| 基于MGM(1,n)模型的多元核支持向量回归预测 |
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| 引用本文： | 蒋辉.基于MGM(1,n)模型的多元核支持向量回归预测[J].数学的实践与认识,2011,41(9). |
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| 作者姓名： | 蒋辉 |
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| 作者单位： | 惠州学院数学系,广东惠州,516007 |
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| 基金项目： | 惠州学院数学与应用数学重点学科经费资助，广东省自然科学基金 |
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| 摘 要： | 根据灰色系统和支持向量机相结合的方法,采用多变量灰色模型MGM(1,n)对相互影响、相互制约的多变量时间序列进行模拟,获取残差序列后运用多元核支持向量回归机(MSVR)对残差进行回归以修正原模型,得到多变量灰色支持向量回归复合模型(MGM-MSVR).实证结论表明:复合模型具有比原模型更高的精度.
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| 关 键 词： | MGM(1 n)模型 支持向量回归 多元核 |
Multi-kernel Support Vector Regression Base on MGM(1, n) Model for Time Series Prediction |
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| JIANG Hui.Multi-kernel Support Vector Regression Base on MGM(1, n) Model for Time Series Prediction[J].Mathematics in Practice and Theory,2011,41(9). |
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| Authors: | JIANG Hui |
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| Abstract: | According to the method of the support vector machine combined with grey system,multi-variable grey model(MGM(1,n))is adopted to predict multivariate time series,which interact and mutual restrict.After obtaining the residual error sequence,we can carry out multi-kernel support vector regression(MSVR)for residual errors and revise the values of MGM(1,n).So multi-variable grey composite support vector regression model (MGM-MSVR)is obtained.Experimental results show that composite model has much higher accuracy than the original one. |
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| Keywords: | MGM(1 n)model Support vector regression Multi-kernel |
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