As there are lots of non-linear systems in the real engineering, it is very important to do more researches on the modeling and prediction of non-linear systems. Based on the multi-resolution analysis (MRA) of wavelet...As there are lots of non-linear systems in the real engineering, it is very important to do more researches on the modeling and prediction of non-linear systems. Based on the multi-resolution analysis (MRA) of wavelet theory, this paper combined the wavelet theory with neural network and established a MRA wavelet network with the scaling function and wavelet function as its neurons. From the analysis in the frequency domain, the results indicated that MRA wavelet network was better than other wavelet networks in the ability of approaching to the signals. An essential research was can:led out on modeling and prediction with MRA wavelet network in the non-linear system. Using the lengthwise sway data received from the experiment of ship model, a model of offline prediction was established and was applied to the short-time prediction of ship motion. The simulation results indicated that the forecasting model improved the prediction precision effectively, lengthened the forecasting time and had a better prediction results than that of AR linear model. The research indicates that it is feasible to use the MRA wavelet network in the short-time prediction of ship motion.展开更多
The wavelet power system short term load forecasting(STLF) uses a mulriple periodical autoregressive integrated moving average(MPARIMA) model to model the mulriple near periodicity, nonstationarity and nonlinearity ex...The wavelet power system short term load forecasting(STLF) uses a mulriple periodical autoregressive integrated moving average(MPARIMA) model to model the mulriple near periodicity, nonstationarity and nonlinearity existed in power system short term quarter hour load time series, and can therefore accurately forecast the quarter hour loads of weekdays and weekends, and provide more accurate results than the conventional techniques, such as artificial neural networks and autoregressive moving average(ARMA) models test results. Obtained with a power system networks in a city in Northeastern part of China confirm the validity of the approach proposed.展开更多
The aim of this article is to present author＇s application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series （in particular for predicting macroeconomic indicators...The aim of this article is to present author＇s application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series （in particular for predicting macroeconomic indicators）, proprietary model is based on wavelet analysis with Haar wavelets, Daubechies wavelets, and adaptive models; they are the trend crawling model and alignment exponential model. Adaptive models have been modified through the introduction of wavelet function and combined into a single forecast model. Obtained from conducted research results, it shows the model an effective instrument to predict the short-term.展开更多
基金Supported by the National Defence Science and Industry Committee(41314020201)
文摘As there are lots of non-linear systems in the real engineering, it is very important to do more researches on the modeling and prediction of non-linear systems. Based on the multi-resolution analysis (MRA) of wavelet theory, this paper combined the wavelet theory with neural network and established a MRA wavelet network with the scaling function and wavelet function as its neurons. From the analysis in the frequency domain, the results indicated that MRA wavelet network was better than other wavelet networks in the ability of approaching to the signals. An essential research was can:led out on modeling and prediction with MRA wavelet network in the non-linear system. Using the lengthwise sway data received from the experiment of ship model, a model of offline prediction was established and was applied to the short-time prediction of ship motion. The simulation results indicated that the forecasting model improved the prediction precision effectively, lengthened the forecasting time and had a better prediction results than that of AR linear model. The research indicates that it is feasible to use the MRA wavelet network in the short-time prediction of ship motion.
文摘The wavelet power system short term load forecasting(STLF) uses a mulriple periodical autoregressive integrated moving average(MPARIMA) model to model the mulriple near periodicity, nonstationarity and nonlinearity existed in power system short term quarter hour load time series, and can therefore accurately forecast the quarter hour loads of weekdays and weekends, and provide more accurate results than the conventional techniques, such as artificial neural networks and autoregressive moving average(ARMA) models test results. Obtained with a power system networks in a city in Northeastern part of China confirm the validity of the approach proposed.
文摘The aim of this article is to present author＇s application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series （in particular for predicting macroeconomic indicators）, proprietary model is based on wavelet analysis with Haar wavelets, Daubechies wavelets, and adaptive models; they are the trend crawling model and alignment exponential model. Adaptive models have been modified through the introduction of wavelet function and combined into a single forecast model. Obtained from conducted research results, it shows the model an effective instrument to predict the short-term.
