The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi-...The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi- dimension series which included the ergodic information and more rich information could be excavated. Then, on the basis of the embedding dimension of the time series, the structure form of neutral network was constructed, of which the node number in input layer was the embedding dimension of the time series minus 1, and the node number in output layers was 1. Finally, as an example, the model was applied for water yield of mine forecasting. The result shows that the model has good fitting accuracy and forecasting precision.展开更多
In order to realize the prediction of a chaotic time series of mine water discharge,an approach incorporating phase space reconstruction theory and statistical learning theory was studied.A differential entropy ratio ...In order to realize the prediction of a chaotic time series of mine water discharge,an approach incorporating phase space reconstruction theory and statistical learning theory was studied.A differential entropy ratio method was used to determine embedding parameters to reconstruct the phase space.We used a multi-layer adaptive best-fitting parameter search algorithm to estimate the LS-SVM optimal parameters which were adopted to construct a LS-SVM prediction model for the mine water chaotic time series.The results show that the simulation performance of a single-step prediction based on this LS-SVM model is markedly superior to that based on a RBF model.The multi-step prediction results based on LS-SVM model can reflect the development of mine water discharge and can be used for short-term forecasting of mine water discharge.展开更多
文摘The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi- dimension series which included the ergodic information and more rich information could be excavated. Then, on the basis of the embedding dimension of the time series, the structure form of neutral network was constructed, of which the node number in input layer was the embedding dimension of the time series minus 1, and the node number in output layers was 1. Finally, as an example, the model was applied for water yield of mine forecasting. The result shows that the model has good fitting accuracy and forecasting precision.
基金supported by the Science and Research projects for Ph.D. candidates in the faculty of Xuzhou Normal University (No.08XLR12)Natural Science Foundation of Xuzhou Normal University (No.09XLA10)
文摘In order to realize the prediction of a chaotic time series of mine water discharge,an approach incorporating phase space reconstruction theory and statistical learning theory was studied.A differential entropy ratio method was used to determine embedding parameters to reconstruct the phase space.We used a multi-layer adaptive best-fitting parameter search algorithm to estimate the LS-SVM optimal parameters which were adopted to construct a LS-SVM prediction model for the mine water chaotic time series.The results show that the simulation performance of a single-step prediction based on this LS-SVM model is markedly superior to that based on a RBF model.The multi-step prediction results based on LS-SVM model can reflect the development of mine water discharge and can be used for short-term forecasting of mine water discharge.
