基于混合神经网络和注意力机制的混沌时间序列预测

为提高混沌时间序列的预测精度,提出一种基于混合神经网络和注意力机制的预测模型(Att-CNNLSTM),首先对混沌时间序列进行相空间重构和数据归一化,然后利用卷积神经网络(CNN)对时间序列的重构相空间进行空间特征提取,再将CNN提取的特征和原时间序列组合,用长短期记忆网络(LSTM)根据空间特征提取时间特征,最后通过注意力机制捕获时间序列的关键时空特征,给出最终预测结果.将该模型对Logistic,Lorenz和太阳黑子混沌时间序列进行预测实验,并与未引入注意力机制的CNN-LSTM模型、单一的CNN和LSTM网络模型、以及传统的机器学习算法最小二乘支持向量机(LSSVM)的预测性能进行比较.实验结果显示本文提出的预测模型预测误差低于其他模型,预测精度更高.     

基于模糊边界模块化神经网络的混沌时间序列预测

提出一种模糊边界模块化神经网络（FBMNN）的混沌时间序列预测方法,该方法先对混沌时间序列观测点重构的相空间进行模块化划分,划分点的选取由遗传算法自动寻优.然后定义一个模糊隶属度函数,在划分边界一侧按照一定的模糊隶属度设定模糊边界带,通过模糊化处理,解决了各模块划分点附近预测结果的跳跃问题.最后每一模块,及其模糊边界的样本点都对应一个递归神经网络进行训练,通过预测合成模块输出结果.该方法对三个混沌时间序列基准数据集Mackey-Glass,Lorenz,Henon进行实验,结果表明该方法有效地提高了混沌时间序列预测效果. 关键词： 模糊边界 模块化神经网络 混沌时间序列 预测     

Denoising Nonlinear Time Series Using Singular Spectrum Analysis and Fuzzy Entropy

We present a hybrid singular spectrum analysis(SSA) and fuzzy entropy method to filter noisy nonlinear time series.With this approach,SSA decomposes the noisy time series into its constituent components including both the deterministic behavior and noise,while fuzzy entropy automatically differentiates the optimal dominant components from the noise based on the complexity of each component.We demonstrate the effectiveness of the hybrid approach in reconstructing the Lorenz and Mackey-GIass attractors,as well as improving the multi-step prediction quality of these two series in noisy environments.     

基于高斯过程的混沌时间序列单步与多步预测

针对混沌时间序列单步和多步预测,提出基于复合协方差函数的高斯过程 (GP)模型方法.GP模型的确立由协方差函数决定,通过对训练数据集的学习,在证据最大化框架内,利用矩阵运算和优化算法自适应地确定协方差函数和均值函数中的超参数.GP模型与神经网络、模糊模型相比,其可调整参数很少.将不同复合协方差函数的GP模型应用在混沌时间序列单步及多步提前预测中,并与单一协方差函数的GP、支持向量机、最小二乘支持向量机、径向基函数神经网络等方法进行了比较.仿真结果表明,基于不同复合协方差函数的GP方法能精确地预测混沌时间序 关键词： 高斯过程 混沌时间序列 预测 模型比较     

基于SARIMA-BP神经网络组合方法的MODIS叶面积指数时间序列建模与预测

植被叶面积指数(LAI)时间序列的建模及预测是陆面过程模型和遥感数据同化方法的重要组成部分。MODIS数据产品MOD15A2是目前应用最为广泛的LAI数据源之一,然而MODIS LAI时间序列产品包含了一些低质量的数据,例如由于云层、气溶胶等的影响,该产品在时间和空间上缺乏连续性。MODIS LAI时间序列包含线性部分和外在干扰产生的非线性部分,单一的线性方法或非线性方法都不能对其精确建模和预测。首先利用Savitzky-Golay(SG)滤波和线性插值平滑受到干扰的LAI时间序列,然后采用季节自回归积分滑动平均(SARIMA)方法、BP神经网络方法及二者的组合方法(SARIMA-BP)对MODIS LAI时间序列进行建模及预测。在SARIMA-BP神经网络组合方法中,各自在线性与非线性建模的优势得以充分发挥,其中SARIMA方法用于建模及预测LAI时间序列中的线性部分,BP神经网络方法用于对非线性残差部分进行建模及预测。实验结果显示：SG滤波和线性插值后的LAI时间序列比原LAI时间序列更平滑;SARIMA-BP神经网络组合方法的决定系数为0.981,比SARIMA和BP神经网络的0.941和0.884更接近于1;SARIMA-BP神经网络组合方法的预测值同观测值之间的相关系数为0.991,高于SARIMA(0.971)和BP神经网络(0.942)的相关系数。由此得出结论：SARIMA-BP神经网络组合方法对MODIS LAI时间序列具有更好的适应性,其建模和预测准确性高于SARIMA方法或BP神经网络方法。     

Nonlinear Time Series Prediction Using Chaotic Neural Networks

A nonlinear feedback term is introduced into the evaluation equation of weights of the backpropagation algorithm for neural network,the network becomes a chaotic one.For the purpose of that we can investigate how the different feedback terms affect the process of learning and forecasting,we use the model to forecast the nonlinear time series which is produced by Makey-Glass equation.By selecting the suitable feedback term,the system can escape from the local minima and converge to the global minimum or its approximate solutions,and the forecasting results are better than those of backpropagation algorithm.     

混沌时间序列的模糊神经网络预测

设计一种新型混合模糊神经推理系统，该系统仅从期望输入输出数据集即可达到获取知识、确定模糊初始规则基的目的.再利用神经网络学习能力便不难修改规则库中的模糊规则以及隶属函数和网络权值等参数，这样大大减少了规则匹配过程，加快了推理速度，从而极大程度地提高了系统的自适应能力.用它对Mackey-Glass混沌时间序列进行预测试验,结果表明利用该网络模型无论离线还是在线学习均能对Mackey-Glass混沌时间序列进行准确的预测，证明了该系统的有效性. 关键词： 神经网络模型 模糊逻辑 混合推理系统 混沌时间序列     

A refined fuzzy time series model for stock market forecasting

Time series models have been used to make predictions of stock prices, academic enrollments, weather, road accident casualties, etc. In this paper we present a simple time-variant fuzzy time series forecasting method. The proposed method uses heuristic approach to define frequency-density-based partitions of the universe of discourse. We have proposed a fuzzy metric to use the frequency-density-based partitioning. The proposed fuzzy metric also uses a trend predictor to calculate the forecast. The new method is applied for forecasting TAIEX and enrollments’ forecasting of the University of Alabama. It is shown that the proposed method work with higher accuracy as compared to other fuzzy time series methods developed for forecasting TAIEX and enrollments of the University of Alabama.     

一种基于误差补偿的多元混沌时间序列混合预测模型

针对多元混沌时间序列的预测问题, 考虑到单纯改进储备池算法无法明显地提高预测精度, 提出一种基于误差补偿的时间序列混合预测模型. 实际观测的数据既包含线性特征又包含非线性特征. 首先利用自回归移动平均模型预测线性特征, 使得残差数据仅含非线性特征; 然后, 建立正则化回声状态网络模型预测; 最后, 将非线性部分的预测值与线性部分的预测值相加, 以实现高精度的多元混沌时间序列预测. 基于Lorenz和太阳黑子-黄河径流量时间序列的仿真实验验证了本文所提模型的有效性. 关键词： 回声状态网络 混沌 多元时间序列预测 误差补偿     

一种预测混沌时间序列的模糊神经网络方法

给出了一种预测混沌时间序列的模糊神经网络及其学习方法，给出的方法能直接从数据中提取模糊规则，经过优化得到最佳模糊规则库，并利用神经网络的自学习功能修改隶属函数的参数和网络的权值，减少了规则的匹配过程，加快了推理速度，增强了网络的自适应能力. 使用该神经网络及其学习方法对Lorenz混沌时间序列进行了预测仿真研究，试验结果表明给出的预测工具和方法是有效的. 关键词： 模糊神经网络 模糊规则提取 混沌时间序列预测     

基于模糊递归小波神经网络的葡萄酒品质预测

针对葡萄酒品质预测模型难以建立的问题,提出一种基于模糊递归小波神经网络的葡萄酒品质预测模型。利用葡萄酒物理化学指标和品酒师打分作为模型的输入输出,采用梯度下降算法在线学习隶属函数层中心、宽度和小波函数平移因子、伸缩因子、自反馈权重因子以及输出层权值。仿真实验时,首先利用Mackey-Glass混沌时间序列进行了性能测试,然后利用UCI数据集葡萄酒品质数据对所建立的品质预测模型进行了验证。结果显示,与多层感知器、径向基函数神经网络等传统前馈神经网络相比,构建的模糊递归小波神经网络品质预测模型具有更高的预测精度,更加适合于葡萄酒的品质预测。     

Nonlinear dynamics extraction for time-delay systems using modular neural networks synchronization and prediction

It is shown that the nonlinear dynamics of chaotic time-delay systems can be reconstructed using a new type of neural network with two modules: one for nonfeedback part with input data delayed by the embedding time, and a second one for the feedback part with input data delayed by the feedback time. The method is applied to both simulated and experimental data from an electronic analog circuit of the Mackey–Glass system. Better results are obtained for the modular than for feedforward neural networks for the same number of parameters. It is found that the complexity of the neural network model required to reconstruct nonlinear dynamics does not increase with the delay time. Synchronization between the data and the model with diffusive coupling is also achieved. We have also shown by iterating the model from the present point that the dynamics can be predicted with a forecast horizon larger than the feedback delay time.     

瞬态抑制二极管电磁脉冲响应建模

针对目前浪涌保护器件性能分析方法不完善、缺乏准确数学模型的问题,提出了一种基于NARX神经网络的电磁脉冲响应时域建模方法,并给出NARX神经网络建模的理论基础及设计步骤。通过组建传输线脉冲测试平台及静电放电实验平台,对NUP2105L型瞬态抑制二极管进行注入实验,采集输入输出实验数据并建立NARX神经网络模型。对建模效果进行分析,所建模型可以较为准确地预测输入脉冲为方波脉冲、人体金属模型及机器模型静电放电电磁脉冲时,响应电压曲线趋势、响应时间、脉冲峰值、箝位时间及箝位电压等性能指标,验证了模型的正确性。     

忆阻突触耦合环形Hopfield神经网络动力学分析及其电路实现

提出一种新型忆阻器模型, 利用标准非线性理论分析三个忆阻特性, 并设计模拟电路。基于忆阻突触, 构建一个忆阻突触耦合环形Hopfield神经网络模型。采用分岔图、李雅普诺夫指数谱、时序图等方法, 揭示与忆阻突触密切相关的特殊动力学行为。数值仿真表明: 在忆阻突触权重的影响下, 它能够产生多种对称簇发放电模式和复杂的混沌行为。实现了该忆阻环形神经网络的模拟等效电路, 并由PSIM电路仿真验证MATLAB数值仿真的正确性。     

Time series prediction using wavelet process neural network

In the real world, the inputs of many complicated systems are time-varying functions or processes. In order to predict the outputs of these systems with high speed and accuracy, this paper proposes a time series prediction model based on the wavelet process neural network, and develops the corresponding learning algorithm based on the expansion of the orthogonal basis functions. The effectiveness of the proposed time series prediction model and its learning algorithm is proved by the Macke-Glass time series prediction, and the comparative prediction results indicate that the proposed time series prediction model based on the wavelet process neural network seems to perform well and appears suitable for using as a good tool to predict the highly complex nonlinear time series.     

基于神经网络内部模型的非线性偏最小二乘法用于火电厂烟气光谱定量分析

针对火电厂烟气光谱数据的非线性特性,采用了基于神经网络内部模型的非线性偏最小二乘定量分析方法。该方法进行偏最小二乘（PLS）回归后,将自变量和因变量的隐变量作为神经网络的输入和输出进行训练,即可得到非线性内部模型。将PLS、基于向后传递神经网络内部模型的非线性PLS（BP-NPLS）、基于径向基函数神经网络内部模型的非线性PLS（RBF-NPLS）和基于自适应模糊推理系统内部模型的非线性PLS（ANFIS-NPLS）对火电厂烟气多组分进行测定后比较,BP-NPLS、RBF-NPLS和ANFIS-NPLS较之PLS,将二氧化硫预测模型的预测均方根误差（RMSEP）分别降低了16.96%,16.60%和19.55%;将一氧化氮预测模型的RMSEP分别降低了8.60%,8.47%和10.09%;将二氧化氮预测模型的RMSEP分别降低了2.11%,3.91%和3.97%。实验表明,非线性PLS较PLS更适用于火电厂烟气定量分析。通过神经网络对非线性函数的高度逼近特性,基于本文所提及内部模型的非线性偏最小二乘方法有较好的预测能力和稳健性,在一定程度上解决了基于多项式和样条函数等其他内部模型的非线性偏最小二乘方法的自身局限性。其中,ANFIS-NPLS的效果最好,自适应模糊推理系统的学习能力能够有效降低残差,使模型具有较好的泛化性,是一种比较准确实用的火电厂烟气定量分析方法。     

基于混沌理论和改进径向基函数神经网络的网络舆情预测方法

网络舆情发展趋势具有混沌系统的特征, 提出一种基于EMPSO-RBF神经网络的方法对网络舆情的发展趋势进行预测. 首先根据Lyapunov指数证明网络舆情具备混沌的特征, 然后对网络舆情时间序列数据进行相空间重构, 最后采用EMPSO-RBF方法进行预测, 并和其他模型进行对比试验, 实验结果表明EMPSO-RBF方法具有较高精确度.     

Determining the input dimension of a neural network for nonlinear time series prediction

Determining the input dimension of a feed-forward neural network for nonlinear time series prediction plays an important role in the modelling.The paper first summarizes the current methods for determining the input dimension of the neural network.Then inspired by the fact that the correlation dimension of a nonlinear dynamic system is the most important feature of it ,the paper pressents a new idea that the input dimension of the neural network for nonlinear time series prediction can be taken as an integer just greater than or equal to the correlation dimension.Fimally,some validation examples and results are given.     

Support Vector Driven Genetic Algorithm for the Design of Circular Polarized Microstrip Antenna

In this paper, a hybrid soft computing method for designing specific microstrip antenna is presented. Evolutionary algorithm such as genetic algorithm (GA) is one of the promising ways of finding global optimum solution from a multivariate nonlinear feature space. Being a stochastic iterative algorithm, it requires much computation power when the function to be optimized is complex and time consuming. Various meta-modelling techniques such as neural network, response surface methods, kriging, etc. can be used to model the process under optimization in order to reduce the computational expenses. In this paper, we investigate one such technique – support vector regression (SVR) – to model the complex analytical process. The model, thus obtained, is used for optimization using genetic algorithms. This approach is demonstrated for the design of circular polarized microstrip antenna at 2.6 GHz band. The results of SVR model are compared with other meta-models generated with neural network and response surface methodology.     

Physics-informed recurrent neural networks for linear and nonlinear flame dynamics

This paper demonstrates the ability of recurrent neural networks (RNNs) to predict the linear and the nonlinear response of a premixed laminar flame to incoming velocity perturbations. We develop data-driven models, which require the velocity and heat release rate fluctuations as input data. Both time series are obtained from Direct Numerical Simulations (DNS) of a laminar flame. The length of the signals, and, hence, the cost of the simulation, is comparable to those used in the linear framework of System Identification. A more robust type of RNNs, namely long short term memory (LSTM), is employed to reduce the dependency on large datasets. The LSTM framework is modeled as a time series regression problem and four models are trained with decreasing data set lengths. All purely data-driven models accurately predict the unsteady time series of the heat release rate and, hence, the Flame Transfer Functions (FTFs). We further improve the model accuracy by incorporating a physical constraint, namely the low-frequency limit for perfectly-premixed flames, into the LSTM model. This step reduces the required data length compared to the purely data-driven approach. The proposed model, called PI-LSTM, is able to reproduce the linear and the nonlinear FTFs for amplitudes up to 50% of the laminar flame based on one numerical simulation, where the length of the time series is 100 ms.