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.
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.
出处
《数学的实践与认识》
CSCD
北大核心
2011年第9期193-200,共8页
Mathematics in Practice and Theory
基金
惠州学院数学与应用数学重点学科经费资助(00002701)
广东省自然科学基金(1015160150100003)