基于二次优化BP神经网络的期货价格预测

针对BP算法存在的不足,结合神经网络、遗传算法和主成分分析的优点,提出基于二次优化BP神经网络的期货价格预测算法.初次优化采用主成分分析法对网络结构进行优化,第二次优化采用自适应遗传算法对网络参数进行优化,将经过二次优化后建立的BP神经网络模型用于期货价格预测.经仿真检验,用新方法建立的模型对期货价格进行预测,在预测的精度和速度方面都优于单纯BP神经网络模型.     

基于神经网络算法的海南旅游需求测估模型

在详细调查海南旅游相关数据的前提下,先建立模型对海南旅游需求进行了预测,然后分析了影响旅游需求的主要因素.先用GM(1,1)灰色模型对海南省旅游人数进行预测,并用马尔科夫链修正误差,在灰色模型的基础上进行了优化.进一步,我们将灰色模型与BP神经网络模型结合起来进行预测,并针对BP网络输入层提供了2种方法:三年滚动预测、多因素预测.得出结论:海南旅游人数还将会逐年递增.同时,通过比较相对误差发现,对于问题的预测精度:BP神经网络灰色模型.最后,我们利用灰色关联度模型得出各因素对旅游需求的影响:服务交通景观发展消费环境.     

基于BP神经网络的时间序列预测问题研究

分析指出了基于标准BP神经网络的时间序列预测问题存在的不足.根据基于BP神经网络的时间序列预测问题的特点,研究给出了一种以y=x作为传递函数的时间序列预测方法,经实例验证表明,给出的以y=x作为传递函数的时间序列预测方法较基于标准BP神经网络的时间序列预测方法具有较好的结果.     

基于SARIMA、GM(1,1)和BP神经网络集成模型的GDP时间序列预测研究

本文深入分析了灰色预测模型、自回归移动平均(ARIMA)模型和BP神经网络模型的预测特性和优劣,并在此基础上建立了由ARIMA、GM(1,1)和BP神经网络集成的时间序列预测模型。针对呈现趋势变动性和周期波动性二重特性的时间序列,首先建立GM(1,1)模型对序列的趋势项进行预测,然后建立基于ARIMA和BP神经网络的组合模型对序列的周期波动项进行预测,最后用乘积模型对二者预测值进行集成。GDP时间序列实证结果表明:集成模型的预测效果显著高于单一模型,从而证实了集成模型用于GDP预测的有效性.     

基于多元混沌时间序列的油田产量预测模型

油田产量的预测一直是石油工作者研究的重要课题.针对油田产油量、产水量、地层压力和时间之间有着混沌的特征,利用多变量混沌时间序列等方法研究了油田产量的混沌建模和预测问题.用C-C算法确定每一个变量的嵌入维数和延迟时间,重构多元混沌时间序列的相空间;使用基于奇异值分解的主成分分析消除重构相空间的冗余变量和噪声干扰,建立了有较好泛化性能的多元混沌时间序列油田产量预测模型;最后将混沌时间序列预测和Elman神经网络进行耦合,创建了基于主成分分析前馈网络的多元混沌时间序列油田产量预测方法.应研究表明,提出的多变量混沌时间序列预测方法的预测精确度优于单变量预测,它可用于解决具有多变量混沌时间序列的预测问题.     

基于CEEMD-BP神经网络的海温异常预测研究

海洋表面温度(SST)具有非平稳、非线性的特征,对处理和预测造成了很大困难.将互补集合经验模态分解(CEEMD)和BP神经网络相结合,对东北太平洋和赤道中、东太平洋这两区域的月平均海洋表面温度距平序列(SSTA)进行模拟预测研究:首先应用CEEMD方法将SSTA分解为不同尺度的一系列本征模函数(IMFs);再运用BP神经网络对各IMFs进行分析预测;最后将各IMFs预测结果进行重构得到最终SSTA的预测值.数值实验的结果表明,应用CEEMD和BP神经网络对东北太平洋和赤道中、东太平洋的SST预测是有效的.     

混合区间多尺度分解的区间时间序列组合预测

鉴于传统预测方法一直基于“点”来衡量时间序列数据,然而现实生活中在给定的时间段内许多变量是有区间限制的,点值预测会损失波动性信息。因此,本文提出了一种基于混合区间多尺度分解的组合预测方法。首先,建立区间离散小波分解方法(IDWT)、区间经验模态分解方法(IEMD)和区间奇异普分析方法(ISSA)。其次,用本文构建的IDWT、IEMD和ISSA对区间时间序列进行多尺度分解,从而得到区间趋势序列和残差序列。然后,用霍尔特指数平滑方法(Holt's)、支持向量回归(SVR)和BP神经网络对区间趋势序列和残差序列进行组合预测得到三种分解方法下的区间时间序列预测值。最后,用BP神经网络对各预测结果进行集成得到区间时间序列最终预测值。同时,为证明模型的有效性进行了AQI空气质量的实证预测分析,结果表明,本文所提出基于混合区间多尺度分解的组合预测方法具有较高的预测精度和良好的适用性。     

BP-GA混合优化策略在人力资源战略规划中的应用

采用混合优化策略训练神经网络,进而实现地区人力资源数据的时间序列预测.神经网络,尤其是应用反向传播(back propagation,简称BP)算法训练的神经网络,被广泛应用于预测中.但是BP神经网络训练速度慢、容易陷入局部极值.遗传算法(genetic algorithm,简称GA)具有很好的全局寻优性.因而提出将BP和GA结合起来的混合优化策略训练神经网络,来实现人力资源数据预测.与BP算法相比,数值计算结果表明预测精度高、速度快,为地区人力资源数据的时间序列预测研究提供了一条新的途径.     

基于主成分——BP神经网络的期货市场预测

结合主成分分析法和神经网络的优点,提出了基于主成分分析的神经网络方法来对期货市场进行预测.引入主成分分析法对原始输入变量进行预处理,选择输入变量的主成分作为网络输入,一方面减少了输入维度,消除了各输入变量的相关性;另一方面提高了网络的收敛性和稳定性,也简化了网络的结构.通过实例验证,基于主成分的神经网络比一般神经网络训练精度更高.     

广东省能源需求预测模型构建及实证分析

为了对广东省的能源需求进行准确的预测,首先分析了影响广东省能源需求的各种因素,构建了预测指标体系.在此基础上,针对能源系统非线性等复杂系统特征,结合粒子群算法和BP神经网络的优点,构建了改进的PSO-BP神经网络的预测模型,并通过主成分分析法对指标体系进行数据降维,以降低神经网络的规模和复杂程度.以广东省1985-2013年的能源需求数据进行模拟与仿真,并对2014-2018年的能源需求量进行预测,理论分析和实证研究表明,该方法能够很好的反映广东省能源需求的特征,预测结果较为准确合理.     

PCA-Fisher判别模型在煤层底板突水预测中的应用

针对当前煤层底板突水影响因素复杂、预测精度低及难度大等问题,通过结合主成分分析法(PCA)和Fisher判别分析法,构建了PCA-Fisher煤层底板突水判别模型,并将该判别模型应用于贵州省六盘水月亮田煤矿9号煤层对其进行底板突水危险性预测.笔者将含水层水压、隔水层厚度及煤层倾角等6个指标作为影响该煤层底板突水危险性的主要因素,把18组实测数据输入PCA-Fisher判别模型并进行煤层底板突水预测.结果显示:PCA提取的3个主成分F1、F2及F3的方差贡献率达94.179%,且判别模型的前14组训练样本正确率达85.7%;最后判别未参加训练的后4组样本,误判率为0%,其精度高达100%,结果印证了PCA-Fisher的判别模型对煤层底板突水预测的正确性.     

A Data-Adaptive Principal Component Analysis: Use of Composite Asymmetric Huber Function

This article considers a new type of principal component analysis (PCA) that adaptively reflects the information of data. The ordinary PCA is useful for dimension reduction and identifying important features of multivariate data. However, it uses the second moment of data only, and consequently, it is not efficient for analyzing real observations in the case that these are skewed or asymmetric data. To extend the scope of PCA to non-Gaussian distributed data that cannot be well represented by the second moment, a new approach for PCA is proposed. The core of the methodology is to use a composite asymmetric Huber function defined as a weighted linear combination of modified Huber loss functions, which replaces the conventional square loss function. A practical algorithm to implement the data-adaptive PCA is discussed. Results from numerical studies including simulation study and real data analysis demonstrate the promising empirical properties of the proposed approach. Supplementary materials for this article are available online.     

基于MCD的稳健主成分算法及其实证分析

主成分分析方法是在经济管理中经常使用的多元统计分析方法,在变量降维方面扮演着很重要的角色,是进行多变量综合评价的有力工具。但传统的主成分分析对于异常值十分敏感,计算结果很容易受到异常值影响,而实际数据常包含异常情况,通常分析很少考虑它们的作用。本文基于MCD估计提出一种稳健的主成分分析方法,模拟和实证分析结果表明,该方法对于抵抗异常值有很好的效果。     

A note on DEA vs principal component analysis: An improvement to Joe Zhu's approach

This paper considers a previous article published by Zhu in the European Journal of Operational Research which describes a joint use of data envelopment analysis (DEA) and principal component analysis (PCA) in ranking of decision making units (DMUs). In Zhu's empirical study, DEA and PCA yield a consistent ranking. However, this paper finds that in certain instances, DEA and PCA may yield inconsistent rankings. The PCA procedure adopted by Zhu is slightly modified in this article by incorporating other important features of ranking that Zhu has not considered. Numerical results reveal that both approaches show a consistency in ranking with DEA when the data set has a small number of efficient units. But, when a majority of the DMUs in the sample are efficient, only the modified approach produces consistent ranking with DEA.     

Robust kernel principal component analysis and classification

Kernel principal component analysis (KPCA) extends linear PCA from a real vector space to any high dimensional kernel feature space. The sensitivity of linear PCA to outliers is well-known and various robust alternatives have been proposed in the literature. For KPCA such robust versions received considerably less attention. In this article we present kernel versions of three robust PCA algorithms: spherical PCA, projection pursuit and ROBPCA. These robust KPCA algorithms are analyzed in a classification context applying discriminant analysis on the KPCA scores. The performances of the different robust KPCA algorithms are studied in a simulation study comparing misclassification percentages, both on clean and contaminated data. An outlier map is constructed to visualize outliers in such classification problems. A real life example from protein classification illustrates the usefulness of robust KPCA and its corresponding outlier map.     

Mathematical modelling of social obesity epidemic in the region of Valencia,Spain

In this article, we analyse the incidence of excess weight in 24- to 65-year-old residents in the region of Valencia, Spain, and predict its behaviour in the coming years. In addition, we present some possible strategies to prevent the spread of the obesity epidemic.

We use classical logistic regression analysis to find out that a sedentary lifestyle and unhealthy nutritional habits are the most important causes of obesity in the 24- to 65-year-old population in Valencia. We propose a new mathematical model of epidemiological type to predict the incidence of excess weight in this population in the coming years. Based on the mathematical model sensitivity analysis, some possible general strategies to reverse the increasing trend of obesity are suggested.

The obese population in the region of Valencia is increasing (11.6% in 2000 and 13.48% in 2005) and the future is worrisome. Our model predicts that 15.52% of the population in Valencia will be obese by 2011. Model sensitivity analysis suggests that obesity prevention strategies (healthy advertising campaigns) are more effective than obesity treatment strategies (physical activity) involving the obese and overweight subpopulation in controlling the increase of adulthood obesity in the region of Valencia.     

股票综合评价的符号数据PCA方法

符号数据分析是一种新兴的数据挖掘技术,区间数是最常用的一种符号数据。研究应用区间型符号数据的PCA方法来评价股票的市场综合表现问题。首先介绍了符号数据分析的基本理论。接下来研究了区间数据样本的经验描述统计量的计算,并基于经验相关矩阵,给出了区间主成分分析的算法,该算法最终得到区间数表达形式的主成分取值。最后选取上海证券交易市场20支股票在某一周上的交易数据,进行了实证研究,基于区间主成分得分的矩形图表示,将20支股票按其市场综合表现分成了四类。     

Some theoretical properties of Silverman's method for Smoothed functional principal component analysis

Principal component analysis (PCA) is one of the key techniques in functional data analysis. One important feature of functional PCA is that there is a need for smoothing or regularizing of the estimated principal component curves. Silverman’s method for smoothed functional principal component analysis is an important approach in a situation where the sample curves are fully observed due to its theoretical and practical advantages. However, lack of knowledge about the theoretical properties of this method makes it difficult to generalize it to the situation where the sample curves are only observed at discrete time points. In this paper, we first establish the existence of the solutions of the successive optimization problems in this method. We then provide upper bounds for the bias parts of the estimation errors for both eigenvalues and eigenfunctions. We also prove functional central limit theorems for the variation parts of the estimation errors. As a corollary, we give the convergence rates of the estimations for eigenvalues and eigenfunctions, where these rates depend on both the sample size and the smoothing parameters. Under some conditions on the convergence rates of the smoothing parameters, we can prove the asymptotic normalities of the estimations.     

Supervised Sparse and Functional Principal Component Analysis

Principal component analysis (PCA) is an important tool for dimension reduction in multivariate analysis. Regularized PCA methods, such as sparse PCA and functional PCA, have been developed to incorporate special features in many real applications. Sometimes additional variables (referred to as supervision) are measured on the same set of samples, which can potentially drive low-rank structures of the primary data of interest. Classical PCA methods cannot make use of such supervision data. In this article, we propose a supervised sparse and functional principal component (SupSFPC) framework that can incorporate supervision information to recover underlying structures that are more interpretable. The framework unifies and generalizes several existing methods and flexibly adapts to the practical scenarios at hand. The SupSFPC model is formulated in a hierarchical fashion using latent variables. We develop an efficient modified expectation-maximization (EM) algorithm for parameter estimation. We also implement fast data-driven procedures for tuning parameter selection. Our comprehensive simulation and real data examples demonstrate the advantages of SupSFPC. Supplementary materials for this article are available online.     

基于非线性主成分神经网络水泥强度预测研究

研究非线性主成分分析法与神经网络算法的融合模型,并将非线性主成分神经网络融合模型应用于水泥强度的预测研究,得到的结果表明预测误差很小,可见研究结果可用于指导水泥生产实践.