期刊文献+

PCR-RBF-SVM预测模型在财政数据中的应用 被引量:1

Application of Prediction Model Based on PCR-RBF-SVM to Finance Data
下载PDF
导出
摘要 通过使用支持向量机算法将主成分回归的线性预测结果和径向基神经网络的非线性预测结果相结合,提出一种新的预测模型,该模型提高了预测精度,解决了预测方式单一的问题.将新预测模型应用于财政数据预测结果表明,与传统主成分回归和径向基神经网络方法相比,该模型预测效果更好. On the basis of support vector machine algorithm and the result of principal component regression of the linear prediction and radial basis function neural network of the non-linear prediction,a new forecasting model was proposed by which one can effectively improve the prediction accuracy and solve the problem of single prediction.Application of the new prediction model to the prediction of finance data showed that compared with the traditional principal component regression and radial basis neural network method,the new model has better effect and practical significance in prediction.
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2012年第1期111-113,共3页 Journal of Jilin University:Science Edition
基金 国家自然科学基金(批准号:60673099 60873146) 吉林省科技发展计划重点项目(批准号:20090304)
关键词 主成分回归 径向基神经网络 支持向量机 预测 principal component regression radial basis neural network support vector machine prediction
  • 相关文献

参考文献11

  • 1徐山清,孟庆平,戎咏华,徐祖耀.A Theoretical Model on Solvus Line Prediction of Film and Its Application in Nanogranular Al-Cu System[J].Journal of Shanghai Jiaotong university(Science),2007,12(3):341-346. 被引量:1
  • 2Khoshhal A, Dakhel A A, Etemadi A, et al. Artificial Neural Network Modeling of Apple Drying Process [ J ]. Journal of Food Process Engineering, 2010, 33(Suppl 1 ) : 298-313.
  • 3Lopez-Meyer P, Schuckers S, Makeyev O, et al. Detection of Periods of Food Intake Using Support Vector Machines [ C]//32nd Annual International Conference of the IEEE EMBS. Washington DC: IEEE Press, 2010: 1004-1007.
  • 4LI Tun, LIU Gong-shen. Stock Price' s Prediction with Decision Tree [ J]. Applied Mechanics and Materials, 2011, 48/49: 1116-1121.
  • 5Wu Y G, Huang G F. Motion Vector Generation for Video Coding by Gray Prediction [ J]. IET Computer Vision, 2011, 5(1) : 14-22.
  • 6Hofwing M, Strmberg N. D-Optimality of Non-regular Design Spaces by Using a Bayesian Modification and a Hybrid Method [J]. Structural and Muhidisciplinary Optimization, 2010, 42(1) : 73-88.
  • 7YANG Yun, CHEN Ke. Time Series Clustering via RPCL Network Ensemble with Different Representations [ J ]. IEEE Transactions on Systems, Man and Cybernetics, Part C: Applications and Reviews, 2011,41(2) : 190-199.
  • 8Song C H, Jiang Y, Liao W F. Solution of TSP Based on the Improved GA [ C ]//Proceedings of the 2nd International Conference on Modelling and Simulation. Nanchester: Academic Press, 2009, 8: 382-387.
  • 9Lipponen J A, Tarvainen M P, Laitinen T, et al. A Principal Component Regression Approach for Estimation of Ventric- ular Repolarization Characteristics [ J]. IEEE Transactions on Biomedical Engineering, 2010, 57 (5) : 1062-1069.
  • 10XIAO Xue-zhong, HUANG Hua, MA Li-zhuang. RBF Network-Based Temporal Color Morphing [J]. Computer Animation and Virtual Worlds, 2010, 21 (3/4) : 289-296.

同被引文献12

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部