一种基于RBF神经网络的预测器模型及其研究

非线性复杂系统的预测控制是一种高性能的控制方法,其关键在于非线性预测器模型的实现。论文从径向基函数(RBF)神经网络原理分析出发,探讨了一种用于神经网络的预测模型设计方法,并将此方法用于实际非线性系统的预测控制。结果表明,基于RBF的神经网络预测模型可快速准确地完成对非线性动态过程的预测描述,因而可以在非线性系统的预测控制中得到良好的应用。     

基于小波神经网络的非线性系统预测控制研究

提出了一种基于小波基函数神经网络的未知非线性系统的一步超前预测控制算法。该方法利用小波网络学习这个非线性系统,并且应用小波神经网络模型作为系统的预测模型,控制信号直接通过极小化期望输出值与预测输出值之间的偏差来获得,通过对一非线性系统的仿真,表明了该方法的有效性。     

复杂系统控制中的神经网络预测器研究

本文从径向基函数(RBF)神经网络原理分析出发,探讨了一种用于非线性复杂系统预测控制的神经网络预测模型方法,并将此方法用于实际非线性系统的预测控制.结果表明,基于RBF的神经网络预测模型可快速准确地完成对非线性动态过程的预测描述,因而可以在非线性系统的预测控制中得到良好地应用.     

网络流量预测的建模与仿真研究

研究网络流量准确预测问题,网络流量变化是一种具有时变性、多尺度和突发性的非线性系统,由于传统时间序列预测方法很难揭示内在变化规律,导致网络流量的预测精度比较低.为了提高网络流量的预测精度,提出一种小波分析BP神经网络的网络流量预测模型.模型首先通过小波分析对网络流量进行分解,得到网络流量信号的近似和细节部分,然后进行重构提取多尺度特征,最后将重构的网络流量数据输入到BP神经网络,利用BP神经网络的非线性能力对网络流量进行训练、建模并预测.仿真结果表明,小波神经网络方法提高了网络流量预测精度,是一种有效实用的网络流量预测方法.     

石油价格预测算法的仿真研究

研究石油价格变化趋势问题,由于价格的不确定性,石油价格变化具有非线性、突变性和随机性.传统预测方法均是基于线性建模的,无法很好描述石油价格变化规律,从而预测精度较低.为提高石油价格预测精度,提出一种小波神经网络的石油价格预测模型.根据小波分析优异的多尺变分析功能和神经网络非线性预测能力对石油价格变化趋势进行仿真预测.仿真结果表明,相对于传统石油价格预测模型,小波神经网络提高了预测精度,降低了预测误差,更好的反映了石油价格的变化规律,是一种有效、高精度的石油价格预测工具,为预测石油的价格提供了参考.     

小波消噪和神经网络的网络流量混沌预测

网络流量数据中含有大量噪声,对网络流量预测精度产生不利影响,为此,提出一种小波消噪和神经网络相融合的网络流量混沌预测模型。采用小波技术对网络流量数据进行消噪处理,采用关联维数确定BP神经网络输入变量个数,采用BP神经网络建立网络流量预测模型。结果表明,与消噪前比,小波消噪和神经网络模型更能准确刻画网络流量的变化趋势,有效提高了网络流量的预测精度,为非线性预测问题提供了一种新的研究思路。     

基于“松散型”小波神经网络的时间序列预测研究

分析了一种新的时间序列预测模型——“松散型”小波神经网络预测模型。在用神经网络分析时间序列预测方法的基础上,用方差分析的统计方法确定样本序列的长度,从而有效地确定神经网络输入层节点数。运用该模型对太阳黑子年平均序列进行小波分解、重构、预测和合成,得到了序列总的预测效果。同时,将新模型与传统BP神经网络模型的预测效果进行了比较,分析了两者出现差异的本质原因。整体反映了将复杂问题简单化处理、将小波多分辨分析同神经网络的非线性逼近功能相结合的思想。这种思想及方法发挥了小波变换和神经网络的各自优势,明显提高了预测精度。     

小波神经网络在短时交通流量预测中的应用

研究在短时交通流量预测问题,短时交通流量存在随机性和非线性因素,影响预测的准确性。传统预测模型难以反映交通流量变化特点,同时传统神经网络易陷入局部极小值,泛化能力差,交通流量预测精度低。为了提高短时交通流量预测精度,提出一种小波神经网络的短时交通流量预测模型。小波神经网络可以对短时交通流量随机性、不确定性进行局部分析,并进行非线性预测,验证了模型的有效性,进行了对比试验。验证结果表明,小波神经网络提高了短时交通流量预精度,预测结果更具应用价值。     

组合模型在降雨量预测中的应用

研究降雨量准确预测问题,降水量的变化既受大气环流、地形、气压、气候带等各种环境因子的影响,降水量的动态特征呈现复杂非线性和各种干扰因素,预测不可能准确。传统预测模型难以对其进行准确预测,预测精度低。为提高降雨量的预测精度,提出一种组合模型的降雨量预测模型。首先采用小波分析将降雨量数据进行分解成线性和非线性部分,然后分别采用ARIMA和RBF神经网络模型对其进行预测,最后采用小波重构线性和非线性预测结果,得到降雨量最终预测结果。仿真结果表明,相对于传统预测模型,组合模型提高了降雨量预测精度,预测结果可以帮助农业、水利部门提高防治旱涝灾害的科学依据。     

基于小波神经网络的IP网络流量预测

采用小波神经网络对网络流量数据的时间序列进行建模与预测。针对BP神经网络预测准确率不太理想的情况,将小波理论引入BP神经网络,引用小波理论中多分辨分析技术对基于BP神经网络的模型进行改进,建立了基于小波神经网络的IP网络流量预测模型。该模型利用小波多分辨分析分解信号,再用已分解的信号序列来训练BP神经网络。实验结果表明,小波神经网络比BP神经网络对网络流量的预测结果精度更高、性能更好,利用小波神经网络预测网络流量是一种可行、有效的方法。     

小波神经网络在股票技术分析中的应用

股票交易作为证券投资的一种,也越来越成为广大投资者的一个重要投资手段。股票市场是一个效益与风险并存的地方,没有分析的投资是盲目的投资。但股票市场受随机因素影响很大,利用线性很难分析。该文利用小波与神经网络作为一种大规模并行处理的非线性系统,依据数据本身的内在联系建模,具有良好的适应性与自学习能力、较强的抗干扰能力,在股票价格的短期预测中已取得了令人比较满意的成绩。     

A hybrid evolutionary dynamic neural network for stock market trend analysis and prediction using unscented Kalman filter

Stock market prediction is of great interest to stock traders and investors due to high profit in trading the stocks. A successful stock buying/selling generally occurs near price trend turning point. Thus the prediction of stock market indices and its analysis are important to ascertain whether the next day's closing price would increase or decrease. This paper, therefore, presents a simple IIR filter based dynamic neural network (DNN) and an innovative optimized adaptive unscented Kalman filter for forecasting stock price indices of four different Indian stocks, namely the Bombay stock exchange (BSE), the IBM stock market, RIL stock market, and Oracle stock market. The weights of the dynamic neural information system are adjusted by four different learning strategies that include gradient calculation, unscented Kalman filter (UKF), differential evolution (DE), and a hybrid technique (DEUKF) by alternately executing the DE and UKF for a few generations. To improve the performance of both the UKF and DE algorithms, adaptation of certain parameters in both these algorithms has been presented in this paper. After predicting the stock price indices one day to one week ahead time horizon, the stock market trend has been analyzed using several important technical indicators like the moving average (MA), stochastic oscillators like K and D parameters, WMS%R (William indicator), etc. Extensive computer simulations are carried out with the four learning strategies for prediction of stock indices and the up or down trends of the indices. From the results it is observed that significant accuracy is achieved using the hybrid DEUKF algorithm in comparison to others that include only DE, UKF, and gradient descent technique in chronological order. Comparisons with some of the widely used neural networks (NNs) are also presented in the paper.     

一种基于小波和神经网络的短时交通流量预测

针对实际交通流变化的不稳定性和复杂性的特点,应用交通流预测模型获取更准确的交通流信息,是智能交通领域的一个研究热点。提出一种基于小波分析与神经网络结合的预测模型。模型主要思想是通过小波多分辨率分析和Mallat算法对原始交通流数据进行平滑降噪处理,处理过程选用db10小波和软阈值去噪函数使得交通流曲线更加平滑稳定,更能真实反映交通流的真实情况;再采用激活函数为Tan-Sigmoid,训练函数为trainlm,各层神经元节点数为1-12-1的三层BP神经网络对消噪后的交通流数据进行训练,用训练好的预测模型对实际交通流信息进行预测,最后获取准确的交通流信息。实验结果表明,采用小波分析与BP神经网络结合的方法得到的预测结果平均相对误差为0.03%,最大相对误差为0.39,拟合度(EC)达到0.96。仅使用BP神经网络预测模型对交通流数据进行预测后得到的预测结果的平均相对误差为0.08%,最大相对误差为0.89%;实验对比采用BP神经网络预测模型和卡尔曼滤波、GM(1,1)预测模型对交通流的预测,BP神经网络预测模型的误差指标大大减小,拟合度大大提高,有较好的准确性和可行性,能较准确地反映交通流真实情况。而经过小波去噪与BP神经网络结合的预测模型提高了预测精度,为交通流的实时动态预警提供了更加准确真实的情况。     

基于LSTM的股票价格预测建模与分析

股价波动是一个高度复杂的非线性系统，其股票的调整不是按照均匀的时间过程推进，具有自身的推进过程。结合LSTM（Long Short-Term Memory）递归神经网络的特性和股票市场的特点，对数据进行插值、小波降噪、归一化等预处理操作后，推送到搭建的不同LSTM层数与相同层数下不同隐藏神经元个数的LSTM网络模型中进行训练与测试。对比评价指标与预测效果找到适宜的LSTM层数与隐藏神经元个数，提高了预测准确率约30%。测试结果表明，该模型计算复杂度小，预测准确率有所提高，不仅能在股票投资前对预测股票走势提供有益的参考，还能帮助投资者在对实际股价有了进一步的认知后构建合适的股票投资策略。     

Fuzzy wavelet neural network based on fuzzy clustering and gradient techniques for time series prediction

This paper presents the development of fuzzy wavelet neural network system for time series prediction that combines the advantages of fuzzy systems and wavelet neural network. The structure of fuzzy wavelet neural network (FWNN) is proposed, and its learning algorithm is derived. The proposed network is constructed on the base of a set of TSK fuzzy rules that includes a wavelet function in the consequent part of each rule. A fuzzy c-means clustering algorithm is implemented to generate the rules, that is the structure of FWNN prediction model, automatically, and the gradient-learning algorithm is used for parameter identification. The use of fuzzy c-means clustering algorithm with the gradient algorithm allows to improve convergence of learning algorithm. FWNN is used for modeling and prediction of complex time series and prediction of foreign-exchange rates. Exchange rates are dynamic process that changes every day and have high-order nonlinearity. The statistical data for the last 2 years are used for the development of FWNN prediction model. Effectiveness of the proposed system is evaluated with the results obtained from the simulation of FWNN-based systems and with the comparative simulation results of previous related models.     

基于神经网络的股市预测

本文讨论了有关神经网络用于股市预测方面的问题，包括股市原始数据的预处理、训练样本的确定。提出了适合于描述股市动态特性和时序特性的网络模型及学习算法，并对上海股市作了实际的预测。实验结果表明本文提出的方法是可行的和有效的。     

融合社交情感分析的股市预测探究

针对现有股市预测研究中所存在的大众情感度量不够全面的问题,提出了一种基于社交情感分析的股市预测模型. 该模型首先基于异构图模型的证券情感量化方法对社交媒介的数据进行情感分析,得到量化的情感时间序列;然后,基于自组织神经网络模型对情感序列及行情指数序列进行建模,从而对股票指数进行预测. 在国内社交媒介及股市行情数据集上的实验结果表明,本文所建立的模型在预测误差和精度上较BP（Back Propagation）神经网络分别提升了15%和12%,能更好地预测股票指数.     

Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting

Stock market prediction is regarded as a challenging task in financial time-series forecasting. The central idea to successful stock market prediction is achieving best results using minimum required input data and the least complex stock market model. To achieve these purposes this article presents an integrated approach based on genetic fuzzy systems (GFS) and artificial neural networks (ANN) for constructing a stock price forecasting expert system. At first, we use stepwise regression analysis (SRA) to determine factors which have most influence on stock prices. At the next stage we divide our raw data into k clusters by means of self-organizing map (SOM) neural networks. Finally, all clusters will be fed into independent GFS models with the ability of rule base extraction and data base tuning. We evaluate capability of the proposed approach by applying it on stock price data gathered from IT and Airlines sectors, and compare the outcomes with previous stock price forecasting methods using mean absolute percentage error (MAPE). Results show that the proposed approach outperforms all previous methods, so it can be considered as a suitable tool for stock price forecasting problems.     

Efficient stock price prediction using a Self Evolving Recurrent Neuro-Fuzzy Inference System optimized through a Modified Differential Harmony Search Technique

This paper proposes a new Self Evolving Recurrent Neuro-Fuzzy Inference System (SERNFIS) for efficient prediction of highly fluctuating and irregular financial time series data like stock market indices over varying time frames. The network is modeled including the first order Takagi Sugeno Kang (TSK) type fuzzy if then rules with two types of feedback loops. The recurrent structure in the proposed model comes from locally feeding the firing strength of the fuzzy rule back to itself and by including a few time delay components at the output layer. The novelty of the model is based on the fact that the internal temporal feedback loops and time delayed output feedback loops are used for further enhancing the prediction capability of traditional neuro-fuzzy system in handling more dynamic financial time series data. Another recurrent functional link artificial neural network (RCEFLANN) model is also presented for a comparative study. In the second part of the paper a modified differential harmony search (MDHS) technique is proposed for estimating the parameters of the model including the antecedent, consequent and feedback loop parameters. Experimental results obtained by implementing the model on two different stock market indices demonstrate the effectiveness of the proposed model compared to existing models for stock price prediction.     

基于DMD-LSTM模型的股票价格时间序列预测研究

针对股票市场关系复杂导致的有效特征提取困难、价格预测精度低等问题,提出一种基于动态模态分解—长短期记忆神经网络（DMD-LSTM）的股票价格时间序列预测方法。首先通过DMD算法对受市场板块联动效应影响的关联行业板块样本股数据进行分解计算,提取包含整体市场和特定股票走势变化信息的模态特征;然后针对不同市场背景,采用LSTM网络对基本面数据和模态特征进行价格建模预测。在鞍钢股份（SH000898）上的实验结果表明,该方法相较于传统预测方法,在特定的市场背景下能实现更高的价格预测精度,更为准确地描述股票价格的变化规律。