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正交尺度小波网络及在非线性经济系统预测中的应用 被引量:8

The Application of Wavelet Neural Network Based on Orthogonal Scaling Function in Nonlinear Macroeconomic Forecasting
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摘要 本文提出一种用正交尺度函数代替RBF网络中的激活函数的小波网络,给出相应小波网络学习算法;并以天津市国内生产总值为样本进行宏观经济模拟预测。 In this paper, a waveletbased neural network is given. The structure of this network is similar to that of the radial basis function(RBF)network, except that here the radial basis functions are replaced by orthogonal scaling functions. Furthermore, the author proposes the algorithms for the wavelet network.Finally,a macroeconomic forecasting based on the sample of GDP in Tianjing is presented, which shows that the forecasting error is less than that of BP network.
作者 张新红
出处 《运筹与管理》 CSCD 2002年第6期99-103,共5页 Operations Research and Management Science
基金 国家自然基金资助(40271054)
关键词 小波神经网络 正交小波 宏观经济预测 非线性经济系统 wavelet neural network orthogonal wavelet macroeconomic forecasting
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参考文献2

  • 1Zhang jun, Walter Gilber G. Wavelet Neural Network for Function Learning[J].IEEE Transaction on Signal Processing. Vol.43.No.6.June 1995:1485-1495.
  • 2Hansen J V, Nelson R D. Neural Network and traditional time series methods: a synergistic combination in state economic forecasts[J].IEEE Transaction on Neural networks.1997,8(4):863-873.

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