Discussion About Nonlinear Time Series Prediction Using Least Squares Support Vector Machine

被引：0

作者：

XU RuiRui

BIAN GuoXing

GAO ChenFeng

CHEN TianLun Department of Physics Nankai University Tianjin China ^{[300071
]}

机构：

来源：

Communications in Theoretical Physics | 2005年 / 43卷 / 06期

关键词：

least squares support vector machine; nonlinear time series; prediction; clustering;

D O I：

暂无

中图分类号：

O411.1 [数学物理方法];

学科分类号：

0701 ; 070104 ;

摘要：

<正> The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction.First, the parameter γ and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employclustering method in the model to prune the number of the support values. The learning rate and the capabilities offiltering noise for LS-SVM are all greatly improved.

引用

页码：1056 / 1060

页数：5

共 50 条

[11] Prediction of Flooding Velocity in Packed Towers Using Least Squares Support Vector Machine [J].

Li, Changli ;

Liu, Yi ;

Yang, Jie ;

Gao, Zengliang .

PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, :3226-3231

[12] Multi-scale least squares support vector machine for financial time series forecasting [J].

Wei, Liwei ;

Chen, Zhenyu ;

Xie, Qiwei ;

Li, Jianping .

PROCEEDINGS OF JOURNAL PUBLICATION MEETING (2007), 2007, :54-58

[13] Improving Forecasting Accuracy of Streamflow Time Series Using Least Squares Support Vector Machine Coupled with Data-Preprocessing Techniques [J].

Kalteh, Aman Mohammad .

WATER RESOURCES MANAGEMENT, 2016, 30 (02) :747-766

[14] Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine [J].

Zhang, Wen ;

Wu, Zhibin .

JOURNAL OF FORECASTING, 2022, 41 (03) :615-632

[15] Dynamic least squares support vector machine [J].

Fan, Yugang ;

Li, Ping ;

Song, Zhihuan .

WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, :4886-+

[16] A HYBRID LEAST SQUARES SUPPORT VECTOR MACHINE WITH BAT AND CUCKOO SEARCH ALGORITHMS FOR TIME SERIES FORECASTING [J].

Mohammed, Athraa Jasim ;

Ghathwan, Khalil Ibrahim ;

Yusof, Yuhanis .

JOURNAL OF INFORMATION AND COMMUNICATION TECHNOLOGY-MALAYSIA, 2020, 19 (03) :351-379

[17] Multivariable least squares support vector machine with time integral operator for the prediction of bearing performance degradation [J].

Zhang, Yao ;

Zhou, Youguang ;

Tang, Gang ;

Wang, Huaqing .

PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART C-JOURNAL OF MECHANICAL ENGINEERING SCIENCE, 2019, 233 (07) :2478-2490

[18] On-line least squares support vector machine algorithm in gas prediction [J].

ZHAO, Xiao-hu ;

WANG, Gang ;

ZHAO, Ke-ke ;

TAN, De-jian .

Mining Science and Technology, 2009, 19 (02) :194-198

[19] Least Squares Support Vector Machine based Lithium Battery Capacity Prediction [J].

Liu, Xin ;

Liu, Dan ;

Zhang, Yan ;

Wang, Qisong ;

Wang, Hua ;

Zhang, Fang .

2014 INTERNATIONAL CONFERENCE ON MECHATRONICS AND CONTROL (ICMC), 2014, :1148-1152

[20] On-line least squares support vector machine algorithm in gas prediction [J].

ZHAO Xiao-hu .

International Journal of Mining Science and Technology, 2009, 19 (02) :194-198

← 1 2 3 4 5 →