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基于光滑支持向量机的机械振动时间序列分析
引用本文:韩璞,张超,王东风. 基于光滑支持向量机的机械振动时间序列分析[J]. 华北电力大学学报(自然科学版), 2008, 35(2): 61-65
作者姓名:韩璞  张超  王东风
作者单位:华北电力大学控制科学与工程学院,河北,保定,071003;华北电力大学,电站设备状态监测与控制教育部重点实验室,河北,保定,071003
基金项目:华北电力大学校科研和教改项目
摘    要:时间序列分析方法是动态系统建模的重要手段,传统的序列预测方法如统计和神经网络并不适用于复杂的非线性系统,为此引入了一种新的基于支持向量回归(SVR)的时间序列分析方法。为了降低计算的复杂度,采用了光滑化方法对SVR的基本算法进行改进,并应用于汽轮机振动数据序列,尝试建立汽轮机组振动状态模型。仿真结果表明:光滑支持向量回归(SSVR)算法具有良好的预测性能。与传统的时间序列预测方法(如神经网络)相比,SSVR算法具有更高的收敛速度和更好的拟合精度,有效地扩展了SVR的应用范围。

关 键 词:时间序列分析  支持向量机  回归  光滑化方法  汽轮机  预测
文章编号:1007-2691(2008)02-0061-05
修稿时间:2007-07-06

Time series analysis of mechanical vibration based on smooth support vector machine
HAN Pu,ZHANG Chao,WANG Dong-feng. Time series analysis of mechanical vibration based on smooth support vector machine[J]. Journal of North China Electric Power University, 2008, 35(2): 61-65
Authors:HAN Pu  ZHANG Chao  WANG Dong-feng
Abstract:Time series analysis is an important means of dynamic system modeling, but traditional series prediction methods such as statistics and neural network are not fit for complicated non-linear system.Therefore,a new method of time series prediction based on support vector regression(SVR) was introduced to resolve the problem of complicated non-linear system modeling.For the purpose of reducing calculation complexity,smooth arithmetic was imported to improve standard arithmetic of SVR.This new method was used to build vibrating model of turbine system.The results of simulation indicate that smooth support vector regression(SSVR) has excellent performance on time series prediction.Compared with traditional time series prediction method such as neural network,SSVR has faster convergence speed and higher fitting precision,which effectively extends the application of SVR.
Keywords:time series analysis  support vector machine  regression  smooth method  turbine  prediction
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