不同优化方法的混沌-RBF神经网络模型对大白菜短期价格预测的结果比较

以2008年1月21日至2012年5月13日的大白菜日度零售价格为研究对象,结合混沌理论和神经网络技术在处理非线性问题上的优势,尝试构建了一般混沌-RBF神经网络模型、基于遗传算法优化的混沌-RBF神经网络模型和基于粒子群算法优化的混沌-RBF神经网络模型,并比较其不同的优化算法对于大白菜价格短期预测精度是否有提高.研究结论显示:基于粒子群算法优化的混沌-RBF神经网络模型在拟合效果和预测精度上均明显好于其他两种混沌-RBF模型.这也显示了混沌神经网络技术在大白菜价格短期预测领域中具有广泛的应用前景.     

混沌粒子群神经网络在上证指数预测中的应用

上证指数预测是一个非常复杂的非线性问题,为了提高对上证指数预测的准确性,本文采用基于混沌粒子群(CPSO)算法对BP神经网络算法改进的方法来进行预测.BP神经网络算法目前已经应用到预测、聚类、分类等许多领域,取得了不少的成果.但自身也有明显的缺点,比如易陷入局部极小值、收敛速度慢等.用混沌粒子群算法改进BP神经网络算法的基本思想是用混沌粒子群算法优化BP神经网络算法的权值和阈值,在粒子群算法中加入混沌元素,提高粒子群算法的全局搜索能力.对上证指数预测的结果表明改进后的预测方法,具有更好的准确性.     

基于粒子群优化的神经网络预测模型

BP学习算法多采用梯度下降法调整权值,针对其易陷入局部极小、收敛速度慢和易引起振荡的固有缺陷,提出了一种改进粒子群神经网络算法.其基本思想是:首先采用改进粒子群优化算法反复优化BP神经网络模型的权值参数组合,再用BP算法对得到的网络参数进一步精确优化,最后用得到精确的最优参数组合进行预测.实验结果表明,该算法在股指预测中的预测性能明显提高.     

基于粒子群优化的分数阶PFGM(1,1)模型在建筑物沉降预测中的应用

针对传统的灰色预测模型对建筑物沉降预测精度不高、拟合数据较差的问题,在传统的GM(1,1)模型基础上提出了分数阶建模的思想,采用粒子群优化算法求解最优分数阶次,建立基于粒子群优化的分数阶PFGM(1,1)模型.实例计算表明,分数阶FGM(1,1)模型可以提高建筑物沉降的预测精度,通过粒子群优化算法选取最优阶次可以进一步提高预测精度和误差检验等级.由此可见,基于粒子群优化的分数阶PFGM(1,1)模型对建筑物的沉降控制有着重要的指导作用.     

改进的GM（1,1）幂模型及其参数优化

为了提高灰色GM（1,1）幂模型的拟合精度,对灰色GM（1,1）幂模型的背景值进行了改进,建立了一类改进GM（1,1）幂模型.利用粒子群优化算法给出了改进GM（1,1）幂模型的参数优化.实例分析结果表明基于粒子群算法的改进的GM（1,1）幂模型具有更高的预测和拟合精度.     

粒子群优化的收敛分析及在广义预测控制中的应用

在进行粒子群优化的收敛性理论分析的基础上,推出了保证粒子群优化算法收敛性的参数设置区域,合理选择粒子群算法的关键参数,将粒子群优化与广义预测控制有机融合,用粒子群算法来解决广义预测控制的优化问题,提出基于粒子群优化的广义预测控制算法,通过工业过程对象的仿真并和传统的广义预测控制算法进行了对比分析,表明了该算法的有效性,特别是算法具有良好的输出跟踪精度和较强的鲁棒性.     

基于混沌粒子群算法的Tikhonov正则化参数选取

Tikhonov正则化方法是求解不适定问题最为有效的方法之一,而正则化参数的最优选取是其关键.本文将混沌粒子群优化算法与Tikhonov正则化方法相结合,基于Morozov偏差原理设计粒子群的适应度函数,利用混沌粒子群优化算法的优点,为正则化参数的选取提供了一条有效的途径.数值实验结果表明,本文方法能有效地处理不适定问题,是一种实用有效的方法.     

非线性0-1规划问题的混沌粒子群算法

针对非线性0-1规划问题,提出了一种混沌粒子群优化算法.该算法利用罚函数法将非线性0-1规划问题处理为无约束的0-1规划问题,引入了混沌策略来初始化种群,增加其多样性,为预测算法是否出现早熟现象,采用了适应度方差.数值实验表明,提出的算法是求解非线性0-1规划问题的一种有效且可行的全局优化算法.     

含有压缩因子的粒子群优化灰色模型在智能电网中的应用

针对智能电网对用电量预测的需求和电力系统的负荷特性,在分析了灰色模型GM(1,1)的局限性以及基本粒子群算法在优化GM(1,1)背景值时所出现的不足的基础上,构建了具有压缩因子K的粒子群算法,以此来改进灰色模型的背景值,提出了含有压缩因子的粒子群优化灰色模型KPSO-GM,并把它用于智能电网中用电量预测。实例证明,该算法具有较高的预测精度,有利于提高智能电网的质量。     

基于多尺度自适应阶ARMA的混沌序列多步预测

混沌时间序列在自然界以及人们的生产生活中很常见,混沌序列看似杂乱无章但相较于纯随机序列其中蕴含着一些非线性的运动特征,提出一种基于多尺度自适应阶ARMA的混沌时间序列多步预测方法.首先利用自适应噪声的完备经验模态分解(CEEMDAN)对原始混沌序列进行分解,获得不同尺度的固有模态分量(IMF)和残余分量.然后采用经粒子群算法(PSO)进行阶数寻优的自回归移动平均模型(ARMA)对每一个IMF分量进行拟合预测.最后将预测得到的每一个分量相加得到原始混沌序列的预测值.基于Mackay-Glass混沌序列和太阳黑子数混沌序列进行实验分析,实验表明:与ARMA、PSO-ARMA以及CEEMDAN-ARMA方法相比,方法的预测效果有较好的提高,其平均绝对误差(MAE)、均方根误差(RMSE)以及平均绝对百分比误差(MAPE)都有降低.     

Hybrid design of PID controller for four DoF lower limb exoskeleton

In this paper, a method of tuning a proportional-integral-derivative controller for a four degree-of-freedom lower limb exoskeleton using hybrid of genetic algorithm and particle swarm optimization is presented. Transfer function of each link of the lower limb exoskeleton acquired from a pendulum model, was used in a closed-loop proportional-integral-derivative control system, while each link was assumed as one degree-of-freedom linkage. In the control system, the hybrid algorithm was applied to acquire the parameters of the controller for each joint for minimizing the error. The algorithm started with genetic algorithm and continued via particle swarm optimization. Furthermore, a 3-dimensional model of the lower limb exoskeleton was simulated to validate the proposed controller. The trajectory of the control system with optimized proportional-integral-derivative controller via hybrid precisely follows the input signal of the desired. The result of the hybrid optimized controller was compared with genetic algorithm and particle swarm optimization based on statistics. The average error of the proposed algorithm showed the optimized results in comparison with genetic algorithm and particle swarm optimization. Furthermore, the advantages of the hybrid algorithm have been indicated by numerical analysis.     

Some remarks on the deterministic particle swarm optimization algorithm

In this paper, we give a simple proof for the convergence of the deterministic particle swarm optimization algorithm under the weak chaotic assumption and remark that the weak chaotic assumption does not relax the stagnation assumption in essence. Under the spectral radius assumption, we propose a convergence criterion for the deterministic particle swarm optimization algorithm in terms of the personal best and neighborhood best position of the particle that incorporates the stagnation assumption or the weak chaotic assumption as a special case.     

V^2C控制buck变换器的动力学分析及混沌控制研究

利用改进的最大李雅普诺夫指数分析了V^2C控制buck变换器中的动力学行为,通过分析切换面两侧子系统的几何关系,给出了不可微点处雅克比矩阵的补偿方法,显著提高了切换系统中动力学行为的分析精度.基于增加系统状态变量之间关联性能够削弱混沌的原则,在系统中加入了关联强度参数,并利用粒子群算法寻优出使系统稳态和瞬态性能最佳的参数,达到了消除混沌的目的.最后,通过仿真和实验验证了上述方法的可行性.     

超越方程的优化解法

针对粒子群算法局部搜索能力差,后期收敛速度慢等缺点,提出了一种改进的粒子群算法,该算法是在粒子群算法后期加入拟牛顿方法,充分发挥了粒子群算法的全局搜索性和拟牛顿法的局部精细搜索性,从而克服了粒子群算法的不足,把超越方程转化为函数优化的问题,利用该算法求解,数值实验结果表明,算法有较高的收敛速度和求解精度。     

Short-term cascaded hydroelectric system scheduling based on chaotic particle swarm optimization using improved logistic map

In order to solve the model of short-term cascaded hydroelectric system scheduling, a novel chaotic particle swarm optimization (CPSO) algorithm using improved logistic map is introduced, which uses the water discharge as the decision variables combined with the death penalty function. According to the principle of maximum power generation, the proposed approach makes use of the ergodicity, symmetry and stochastic property of improved logistic chaotic map for enhancing the performance of particle swarm optimization (PSO) algorithm. The new hybrid method has been examined and tested on two test functions and a practical cascaded hydroelectric system. The experimental results show that the effectiveness and robustness of the proposed CPSO algorithm in comparison with other traditional algorithms.     

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.     

Chaotic catfish particle swarm optimization for solving global numerical optimization problems

Chaotic catfish particle swarm optimization (C-CatfishPSO) is a novel optimization algorithm proposed in this paper. C-CatfishPSO introduces chaotic maps into catfish particle swarm optimization (CatfishPSO), which increase the search capability of CatfishPSO via the chaos approach. Simple CatfishPSO relies on the incorporation of catfish particles into particle swarm optimization (PSO). The introduced catfish particles improve the performance of PSO considerably. Unlike other ordinary particles, the catfish particles initialize a new search from extreme points of the search space when the gbest fitness value (global optimum at each iteration) has not changed for a certain number of consecutive iterations. This results in further opportunities of finding better solutions for the swarm by guiding the entire swarm to promising new regions of the search space and accelerating the search. The introduced chaotic maps strengthen the solution quality of PSO and CatfishPSO significantly. The resulting improved PSO and CatfishPSO are called chaotic PSO (C-PSO) and chaotic CatfishPSO (C-CatfishPSO), respectively. PSO, C-PSO, CatfishPSO, C-CatfishPSO, as well as other advanced PSO procedures from the literature were extensively compared on several benchmark test functions. Statistical analysis of the experimental results indicate that the performance of C-CatfishPSO is better than the performance of PSO, C-PSO, CatfishPSO and that C-CatfishPSO is also superior to advanced PSO methods from the literature.     

Improved particle swarm optimization combined with chaos

As a novel optimization technique, chaos has gained much attention and some applications during the past decade. For a given energy or cost function, by following chaotic ergodic orbits, a chaotic dynamic system may eventually reach the global optimum or its good approximation with high probability. To enhance the performance of particle swarm optimization (PSO), which is an evolutionary computation technique through individual improvement plus population cooperation and competition, hybrid particle swarm optimization algorithm is proposed by incorporating chaos. Firstly, adaptive inertia weight factor (AIWF) is introduced in PSO to efficiently balance the exploration and exploitation abilities. Secondly, PSO with AIWF and chaos are hybridized to form a chaotic PSO (CPSO), which reasonably combines the population-based evolutionary searching ability of PSO and chaotic searching behavior. Simulation results and comparisons with the standard PSO and several meta-heuristics show that the CPSO can effectively enhance the searching efficiency and greatly improve the searching quality.     

Application of particle swarm optimization in chaos synchronization in noisy environment in presence of unknown parameter uncertainty

In this paper, particle swarm optimization (PSO) is applied to synchronize chaotic systems in presence of parameter uncertainties and measurement noise. Particle swarm optimization is an evolutionary algorithm which is introduced by Kennedy and Eberhart. This algorithm is inspired by birds flocking. Optimization algorithms can be applied to control by defining an appropriate cost function that guarantees stability of system. In presence of environment noise and parameter uncertainty, robustness plays a crucial role in succeed of controller. Since PSO needs only rudimentary information about the system, it can be a suitable algorithm for this case. Simulation results confirm that the proposed controller can handle the uncertainty and environment noise without any extra information about them. A comparison with some earlier works is performed during simulations.     

基于可信性理论的均值-熵-偏度投资组合模型及其算法求解

本文考虑到证券市场的投资者往往面临着随机和模糊两种不确定性的情形,在模糊随机环境下把证券的收益率视作三角模糊变量,在可信性理论基础上建立了带融资约束条件的均值-熵-偏度三目标投资组合决策模型,拓展了基于可信性理论的投资组合决策模型的研究内容,同时通过对约束条件处理方法,外部档案维护方法等关键算子的改良,提出了一种新的约束多目标粒子群算法。本文运用该算法对模型进行求解,把得到的最优解与传统的多目标粒子群算法得到的最优解进行对比,结果表明新算法得到的最优解的质量会显著地优于传统的多目标粒子群算法的最优解,从而验证了算法的有效性和准确性。该算法可以在三维空间中得到一个分布性和逼近性较好的Pareto最优曲面,满足投资者对不同目标的差异需求,为投资者提供合理的投资组合决策方案。