| 基于AGA-SVM的非线性组合预测模型 |
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| 引用本文： | 陈涛.基于AGA-SVM的非线性组合预测模型[J].数学的实践与认识,2010,40(4). |
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| 作者姓名： | 陈涛 |
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| 作者单位： | 陕西理工学院数学系,陕西,汉中,723000 |
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| 基金项目： | 陕西省教育厅自然科学基金(09JK380,09JK381) |
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| 摘 要： | 为提高预测精度,提出基于AGA-SVM的非线性组合预测模型.以组合预测模型的误差平方和最小为优化准则,用加速遗传算法对支持向量机参数进行优化选择,并利用支持向量机对单一模型的预测结果进行组合预测.算例结果表明,AGASVM综合利用了各单个预测模型的重要预测信息,其预测误差远远小于各单个模型的预测误差,其预测精度更高,模型的实用性更强.
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| 关 键 词： | 支持向量机 加速遗传算法 组合预测 时间序列 |
Nonlinear Combined Forecasting Model Based on AGA-SVM |
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| CHEN Tao.Nonlinear Combined Forecasting Model Based on AGA-SVM[J].Mathematics in Practice and Theory,2010,40(4). |
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| Authors: | CHEN Tao |
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| Institution: | CHEN Tao (Department of Mathematics,Shanxi University of Technology,Hanzhong 723000,China) |
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| Abstract: | A Nonlinear combined forecasting model based on aga-svm is presented to improve the accuracy of forecasting,where optimal rule is the least sum of square error of the combined forecasting model,and the parameters of svm is optimized by using accelerating genetic algorithm,and forecasted the results of each forecasting model by using svm.The simulation result shows that aga-svm can synthesize important forecasting information of each forecasting model,it's forecasting error are obviously less than those of e... |
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| Keywords: | support vector machine(SVM) accelerating genetic algorithm(AGA) combined forecast time series |
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