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基于混沌时序重构的股票价格预测研究 被引量:3
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作者 彭岩 孙学惠 王庆余 《天津大学学报(自然科学与工程技术版)》 EI CAS CSCD 北大核心 2003年第6期777-781,共5页
应用非线性映射迭代模型,采用小波理论来辨识混沌模型中的参数,并通过对混沌时序进行预处理,可得到较好的预测结果.采用小波网络对非线性映射迭代模型中的参数进行辨识,辨识的准确程度较高.采用该模型对上海证券市场600063号股票的开盘... 应用非线性映射迭代模型,采用小波理论来辨识混沌模型中的参数,并通过对混沌时序进行预处理,可得到较好的预测结果.采用小波网络对非线性映射迭代模型中的参数进行辨识,辨识的准确程度较高.采用该模型对上海证券市场600063号股票的开盘和最高价格数据进行了建模和模型参数辨识,并据此做出相关预测,得到了满意的预测结果. 展开更多
关键词 混沌时序重构 股票价格预测 参数识别 小波理论
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Optimization of support vector machine power load forecasting model based on data mining and Lyapunov exponents 被引量:7
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作者 牛东晓 王永利 马小勇 《Journal of Central South University》 SCIE EI CAS 2010年第2期406-412,共7页
According to the chaotic and non-linear characters of power load data,the time series matrix is established with the theory of phase-space reconstruction,and then Lyapunov exponents with chaotic time series are comput... According to the chaotic and non-linear characters of power load data,the time series matrix is established with the theory of phase-space reconstruction,and then Lyapunov exponents with chaotic time series are computed to determine the time delay and the embedding dimension.Due to different features of the data,data mining algorithm is conducted to classify the data into different groups.Redundant information is eliminated by the advantage of data mining technology,and the historical loads that have highly similar features with the forecasting day are searched by the system.As a result,the training data can be decreased and the computing speed can also be improved when constructing support vector machine(SVM) model.Then,SVM algorithm is used to predict power load with parameters that get in pretreatment.In order to prove the effectiveness of the new model,the calculation with data mining SVM algorithm is compared with that of single SVM and back propagation network.It can be seen that the new DSVM algorithm effectively improves the forecast accuracy by 0.75%,1.10% and 1.73% compared with SVM for two random dimensions of 11-dimension,14-dimension and BP network,respectively.This indicates that the DSVM gains perfect improvement effect in the short-term power load forecasting. 展开更多
关键词 power load forecasting support vector machine (SVM) Lyapunov exponent data mining embedding dimension feature classification
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