| 稀疏贝叶斯及其在时间序列预测中的应用 |
| |
| 引用本文： | 张旭东,陈锋,高隽,方廷健.稀疏贝叶斯及其在时间序列预测中的应用[J].控制与决策,2006,21(5):585-588. |
| |
| 作者姓名： | 张旭东 陈锋 高隽 方廷健 |
| |
| 作者单位： | 中国科技大学,自动化系,合肥,230027;合肥工业大学,计算机与信息学院,合肥,230009;中国科技大学,自动化系,合肥,230027;合肥工业大学,计算机与信息学院,合肥,230009 |
| |
| 基金项目： | 国家自然科学基金项目（60175011, 60375011）;中国科技大学科学研究发展基金项目（030501F）. |
| |
| 摘 要： | 阐述了稀疏贝叶斯方法在时间序列预测中应用的理论基础,将稀疏贝叶斯方法应用于Logistic方程产生的混沌时间序列和发动机油滑数据的预测,并与支持向量机（SVM）和RBF神经网络时间序列预测进行了比较.实验结果表明,稀疏贝叶斯方法不仅具有SVM的性能,而且比SVM使用更少的核函数,取得了较好的预测效果.
|
| 关 键 词： | 稀疏贝叶斯 支持向量机 非线性预测 RBF神经网络 |
| 文章编号： | 1001-0920（2006）05-0585-04 |
| 收稿时间： | 2005-03-15 |
| 修稿时间： | 2005-05-10 |
Sparse Bayesian and Its Application to Time Series Forecasting |
| |
| ZHANG Xu-dong,CHEN Feng,GAO Jun,FANG Ting-jian.Sparse Bayesian and Its Application to Time Series Forecasting[J].Control and Decision,2006,21(5):585-588. |
| |
| Authors: | ZHANG Xu-dong CHEN Feng GAO Jun FANG Ting-jian |
| |
| Affiliation: | 1. Department of Automation,University of Science and Technology of China, Hefei 230027, China; 2. Department of Computer and Information, Hefei University of Technology, Hefei 230009, China. |
| |
| Abstract: | The basic theoretic analysis of sparse Bayesian method in time series forecasting is introduced.Chaotic time series produced by Logistic equation and some type of engine lubrication time series are used for feasibility validation.In order to show its superiority,support vector machine(SVM) and RBF neural networks forecaster are also used during numerical simulations.Examples show that sparse Bayesian classification achieves comparable recognition accuracy to the SVM,and also requires substantially fewer kernel functions.Experimental results show the better performance in forecasting. |
| |
| Keywords: | Sparse Bayesian classification Support vector machine Nonlinear forecasting RBF neural network |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《控制与决策》浏览原始摘要信息 |
|
点击此处可从《控制与决策》下载全文 |
|
