基于小波支持向量机的非线性组合预测方法研究

Nonlinear Combination Forecasting Method Based on Wavelet Support Vector Machines

基于支持向量机(SVM)核方法和小波框架理论,提出了一种称为小波支持向量机(Wavelet Support Vector Machines,WSVM)的新的机器学习方法,并把这种方法应用于组合预测,得到了一种基于WSVM的非线性组合预测新模型,然后给出了此模型的结构设计和实现算法.通过仿真实验,把该方法与小波神经网络等方法相比较,得到了更好的实验结果,从而验证了该方法的正确性和有效性.

Based on the kernel method of support vector machines ( SVM) and wavelet frame theory, a new method called wavelet support vector machines (WSVM) is proposed. The method is applied to combination forecast, and an algorithm for constructing and training the forecast model of WSVM is presented. Simulation examples are also given to illustrate the effectiveness of the method comparing with the wavelet neural network and other methods.