基于CSO-ELM模型的工程施工成本预测研究

鉴于影响工程施工成本因素之间复杂的非线性关系,进行准确的工程施工成本预测有一定难度,提出鸡群算法(CSO)和极限学习机(ELM)结合的CSO-ELM工程施工成本预测模型.首先利用CSO对ELM模型的输入权值及偏置值进行全局搜索寻优,得到最佳参数;然后将该参数代入ELM模型中建立CSO-ELM工程施工成本预测模型;最后以11个气膜钢筋混凝土储仓工程为例,验证该模型的科学性.结果表明:CSO优化ELM的输入权值与偏置值是有效的;与传统ELM、BP神经网络模型相比,CSO-ELM模型具有更高的预测精度及效率,为工程施工成本预测提供了一个有效的方法.     

基于灰色系统的支持向量回归预测方法

根据部分时间序列数据贫信息、高噪声和非线性等特点,采用含边值修正的灰色模型进行预测,获取残差序列后运用支持向量回归（SVR）方法对模型进行残差修正得到复合的灰色支持向量回归模型．在支持向量回归中构造具有自适用性的动态惩罚参数G替代传统SVR中的不变参数来提高模型的准确性,同时构造算法决定￡以平滑过度调节．广东省工业生产指数的预测试验结果表明,复合模型具有比其他简单模型更理想的预测效果．     

基于MGWO-SVR的空气质量预测

空气质量指数预测可以为企业和社会工作提供指导.灰狼优化算法具有简单高效的特点,但是在后期迭代中容易陷入局部最优.针对灰狼优化算法的缺点,对其全局优化能力进行了改进,并用改进的算法对支持向量机回归算法(SVR)的参数进行寻优,建立了MGWO-SVR预测模型.最后以中国环境监测总站中太原市的数据为研究对象,分别用MGWO-SVR模型和SVR模型对太原市的空气质量指数进行了预测拟合实验.实验结果表明,MGWO-SVR模型可以有效预测空气质量指数,并比SVR模型有更高的预测精度.     

EMD-SVM在南京市月平均气温预测中的应用

南京市月平均气温具有非平稳性、噪声大、序列宽频等特征.为了提高温预测精度,本文提出一种经验模态分解(EMD)和支持向量机(SVM)回归相组合的预测模型(EMD-SVM).首先应用EMD分解算法把南京市月平均气温分解成不同尺度的基本模态分量(IMF),再运用支持向量机回归模型对每个IMF预测,最后将预测结果重构得到南京市月平均气温预测值.结果表明:EMD-SVM模型预测与单一支持向量机回归模型预测相比,平均预测精度提高0.59度,是一种有效的预测气温的模型.     

一种求解分类问题的新算法

本文提出了基于支持向量回归机(SVR)的一种新分类算法.它和标准的支持向量机(SVM)不同:标准的支持向量机(SVM)采用固定的模度量间隔且最优化问题与参数有关.本文中我们可以用任意模度量间隔,得到的最优化问题是无参数的线性规划问题,避免了参数选择.数值试验表明了该算法的有效性.     

基于改进的SVR模型在年降水量预测中的应用

鉴于降水量数据的高维非线性性和周期性,建立了支持向量回归(SVR)预测模型用于降水量预测,由于对该模型输入特征的选取极为重要,因此提出了一种基于季节自回归(SARI)的输入特征选取方法.利用已有的降水量数据建立SARI模型,通过观察模型表达式提取建立SVR模型所需的输入特征用于训练支持向量机,并通过网格参数寻优法确定SVR模型的参数,进行降水量预测.实例分析中,应用此模型对黄土丘陵半干旱区域的降水量进行预测,将预测结果与季节时间序列(SARIMA)模型的预测结果进行对比,结果表明,模型具有更高的预测精度和拟合优度,可以用于降水量的预测.     

季节调整的PSO-SVR模型及其在旅游客流量预测中的应用——以海南省三亚市为例

准确的旅游客流量预测对旅游目的地做好事前准备工作至关重要.然而旅游客流量具有明显的非线性和季节性特征,采取季节调整方法对样本数据进行预处理,消除季节性的影响,可以提高客流量预测的准确性.同时SVR(支持向量回归机)是一种良好的机器学习方法,非常适合预测研究,辅以PSO(粒子群算法)选取合适的回归参数可以获得更加精确的预测结果.提出了一种考虑季节影响并通过PSO优化SVR模型的旅游客流量预测模型,并以海南省三亚市为例进行了实证研究.研究结果表明,季节调整的PSO-SVR模型预测精度明显高于SVR、季节调整的SVR和PSO-SVR模型,是进行旅游客流量预测的有效工具.     

带优化参数的SVR模型及在软件成本估算中的应用

随着社会各行各业对软件开发投资的日益增长,产业界和学术界越来越关注可靠的软件成本估算,以有效控制软件开发过程中相关风险.为了能更准确地估算软件成本,提出一种带遗传算法优化参数的支持向量回归机模型,用遗传算法来优化支持向量回归机模型中的参数集(C,γ,ε),可以避免参数选择的盲目性,能显著提高支持向量回归机模型的预测能力.分别用IBM DP、Kemerer和Hallmark三个数据库来验证模型的有效性,并与常用的线性回归模型进行对比,结果显示采用遗传算法优化的支持向量回归机模型具有很好的学习精度和推广能力,在MMRE和Pred(0.25)两个标准上都优于线性回归模型.     

基于模糊Adaboost算法的支持向量回归机

针对单一支持向量回归机预测精度不十分良好的问题，结合Adaboost算法以及引入隶属函数，提出了一个基于模糊Aaboost算法的支持向量回归机模型。将该模型应用于金融时间序列预测问题的实验表明，预测精度有一定的提高，从而说明了该模型的有效性和可行性。     

基于支持向量回归机的水文混沌时间序列预测

支持向量机在系统辨识和分类研究方面比较成熟,目前尚没有提出有效的支持向量回归理论来解决非线性、时变、干扰的复杂问题.支持向量回归机主要用于因果关系点对的回归预测,把支持向量回归机应用于水文混沌时间序列的预测研究是一个有意义的工作.在支持向量机一般理论基础上,提出了水文混沌时间序列支持向量回归机模型,并就模型进行仿真计算,讨论了模型参数对支持向量回归机预测精度的影响,为模型参数寻优提供一般指导原则.直门达水文站径流量混沌时间序列支持向量回归机预测实验表明,水文混沌时间序列支持向量回归机模型是有效的.     

Study on network traffic forecast model of SVR optimized by GAFSA

There are some problems, such as low precision, on existing network traffic forecast model. In accordance with these problems, this paper proposed the network traffic forecast model of support vector regression (SVR) algorithm optimized by global artificial fish swarm algorithm (GAFSA). GAFSA constitutes an improvement of artificial fish swarm algorithm, which is a swarm intelligence optimization algorithm with a significant effect of optimization. The optimum training parameters used for SVR could be calculated by optimizing chosen parameters, which would make the forecast more accurate. With the optimum training parameters searched by GAFSA algorithm, a model of network traffic forecast, which greatly solved problems of great errors in SVR improved by others intelligent algorithms, could be built with the forecast result approaching stability and the increased forecast precision. The simulation shows that, compared with other models (e.g. GA-SVR, CPSO-SVR), the forecast results of GAFSA-SVR network traffic forecast model is more stable with the precision improved to more than 89%, which plays an important role on instructing network control behavior and analyzing security situation.     

基于粒子群-支持向量机定量降水集合预报方法

首先对ECMWF不同物理量场预报因子群进行自然正交展开,选取能充分反映每个预报因子场主要信息的第一主分量作为模型输入.进一步利用粒子群算法对支持向量回归机的相关参数进行优化,以南宁市8个气象站单站逐日降水作为预报对象,建立粒子群-支持向量回归集合预报模型,进行单站逐日降水的数值预报产品释用预报方法研究.利用模型对2015年5-6月南宁市8站进行了逐日降水预报业务试验,结果表明,模型具有较好的预报效果.并提出了利用隶属函数建立可信度函数对不同的预报模型进行评价.     

Forecasting concentrations of air pollutants by logarithm support vector regression with immune algorithms

The need to minimize the potential impact of air pollutants on humans has made the accurate prediction of concentrations of air pollutants a crucial subject in environmental research. Support vector regression (SVR) models have been successfully employed to solve time series problems in many fields. The use of SVR models for forecasting concentrations of air pollutants has not been widely investigated. Data preprocessing procedures and the parameter selection of SVR models can radically influence forecasting performance. This study proposes a support vector regression with logarithm preprocessing procedure and immune algorithms (SVRLIA) model which takes advantage of the structural risk minimization of SVR models, the data smoothing of preprocessing procedures, and the optimization of immune algorithms, in order to more accurately forecast concentrations of air pollutants. Three pollutants, namely particulate matter (PM₁₀), nitrogen oxide, (NO_x), and nitrogen dioxide (NO₂), are collected and examined to determine the feasibility of the developed SVRLIA model. Experimental results reveal that the SVRLIA model can accurately forecast concentrations of air pollutants.     

Electric load forecasting by support vector model

Accurately electric load forecasting has become the most important management goal, however, electric load often presents nonlinear data patterns. Therefore, a rigid forecasting approach with strong general nonlinear mapping capabilities is essential. Support vector regression (SVR) applies the structural risk minimization principle to minimize an upper bound of the generalization errors, rather than minimizing the training errors which are used by ANNs. The purpose of this paper is to present a SVR model with immune algorithm (IA) to forecast the electric loads, IA is applied to the parameter determine of SVR model. The empirical results indicate that the SVR model with IA (SVRIA) results in better forecasting performance than the other methods, namely SVMG, regression model, and ANN model.     

Rough support vector regression

This paper describes the relationship between support vector regression (SVR) and rough (or interval) patterns. SVR is the prediction component of the support vector techniques. Rough patterns are based on the notion of rough values, which consist of upper and lower bounds, and are used to effectively represent a range of variable values. Predictions of rough values in a variety of different forms within the context of interval algebra and fuzzy theory are attracting research interest. An extension of SVR, called rough support vector regression   (RSVR), is proposed to improve the modeling of rough patterns. In particular, it is argued that the upper and lower bounds should be modeled separately. The proposal is shown to be a more flexible version of lower possibilistic regression model using ?$?$-insensitivity. Experimental results on the Dow Jones Industrial Average demonstrate the suggested RSVR modeling technique.     

基于LS-SVM的管道腐蚀速率灰色组合预测模型

为提高管道腐蚀速率预测精度,建立了一种基于最小二乘支持向量机的灰色组合预测模型.以各种灰色模型对管道腐蚀速率的预测结果作为支持向量机的输入,以管道腐蚀速率的实测值作为支持向量机的输出,采用最小二乘支持向量机回归算法和高斯核函数对支持向量机进行训练,利用训练好的支持向量机进行组合预测.预测模型兼具灰色模型所需原始数据少、建模简单、运算方便的优势和最小二乘支持向量机具有泛化能力强、非线性拟合性好、小样本等特性,弥补了单一预测模型的不足,避免了神经网络组合预测易于陷入局部最优的弱点.模型结构简单、实用,仿真结果验证了其有效性.     

Forecasting urban traffic flow by SVR with continuous ACO

Accurate forecasting of inter-urban traffic flow has been one of the most important issues globally in the research on road traffic congestion. Because the information of inter-urban traffic presents a challenging situation, the traffic flow forecasting involves a rather complex nonlinear data pattern. In the recent years, the support vector regression model (SVR) has been widely used to solve nonlinear regression and time series problems. This investigation presents a short-term traffic forecasting model which combines the support vector regression model with continuous ant colony optimization algorithms (SVRCACO) to forecast inter-urban traffic flow. Additionally, a numerical example of traffic flow values from northern Taiwan is employed to elucidate the forecasting performance of the proposed SVRCACO model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal autoregressive integrated moving average (SARIMA) time series model. Therefore, the SVRCACO model is a promising alternative for forecasting traffic flow.     

Support vector regression for loss given default modelling

Loss given default modelling has become crucially important for banks due to the requirement that they comply with the Basel Accords and to their internal computations of economic capital. In this paper, support vector regression (SVR) techniques are applied to predict loss given default of corporate bonds, where improvements are proposed to increase prediction accuracy by modifying the SVR algorithm to account for heterogeneity of bond seniorities. We compare the predictions from SVR techniques with thirteen other algorithms. Our paper has three important results. First, at an aggregated level, the proposed improved versions of support vector regression techniques outperform other methods significantly. Second, at a segmented level, by bond seniority, least square support vector regression demonstrates significantly better predictive abilities compared with the other statistical models. Third, standard transformations of loss given default do not improve prediction accuracy. Overall our empirical results show that support vector regression techniques are a promising technique for banks to use to predict loss given default.     

Non-Parametric Regression Methods

The nature of the financial time series is complex, continuous interchange of stochastic and deterministic regimes. Therefore, it is difficult to forecast with parametric techniques. Instead of parametric models, we propose three techniques and compare with each other. Neural networks and support vector regression (SVR) are two universally approximators. They are data-driven non parametric models. ARCH/GARCH models are also investigated. Our assumption is that the future value of Istanbul Stock Exchange 100 index daily return depends on the financial indicators although there is no known parametric model to explain this relationship. This relationship comes from the technical analysis. Comparison shows that the multi layer perceptron networks overperform the SVR and time series model (GARCH).     

Image denoising via solution paths

In this paper, we propose a two-step kernel learning method based on the support vector regression (SVR) for financial time series forecasting. Given a number of candidate kernels, our method learns a sparse linear combination of these kernels so that the resulting kernel can be used to predict well on future data. The L ₁-norm regularization approach is used to achieve kernel learning. Since the regularization parameter must be carefully selected, to facilitate parameter tuning, we develop an efficient solution path algorithm that solves the optimal solutions for all possible values of the regularization parameter. Our kernel learning method has been applied to forecast the S&P500 and the NASDAQ market indices and showed promising results.