| 基于小波的支持向量机预测模型及应用 |
| |
| 引用本文： | 唐亮贵,程代杰. 基于小波的支持向量机预测模型及应用[J]. 计算机科学, 2006, 33(3): 202-204 |
| |
| 作者姓名： | 唐亮贵 程代杰 |
| |
| 作者单位： | 重庆大学计算机学院,重庆,400044;重庆工商大学计算机学院,重庆,400067;重庆大学计算机学院,重庆,400044 |
| |
| 基金项目： | 重庆市科技攻关项目;同济大学校科研和教改项目 |
| |
| 摘 要： | 基于统计学习的预测方法在一定程度上依赖于大量数据的基础假设,但在实际应用中时间序列样本往往是有限的,论文提出了一种基于小波的支持向量机预测模型(WSVMFM)。通过小波框架的平移所生成的平方可积空间中的一组完备的基可以构造为支持向量机(SVM)的核函数,而采用该核函数的 SVM(WSVM)可以逼近平方可积空间中的任意函数,从而提高学习和预测效率。将该预测模型应用于基于多智能代理的电子商务交易模型中可较好地解决交易状态表示及预测等问题。
|
| 关 键 词： | 小波框架 支持向量机 预测模型 电子商务交易模型 |
A Forecasting Model via Support Vector Machines Based on Wavelets |
| |
| TANG Liang-Gui,CHENG Dai-Jie. A Forecasting Model via Support Vector Machines Based on Wavelets[J]. Computer Science, 2006, 33(3): 202-204 |
| |
| Authors: | TANG Liang-Gui CHENG Dai-Jie |
| |
| Affiliation: | 1. School of Computer Science, Chongqing University, Chongqing 400044;2. Department of Computer Science, Chongqing Technology and Business University, Chongqing 400067 |
| |
| Abstract: | The forecasting method based on statistic learning depends on the basic hypothesis of mass data,but in the really application,the time serial sample always is limited,this paper puts forward a forecasting model via support vec- tor machines based wavelets(WSVMFM).A set of maturity radix in square accumulated space generated by smooth shifting the frame of wavelets could construct the kernel function of SVM,and that the WSVM can approach any func- tion in square accumulated space.Sequentially improve the efficiency of learning and forecasting.This paper also vali- dated the model's correctness and it's validity by experiment and simulation. |
| |
| Keywords: | Frame of wavelets Support vector machine Forecasting model Electronic business tradeoff model |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
点击此处可从《计算机科学》下载全文 |
|
