摘要
针对LSSVM参数难以确定和单一方法预测精度不高的问题,提出一种基于粒子群优化LSSVM灰色组合预测模型的学习方法.利用粒子群算法的收敛速度快和全局优化能力,优化L,SSVM模型的惩罚因子和核函数参数.避免了人为选择参数的盲目性.在同一时刻利用不同长度序列的灰色预测方法对历史数据进行初步预测,将初步预测结果的组合作为LSSVM的输入,该时刻的实际值作为输出,进行训练建立灰色LSSVM组合预测模型,提高了模型的推广预测能力.选取三江平原某地区1985年至2006年地下水埋深实测数据,建立PSO-LSSVM组合预测模型.通过两种方式对模型进行检验,与其他模型相比,该组合模型具有较高的预测精度.
To solve the problems of the uncertain parameters of LSSVM and the low forecasting precision of single method, the learning algorithm of grey least squares support vector machines combined forecasting model optimized by particle swarm algorithm is proposed. Optimize two parameters of LSSVM model study by particle swarm algorithm's abilities of the fast convergence and whole optimization. It can escape from the blindness of man-made choice. First, the combinational results of initial forecasts are put as the input and the corresponding actual values are put as the output of LSSVM. Then we can get combinational model of the grey and the least squares support vector machine based on particle swarm algorithm by training it. The proposed combinational model can enhance the etYiciency and the capability of forecasting. Actual data from 1985 to 2006 of area in Sanjiang plain is taken as the sample data. A combinational model based on PSO-LSSVM and GM(1,1) model is proposed. Predict precision of the model is examined by two ways, and the results show that it is more precise than the other methods.
出处
《系统工程理论与实践》
EI
CSSCI
CSCD
北大核心
2013年第1期243-248,共6页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(60874070
61074069)
高等学校博士学科点专项科研基金(20070533131)
教育部留学回国人员科研启动基金
湖南省研究生科研创新项目(CX2009B038)
关键词
粒子群优化
灰色预测
最小二乘支持向量机
组合模型
地下水埋深预测
particle swarm optimization
grey forecasting
least squares support vector machine
combi-national model
prediction of groundwater depth