系统和时间序列预测模型的基础上,设计了将其中两种模型组合的预测方法。该方法的主要思想是利用回归预测思想将预测分为因素预测和结果预测两部分,并分别采用不同预测模型进行预测,从而达到提高预测精度的目的。利用该方法对吉林省近期的生猪价格进行预测,实验结果表明,该方法比单个预测方法有更好的预测效果,并且通过对不同组合的实验结果的分析发现,灰系统与神经网络相结合的方法具有更高的预测精度。     

基于ARIMA与BP的水利工程投资预测模型研究

为了提高时间序列短期预测的精度,提出了把ARIMA模型和BP神经网络模型进行组合预测的思路.将该组合模型应用在南水北调在建工程项目投资预测中,利用多种定阶准则对不同ARIMA模型的预测效果进行比较,指出多种定阶准则各有利弊;然后利用BP神经网络将不同ARIMA模型预测值进行进一步组合预测.实验结果表明,组合模型充分发挥了两种模型各自的优势,比单一的预测方法具有更高的精度,在时间序列短期预测中预测效果良好.     

带权重变化和决策融合的ELM在线故障检测

在线极限学习机对样本数据分批或分块地学习,适用于分析生产过程的在线数据,进而检测生产过程的故障.为了提高检测的准确性和快速性,提出一种权重变化和决策融合的极限学习机(ELM)在线故障检测方法.该方法在学习过程中增加被当前数据监控模型错误预测的新样本权重,同时在数据监控模型中引入决策级融合的方法,提高模型的综合决策能力.利用UCI数据集和TE过程进行仿真实验对比,对比结果表明所提出的方法在训练时间和检测准确率上都具有很好的性能.     

基于多重分数差分和AR模型的网络流量预测

网络流量的分析、模型仿真以及流量的预测,在网络管理和设计中起着很重要的作用,提出了一种利用多重分数差分与自回归模型进行网络流量建模和预测的新方法.通过多重分数差分的消除长相关序列中的长相关特性,得到多条短相关信号和一条趋势项,分别利用AR模型进行定阶、参数估计及预测操作,用实际网络流量对该模型进行验证,实验表明,该方法比传统的预测方法具有更好的预测效果.     

Planning stock portfolios by means of weighted frequent itemsets

Planning stock portfolios is a challenging task, because investors have to forecast stock market trends. To limit losses due to wrong forecasts a common strategy is diversification, which consists in buying stocks belonging to different sectors/markets to spread bets across different assets. Since the amount of stock market data is continuously growing, an appealing research strategy is to first apply data mining algorithms to discover significant patterns from potentially large stock datasets and then exploit them to support investor decision-making.This article presents an itemset-based approach to supporting buy-and-hold investors in technical analyses by automatically identifying promising sets of high-yield yet diversified stocks to buy. Specifically, it investigates the use of itemsets to generate stock portfolios from historical stock data and recommend them for buy-and-hold investments. To achieve this goal, it analyzes stock market datasets, which contain for each stock the closing prices on different trading days. Datasets are enriched with (analyst-provided) taxonomies, which are used to classify stocks as the corresponding sectors. Unlike previous approaches, it generates a model composed of a subset of potentially interesting itemsets, which are then used to support investors in decision-making. The selected itemsets represent promptly usable stock portfolios satisfying expert’s requirements on minimal average return and minimal level of diversification across sectors.The experiments performed on real stock datasets acquired under different market conditions demonstrate the effectiveness of the proposed approach compared to real stock funds.     

Financial time series forecasting using LPP and SVM optimized by PSO

In this paper, a predicting model is constructed to forecast stock market behavior with the aid of locality preserving projection, particle swarm optimization, and a support vector machine. First, four stock market technique variables are selected as the input feature, and a slide window is used to obtain the input raw data of the model. Second, the locality preserving projection method is utilized to reduce the dimension of the raw data and to extract the intrinsic feature to improve the performance of the predicting model. Finally, a support vector machine optimized using particle swarm optimization is applied to forecast the next day’s price movement. The proposed model is used with the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better than other models in the areas of prediction accuracy rate and profit.     

Surveying stock market forecasting techniques – Part II: Soft computing methods

The key to successful stock market forecasting is achieving best results with minimum required input data. Given stock market model uncertainty, soft computing techniques are viable candidates to capture stock market nonlinear relations returning significant forecasting results with not necessarily prior knowledge of input data statistical distributions. This paper surveys more than 100 related published articles that focus on neural and neuro-fuzzy techniques derived and applied to forecast stock markets. Classifications are made in terms of input data, forecasting methodology, performance evaluation and performance measures used. Through the surveyed papers, it is shown that soft computing techniques are widely accepted to studying and evaluating stock market behavior.     

A comparative study of artificial neural networks,and decision trees for digital game content stocks price prediction

Precise prediction of stock prices is difficult chiefly because of the many intervening factors. Unpredictability is particularly notable in the aftermath of the global financial crisis. Data mining may however be used to discover highly correlated estimation models. This study looks at artificial neural networks (ANN), decision trees and the hybrid model of ANN and decision trees (hybrid model), the three common algorithm methods used for numerical analysis, to forecast stock prices. The author compared the stock price forecasting models derived from the three methods, and applied the models on 10 different stocks in 320 data sets in an empirical forecast. Average accuracy of ANN is 15.31%, the highest, in terms of match with real market stock prices, followed by decision trees, at 14.06%; hybrid model is 13.75%. The study also discovers that compared to the other two methods, ANN is a more stable method for predicting stock prices in the volatile post-crisis stock market.     

Stock Trading Using RSPOP: A Novel Rough Set-Based Neuro-Fuzzy Approach

This paper investigates the method of forecasting stock price difference on artificially generated price series data using neuro-fuzzy systems and neural networks. As trading profits is more important to an investor than statistical performance, this paper proposes a novel rough set-based neuro-fuzzy stock trading decision model called stock trading using rough set-based pseudo outer-product (RSPOP) which synergizes the price difference forecast method with a forecast bottleneck free trading decision model. The proposed stock trading with forecast model uses the pseudo outer-product based fuzzy neural network using the compositional rule of inference [POPFNN-CRI(S)] with fuzzy rules identified using the RSPOP algorithm as the underlying predictor model and simple moving average trading rules in the stock trading decision model. Experimental results using the proposed stock trading with RSPOP forecast model on real world stock market data are presented. Trading profits in terms of portfolio end values obtained are benchmarked against stock trading with dynamic evolving neural-fuzzy inference system (DENFIS) forecast model, the stock trading without forecast model and the stock trading with ideal forecast model. Experimental results showed that the proposed model identified rules with greater interpretability and yielded significantly higher profits than the stock trading with DENFIS forecast model and the stock trading without forecast model.     

A model of portfolio optimization using time adapting genetic network programming

This paper describes a decision-making model of dynamic portfolio optimization for adapting to the change of stock prices based on an evolutionary computation method named genetic network programming (GNP). The proposed model, making use of the information from technical indices and candlestick chart, is trained to generate portfolio investment advice. Experimental results on the Japanese stock market show that the decision-making model using time adapting genetic network programming (TA-GNP) method outperforms other traditional models in terms of both accuracy and efficiency. A comprehensive analysis of the results is provided, and it is clarified that the TA-GNP method is effective on the portfolio optimization problem.     

基于改进回声状态神经网络的个股股价预测

当今社会股价预测是研究的热门问题,人们越来越关注对股价预测模型的建立,提高股价预测的精度对股票投资者有实际的应用价值.目前股价的预测方法层出不穷,其中较为典型的有传统的技术分析和ARMA模型等.为了提升预测的精度,同时考虑到股市的非线性,本文提出一种改进的回声状态神经网络的个股股价预测模型,针对回声状态神经网络(ESN)泛化能力不强的特点,应用改进的粒子群算法(GTPSO)对回声状态神经网络(ESN)的输出连接权进行搜索,最终得到最优解,即ESN的最优输出连接权, GTPSO算法概括来说就是在传统粒子群算法(PSO)的基础上引入禁忌搜索算法(TS)中禁忌的思想和遗传算法(GA)中变异的思想,从而降低PSO在学习过程中陷入局部最小值的状况,同时提高PSO搜寻全局的能力.将预测模型用于个股每日收盘价预测中,使用每10天的收盘价预测第11天的收盘价.通过实验验证了模型的正确性,实验证实,该模型拥有较好的预测效果.     

基于神经网络集成学习算法的金融时间序列预测

本文在传统神经网络(NN)、循环神经网络(RNN)、长短时记忆网络(LSTM)与门控循环单元(GRU)等神经网络时间预测模型基础上, 进一步构建集成学习(EL)时间序列预测模型, 研究神经网络类模型、集成学习模型和传统时间序列模型在股票指数预测上的表现. 本文以16只A股和国际股票市场指数为样本, 比较模型在不同预测期间和不同国家和地区股票市场上的表现.本文主要结论如下: 第一, 神经网络类时间序列预测模型和神经网络集成学习时间序列预测模型在表现上显著稳健优于传统金融时间序列预测模型, 预测性能提高大约35%; 第二, 神经网络类模型和神经网络集成学习模型在中国和美国股票市场上的表现优于其他发达国家和地区的股票市场.     

灰色算法在股票价格预测中的应用

股市投资已经成为人们生活中的重要组成部分,在股票市场中人们最关心的就是股票价格的变化.为了更精确的预测股票价格,得到更合理的股票投资意见.文章中提出了利用灰色系统理论对股票价格进行预测,并且利用残差修正预测结果的方法.根据灰色系统理论建立数学模型,利用得到的股票价格求得具体的预测模型及其预测结果,然后对所得结果进行残差修正以得到更精确的股票价格.文章中对华工股票价格进行预测后,发现利用灰色理论对股票价格预测,具有较高的精确度和应用价值.     

A GA-weighted ANFIS model based on multiple stock market volatility causality for TAIEX forecasting

Stock market forecasting is important and interesting, because the successful prediction of stock prices may promise attractive benefits. The economy of Taiwan relies on international trade deeply, and the fluctuations of international stock markets will impact Taiwan stock market. For this reason, it is a practical way to use the fluctuations of other stock markets as forecasting factors for forecasting the Taiwan stock market. In this paper, the proposed model uses the fluctuations of other national stock markets as forecasting factors and employs a genetic algorithm (GA) to refine the weights of rules joining in an ANFIS model to forecast the Taiwan stock index. To evaluate the forecasting performances, the proposed model is compared with four different models: Chen's model, Yu's model, Huarng's model, and the ANFIS model. The results indicate that the proposed model is superior to the listing methods in terms of the root mean squared error (RMSE).