Combination kernel function least squares support vector machine for chaotic time series prediction
文献类型：期刊论文
| 作者 | Tian ZhongDa3; Gao XianWen2; Shi Tong1 |
| 刊名 | ACTA PHYSICA SINICA
 |
| 出版日期 | 2014 |
| 卷号 | 63期号:16 |
| 关键词 | chaotic time series least squares support vector machine combination kernel function improved genetic algorithm |
| ISSN号 | 1000-3290 |
| 其他题名 | Combination kernel function least squares support vector machine for chaotic time series prediction |
| 英文摘要 | Considering the problem that least squares support vector machine prediction model with single kernel function cannot significantly improve the prediction accuracy of chaotic time series, a combination kernel function least squares support vector machine prediction model is proposed. The model uses a polynomial function and radial basis function to construct the kernel function of least squares support vector machine. An improved genetic algorithm with better convergence speed and precision is proposed for parameter optimization of prediction model. The simulation experimental results of Lorenz, Mackey-Glass, Sunspot-Runoff in the Yellow River and chaotic network traffic time series demonstrate the effectiveness and characteristics of the proposed model. |
| 资助项目 | [National Natural Science Foundation of China] |
| 语种 | 英语 |
| CSCD记录号 | CSCD:5222172 |
| 源URL | [http://ir.imr.ac.cn/handle/321006/153550]  |
| 专题 | 金属研究所_中国科学院金属研究所 |
| 作者单位 | 1.中国科学院金属研究所 2.东北大学 3.沈阳大学 |
| 推荐引用方式 GB/T 7714 | Tian ZhongDa,Gao XianWen,Shi Tong. Combination kernel function least squares support vector machine for chaotic time series prediction[J]. ACTA PHYSICA SINICA,2014,63(16). |
| APA | Tian ZhongDa,Gao XianWen,&Shi Tong.(2014).Combination kernel function least squares support vector machine for chaotic time series prediction.ACTA PHYSICA SINICA,63(16). |
| MLA | Tian ZhongDa,et al."Combination kernel function least squares support vector machine for chaotic time series prediction".ACTA PHYSICA SINICA 63.16(2014). |
入库方式： OAI收割
来源：金属研究所
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