共查询到20条相似文献,搜索用时 109 毫秒
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本文提出了一种基于局部回归神经网络的时间序列非线性预测分析方法,给出了新的非线性模型训练方法,并针对几类常见的时间序列。给出了实验结果。 相似文献
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本文提出了几种时间序列非线性模型,对这些模型的结构和训练方法作了分析和讨论,并针对几类常见的时间序列,给出了实验结果。 相似文献
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提出了一种专用于无线传感器网络流量预估的时间序列模型ATFA/WSN。ATFA/WSN可对未来工作周期内的网络流量进行预估,并根据预估值实现对网络路由、占空比、能耗等的自适应控制。对采集的流量数据经过NS2仿真实验进行预估并和原始流量对比,发现该模型预估的流量和原始值偏差很小,将其应用于SMAC协议的自适应占空比控制,取得了较好的节能效果。 相似文献
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基于时间序列分析的纪特邮票发行量预测 总被引:2,自引:0,他引:2
在调查了国家邮政局在纪特邮票发行过程中的具体操作和分析了纪特邮票数据本身的特点后,采用社会统计学中的时间序列分析法分析了我国近20年来纪特邮票预定量数据,提出了3个纪特邮票预定量的数学模型,预测了今后几年纪特邮票预定量数据。通过对数学模型的求解,获得一些纪特邮票发行内在规律,而这些规律对决策结构在决策过程中有一定的参考作用。 相似文献
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非线性时间序列的替代数据检验方法研究 总被引:10,自引:1,他引:9
目前,替代数据方法已逐渐成为时间序列的非线性成分检验中广为采用的一种方法。但对于具有同原始数据的均值和方差的线性相关高斯过程的零假设,通常产生相应替代数据的FT(FourierTransform)算法不能很好地重构原始数据的Fourier频谱。本文对替代数据方法进行了研究,提出了一种改进的FT算法,使得替代数据既具有原始数据的均值和方差,又具有原始数据的Fourier频谱。利用Gauss数据和logistic方程产生的混沌时间序列数据,证明本文提出的改进算法是可行的,所产生的替代数据是合适的。 相似文献
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基于广义径向基函数神经网络的非线性时间序列预测器 总被引:5,自引:0,他引:5
该文对传统的径向基函数(RBF)神经网络的结构和学习算法进行了总结,并在此基础上提出了广义径向基函数模型概念,使这种网络具有更好的应用灵活性与可扩充性。文章基于Mackey-Glass造血模型方程的数值解数据,对此广义模型与现有的RBF模型和梯度径向基函数(GRBF)模型对一笥时间序列预测问题的应用结果进行了比较与讨论,显示出这种广义模型的应用有效性。 相似文献
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We propose a procedure to forecast short time series with stable seasonal pattern. This new method is motivated by the observations that short time series arise in many situations for the fierce competition. The quantity to be predicted is a yearly accumulation assuming that the partially accumulated data within the year are available. A simple model is proposed to describe the relationship between the yearly accumulation and partial accumulation and analytic results are obtained for both the point prediction and the predicative distribution. A comparison will be conducted between this model and traditional time series forecasting model with data from telecommunication industry. This method works better than the traditional models when only small amount of data are available. It can also be applied to forecast individual observations with a proper disaggregation algorithm. 相似文献
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推荐系统的建立依赖用户的个人隐私信息,攻击者可以通过推荐的结果对用户的状态和行为进行预测.目前,虽然有对基于协同过滤近邻隐私保护的研究,但是对基于模型的隐私保护的关注度并不够高.差分隐私理论定义了一个相当严格的防攻击模型,通过添加噪声使数据失真达到隐私保护的目的,而且用户的兴趣存在兴趣漂移问题,对推荐效果造成影响,因此,提出基于差分隐私理论和时序理论构建基于模型的推荐系统.首先,根据差分隐私理论,给用户的评分数据增加小波动的符合Laplace分布的噪声,增大待分解矩阵的安全系数;然后,在随机梯度下降模型的基础上,将时序因子建模为时间权重,提高模型的准确性.实验证明该算法的准确性,并且为增强隐私研究提供了新的思路. 相似文献
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An automatic forecasting method is pro-posed concerning automation problem in the field of lin-ear time series forecasting. The method is on the basis of econometric theory and overcomes the difficulty to mine and forecast automatically with econometric models. The proposed algorithm is divided into 4 stages, i.e. preprocess-ing, unit root testing and stationary processing, modeling, and ultimately forecasting. Future values and trends would be estimated and forecasted precisely through the 4 stages of the algorithm according to input data without man-ual intervention. Experimental comparisons were made be-tween the proposed algorithm and the 2 data driven fore-casting algorithms, i.e. moving average method and Holt exponential smoothing method. It was demonstrated with the experimental results that automatic forecasting is fea-sible utilizing the proposed algorithm and higher accuracy can be acquired than these 2 data driven-based methods. 相似文献
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基于微粒群算法的LS—SVM时间序列预测 总被引:1,自引:0,他引:1
将微粒群算法引入到最小二乘支持向量机(LS-SVM)时间序列预测,建立预测模型。思路来自微粒群算法可以在超平面空间中实现优化搜索,因此,将微粒群算法中的微粒运动公式进行修正,从而实现对LS-SVM的训练。然后用训练过的LS-SVM进行预测,即得到最终结果。将此方法应用于销售量预测,结果表明,此模型有更高的预测精度,而且在不同的LS-SVM学习参数下模型的误差相对稳定。 相似文献
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Stock price forecasting is an important issue and interesting topic in financial markets.Because reasonable and accurate forecasts have the potential to generate high economic benefits,many researchers have been involved in the study of stock price forecasts.In this paper,the DWT-ARIMAGSXGB hybrid model is proposed.Firstly,the discrete wavelet transform is used to split the data set into approximation and error parts.Then the ARIMA(0,1,1),ARIMA(1,1,0),ARIMA(2,1,1)and ARIMA(3,1,0)models respectively process approximate partial data and the improved xgboost model(GSXGB)handles error partial data.Finally,the prediction results are combined using wavelet reconstruction.According to the experimental comparison of 10 stock data sets,it is found that the errors of DWT-ARIMA-GSXGB model are less than the four prediction models of ARIMA,XGBoost,GSXGB and DWT-ARIMA-XGBoost.The simulation results show that the DWT-ARIMA-GSXGB stock price prediction model has good approximation ability and generalization ability,and can fit the stock index opening price well.And the proposed model is considered to greatly improve the predictive performance of a single ARIMA model or a single XGBoost model in predicting stock prices. 相似文献