Time series prediction using LS-SVM with particle swarm optimization

被引：0

作者：

Wang, Xiaodong ^{[1
]}

Zhang, Haoran

Zhang, Changjiang

Cai, Xiushan

Wang, Jinshan

Ye, Meiying

机构：

[1] Zhejiang Normal Univ, Coll Informat Sci & Engn, Jinhua 321004, Peoples R China

[2] Zhejiang Normal Univ, Coll Math & Phys, Jinhua 321004, Peoples R China

来源：

ADVANCES IN NEURAL NETWORKS - ISNN 2006, PT 2, PROCEEDINGS | 2006年 / 3972卷

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Time series analysis is an important and complex problem in machine learning. In this paper, least squares support vector machine (LS-SVM) combined with particle swarm optimization (PSO) is used to time series prediction. The LS-SVM can overcome some shortcoming in the multilayer perceptron (MLP) and the PSO is used to tune the LS-SVM parameters automatically. A benchmark problem, Henon map time series, has been used as an example for demonstration. It is showed this approach can escape from the blindness of man-made choice of the LS-SVM parameters. It enhances the efficiency and the capability of prediction.

引用

页码：747 / 752

页数：6

共 50 条

[1] Water Quality Prediction Using LS-SVM with Particle Swarm Optimization
Xiang Yunrong
Jiang Liangzhong
[J]. WKDD: 2009 SECOND INTERNATIONAL WORKSHOP ON KNOWLEDGE DISCOVERY AND DATA MINING, PROCEEDINGS, 2009, : 900 - +
[2] Improvement of LS-SVM for Time Series Prediction
Wang, Bo
Shi, Qinghong
Mei, Qian
[J]. 2014 11TH INTERNATIONAL CONFERENCE ON SERVICE SYSTEMS AND SERVICE MANAGEMENT (ICSSSM), 2014,
[3] The research and application of LS-SVM based on particle swarm optimization
Chen, Yongqi
Zhou, Zhanxin
Chen, Qijun
[J]. 2007 IEEE INTERNATIONAL CONFERENCE ON AUTOMATION AND LOGISTICS, VOLS 1-6, 2007, : 1115 - 1120
[4] Particle Swarm Optimization-based LS-SVM for Building Cooling Load Prediction
Li Xuemei
Shao Ming
Ding Lixing
Xu Gang
Li Jibin
[J]. JOURNAL OF COMPUTERS, 2010, 5 (04) : 614 - 621
[5] Stock Return Forecast with LS-SVM and Particle Swarm Optimization
Shen, Wei
Zhang, Yunyun
Ma, Xiaoyong
[J]. 2009 INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, PROCEEDINGS, 2009, : 143 - 147
[6] Chaotic Time Series Prediction Using Symmetric LS-SVM Regression
Cui Wanzhao
Chen Jia
Zheng Enrang
[J]. ISTM/2009: 8TH INTERNATIONAL SYMPOSIUM ON TEST AND MEASUREMENT, VOLS 1-6, 2009, : 1659 - 1662
[7] PREDICTION OF SURFACE ROUGHNESS FOR END MILLING TITANIUM ALLOY USING MODIFIED PARTICLE SWARM OPTIMIZATION LS-SVM
刘春景
唐敦兵
何华
陈兴强
[J]. Transactions of Nanjing University of Aeronautics & Astronautics, 2013, 30 (01) : 53 - 61
[8] LS-SVM based on chaotic particle swarm optimization with simulated annealing
Chen, Ai-ling
Wu, Zhi-ming
Yang, Gen-ke
[J]. THEORY AND APPLICATIONS OF MODELS OF COMPUTATION, PROCEEDINGS, 2006, 3959 : 99 - 107
[9] Nonlinear Time Series Prediction Using LS-SVM with Chaotic Mutation Evolutionary Programming for Parameter Optimization
XU Rui-Rui CHEN Tian-Lun GAO Cheng-Feng Department of Physics
[J]. Communications in Theoretical Physics, 2006, 45 (04) : 641 - 646
[10] Prediction of chaotic time series using LS-SVM with automatic parameter selection
Wang, XD
Zhang, HR
Zhang, CJ
Cai, XS
Wang, J
Wang, JS
[J]. PDCAT 2005: Sixth International Conference on Parallel and Distributed Computing, Applications and Technologies, Proceedings, 2005, : 962 - 964

← 1 2 3 4 5 →