|
|||||
|
|
| 基于GRNN神经网络的变权组合预测的权重确定方法 | |
| 引用本文： | 耿建军,吕卫民,董景荣.基于GRNN神经网络的变权组合预测的权重确定方法[J].数学的实践与认识,2011,41(3). |
| 作者姓名： | 耿建军 吕卫民 董景荣 |
| 作者单位： | 1. 烟台市游泳训练中心,山东,烟台,264005 2. 海军航空工程学院,飞行器工程系,山东,烟台,264001 3. 重庆师范大学,经济与管理学院,重庆,400047 |
| 摘 要： | 为使组合预测的组合权重随样本数据不同而改变,从而使误差平方和达到最小,我们使用二次规划对样本每期组合权重进行确定.利用所得权重样本对广义神经网络训练使其对样本外组合权重进行确定.结果表明:这是一种可行得组合预测方法,能够提高预测精度,为变权组合预测增添了一种可行方法. |
| 关 键 词： | 变权重 广义自回归神经网络 遗传规划 径向基函数 时间序列 太阳黑子 |
A New Method For the Estimation of Optimum Weight Coefficients of the Weight Changeable Combination Forecasts Bases on The Generalized Regression Neural Network |
|
| GENG Jian-jun,LV Wei-min,DONG Jing-rong.A New Method For the Estimation of Optimum Weight Coefficients of the Weight Changeable Combination Forecasts Bases on The Generalized Regression Neural Network[J].Mathematics in Practice and Theory,2011,41(3). | |
| Authors: | GENG Jian-jun LV Wei-min DONG Jing-rong |
| Institution: | GENG Jian-jun~1,LV Wei-min~2,DONG Jing-rong~3 (1.Yantai Training Centre of Swimming Shandong,Yantai 264005,China) (2.Department of Mathematics Engineering,Naval Aeronautical Engineering Academy,Yantai 264001,China) (3.College of Mathematics Science,Chongqing Normal University,Chongqing 400047,China) |
| Abstract: | In this paper,a new method for the estimation of optimum weight coefficients of changeable weight combination forecast model is proposed.The changeable weight coefficients of the in-sample are obtained through quadratic programming method of the optimization tool box of the Matlab.Then the weights of the out-sample are obtained via the Generalized Regression of Neural Network.A practical example shows the effect of the method is remarkable and the accuracy of forecasting is higher than other methods.So it e... |
| Keywords: | changeable weight coefficients generalized regression of neural network genetic programming radial basic function |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |