Time series online prediction method based on information perception weight and error prediction

被引:0
|
作者
Wang, Hao [1 ,2 ]
Liu, Zhen [1 ]
机构
[1] School of Automation Engineering, University of Electronic science and Technology of China, Chengdu,611731, China
[2] Unit 91388 of the PLA, Zhanjiang,524022, China
关键词
Aiming at the problems of insufficient perception of changes in data characteristics and the insufficient timeliness of prediction in existing time series online prediction methods; this article innovatively designs a time series online prediction method based on information perception weight and error prediction. The method uses the information perception weight to replace the forgetting factor parameter λ0 in the cost function; through establishing the mapping relationship between input data and prediction error; error prediction is performed; then error compensation is realized using weighting error compensation coefficient. Multiple single-step prediction experiments were carried out through using the method of changing the number of hidden layer nodes. The experiment results verify the excellent single-step prediction ability of the design method in terms of prediction accuracy and generalization. Among them; the single-step prediction variances of Sinc; Mackey-Glass and Solar Energy that are the three data selection points reach 1.56×10-13; 2.29×10-7; and; 1.43; respectively. According to the actual failure situation; the failure voltage was set to 5.8V and 5.6V; respectively; multiple-step prediction was performed aiming at the actually measured data in the accelerated life test of the packaged step-down power module. The five-step and ten-step prediction results show that the design method can effectively predict power failure. The experiment results fully demonstrate that the design method can complete online single-step and multi-step predictions stably; accurately and effectively when the predicted data characteristics are changed. © 2020; Science Press. All right reserved;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:31 / 41
相关论文
共 50 条
  • [2] Time Series Prediction Based on Online Learning
    Song, Q.
    2015 IEEE 14TH INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND APPLICATIONS (ICMLA), 2015, : 857 - 864
  • [3] ERROR OF PREDICTION OF A TIME SERIES
    BLOOMFIELD, P
    BIOMETRIKA, 1972, 59 (03) : 501 - 507
  • [4] NonSTOP: A NonSTationary Online Prediction Method for Time Series
    Xie, Christopher
    Bijral, Avleen
    Ferres, Juan Lavista
    IEEE SIGNAL PROCESSING LETTERS, 2018, 25 (10) : 1545 - 1549
  • [5] Time Series Prediction Based on Adaptive Weight Online Sequential Extreme Learning Machine
    Lu, Junjie
    Huang, Jinquan
    Lu, Feng
    APPLIED SCIENCES-BASEL, 2017, 7 (03):
  • [6] Time Series Prediction Based on Online Sequential Improved Error Minimized Extreme Learning Machine
    Xue, Jiao
    Liu, Zeshen
    Gong, Yong
    Pan, Zhisong
    PROCEEDINGS OF ELM-2015, VOL 1: THEORY, ALGORITHMS AND APPLICATIONS (I), 2016, 6 : 193 - 209
  • [7] Estimation of prediction error in time series
    Aue, Alexander
    Burman, Prabir
    BIOMETRIKA, 2024, 111 (02) : 643 - 660
  • [8] Multivariate Time Series Prediction Based on Temporal Change Information Learning Method
    Zheng, Wendong
    Hu, Jun
    IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2023, 34 (10) : 7034 - 7048
  • [9] A novel method for time series prediction based on error decomposition and nonlinear combination of forecasters
    Chen, Wei
    Xu, Huilin
    Chen, Zhensong
    Jiang, Manrui
    NEUROCOMPUTING, 2021, 426 (426) : 85 - 103
  • [10] Discounted online Newton method for time-varying time series prediction
    Ding, Dongsheng
    Yuan, Jianjun
    Jovanovic, Mihailo R.
    2021 AMERICAN CONTROL CONFERENCE (ACC), 2021, : 1547 - 1552