The hybrid forecasting model based on chaotic mapping, genetic algorithm and support vector machine

被引:40
|
作者
Wu, Qi [1 ,2 ]
机构
[1] Southeast Univ, Minist Educ, Sch Automat, Key Lab Measurement & Control CSE, Nanjing 210096, Jiangsu, Peoples R China
[2] Southeast Univ, Sch Mech Engn, Nanjing 210096, Jiangsu, Peoples R China
基金
中国国家自然科学基金; 中国博士后科学基金;
关键词
Support vector machine; Chaos theory; Embedded; Genetic algorithm; Demand forecasting; NEURAL-NETWORK; OPTIMIZATION; PREDICTION;
D O I
10.1016/j.eswa.2009.07.054
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Aiming at the complex system with multi-dimension, small samples, nonlinearity and multi-apex. and combining chaos theory. genetic algorithm with support vector machine (SVM), a kind of chaotic SVM named Cv-SVM short for chaotic v-support vector machine is proposed in this paper. Cv-SVM, whose constraint conditions are less than those of the standard v-SVM by one, is proved to satisfy the structure risk minimum rule under the condition of probability Moreover there is no parameter b in the regression function of Cv-SVM. And then, an intelligence-forecasting method is put forward. The results of application in car demand forecasting show that the forecasting method based on Cv-SVM is feasible and effective. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1776 / 1783
页数:8
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