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基于相空间重构的全局预报分析
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作者 孟卫东 熊虎 冯宗茂 《技术经济与管理研究》 2001年第4期26-28,共3页
本文阐述了股票市场价格指数所遵 循的非线性确定系统规律的相关概念。提出了股指 数据序列的相空间重构方法,利用这一方法在二维 相空间对混沌价格指数行为进行全局预报分析。
关键词 价格混沌 全局预报 关联维数 价格指数 相空间重构
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股市混沌行为及全局预报分析
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作者 周孝华 《桂林电子工业学院学报》 2000年第1期52-55,共4页
阐述了股票市场价格指数所遵循的非线性确定系统规律的相关概念。提出了股指数据序列的相空间重构方法 ,利用这一方法在二维相空间对混沌价格指数行为进行分析预报 。
关键词 价格混沌 股市 全局预报
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Support vector machine forecasting method improved by chaotic particle swarm optimization and its application 被引量:11
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作者 李彦斌 张宁 李存斌 《Journal of Central South University》 SCIE EI CAS 2009年第3期478-481,共4页
By adopting the chaotic searching to improve the global searching performance of the particle swarm optimization (PSO), and using the improved PSO to optimize the key parameters of the support vector machine (SVM) for... By adopting the chaotic searching to improve the global searching performance of the particle swarm optimization (PSO), and using the improved PSO to optimize the key parameters of the support vector machine (SVM) forecasting model, an improved SVM model named CPSO-SVM model was proposed. The new model was applied to predicting the short term load, and the improved effect of the new model was proved. The simulation results of the South China Power Market’s actual data show that the new method can effectively improve the forecast accuracy by 2.23% and 3.87%, respectively, compared with the PSO-SVM and SVM methods. Compared with that of the PSO-SVM and SVM methods, the time cost of the new model is only increased by 3.15 and 4.61 s, respectively, which indicates that the CPSO-SVM model gains significant improved effects. 展开更多
关键词 chaotic searching particle swarm optimization (PSO) support vector machine (SVM) short term load forecast
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