将TD方法同神经网络相结合进行时间序列实时建模预测

本文首先探讨了基于神经网络的时间序列预测模型的建立机制，然后提出可将基于神经网络的时序直接多步预测模型的实时建模问题看成是延时加强学习问题，从而可将ＴＤ法与ＢＰ法相结合用于解决实时建模预测问题。本文对太阳黑子问题和外汇汇率问题进行了实时建模和预测，其结果表明，本文提出的实时建模预测方法是可行的。     

交通流量小波神经网络多步预测研究

针对交通流量混沌时间序列多步预测的问题,提出了一种基于混沌机理的小波神经网络(WNN)快速学习算法.通过将混沌理论和小波分析相结合,建立了交通流量时间序列WNN模型;阐述了混沌学习算法的机理,设计了交通流量WNN混沌时间序列自适应学习算法.仿真试验结果表明,该算法的多步预测性能明显优于应用BP网络和非混沌算法的小波神经网络.     

模糊神经网络在时间序列预测中的应用

文中提出了将模糊聚类与梯度算法相结合的一种改进的训练模糊神经网络的混合型算法。模拟结果表明，模糊神经网络可以成功地用于时间序列的预测，模糊神经网络的训练速度与模拟精度都优于传统多层ＢＰ网络。     

一种基于时间差分算法的神经网络预测控制系统

为提高多步预测控制的计算效率，提出一种基于时间差分算法的Elman网络多步预测控制器的设计方法．用Elman网络对非线性系统输出值进行直接多步预估，并针对BP算法无法对网络权值的实时调整进行渐进计算的缺点，提出了将时间差分法和BP算法相结合的新的网络学习算法；为简化计算，采用单值预测控制算法对非线性系统进行滚动优化以实现对下一步控制量的优化计算．理论分析与仿真结果表明，该方法具有结构简单、运算量小、速度快的特点，可应用于实时快速系统，并且对系统参数的变化具有一定的自适应性．     

交通流量VNNTF神经网络模型多步预测研究

研究了VNNTF 神经网络（Volterra neural network trafficflow model,VNNTF） 交通流量混沌时间序列多步预测问题. 通过分析比较交通流量混沌时间序列相空间重构的嵌入维数和Volterra 离散模型之间的关系,给出了确定交通流量Volterra 级数模型截断阶数和截断项数的方法,并在此基础上建立了VNNTF 神经网络交通流量时间序列模型;设计了交通流量Volterra 神经网络的快速学习算法;最后,利用交通流量混沌时间序列对VNNTF 网络模型,Volterra 预测滤波器和BP 网络进行了多步预测实验,比较了多步预测结果的仿真图、绝对误差的柱状图以及归一化后的方均根;实验结果表明VNNTF 神经网络的多步预测性能明显优于Volterra 预测滤波器和BP 神经网络.     

基于BP网络模型的非线性预测控制策略研究

提出了一种基于神经网络模型的非线性多步预测控制策略。预测器和控制器由一个BP网络构成。在整个过程中，首先利用一个BP网络构造一个非线性多步预测模型，根据被控对象输出与网络实际输出之间的误差采用改进的BP算法修改网络权值，以逐步建立合理的多步预测模型。然后，根据网络的多步预测输出序列与设定值序列的偏差构造性能指标函数，根据性能指标函数采用自适应变步长梯度法修改控制律。仿真结果表明了该策略的有效性。     

基于强化学习的网络流量非线性多步预测方法

网络流量具有分形特性,用线性方法来预测非线性的网络流量,预测精度不高.为了提高测性能,提出了网络流量的非线性多步预测同题,利用一种结合分形神经网络、强化学习的非线性多步预测方法,用多重分形性质将网络流量序列分解为短相关序列,设计了一种强化学习神经网络(MRLA)流量预测模型,利用强化学习的Q算法训练BP神经网络,预测尺度系数、计算权值,最后构建MRLA网络进行仿真,预测网络流量.实验分析显示,相对MMLP网络,新预测方法具较好的多步预测性能.     

基于混沌和二阶对角递归网络的船舶横摇的直接多步预测方法

在对船舶横摇预测研究的基础上,提出一种基于混沌和在隐层具有2个反馈权值的二阶对角递归神经网络的直接多步预测模型;给出了易于实现的动量梯度学习算法,并对其收敛性进行了验证.仿真结果表明,直接多步预测不依赖于单步预测的结果,对比单步预测模型能快速、准确地预测船舶横摇运动时间序列,具有更好的预测精度及较长的预测时间.     

基于贝叶斯网络的跳频序列多步预测*

根据跳频频率序列具有混沌特性,在相空间重构理论基础上提出一种用于跳频频率序列预测的贝叶斯网络模型。该模型将重构后的整个相空间作为先验数据信息,进而通过学习贝叶斯网络并利用贝叶斯网络推理算法达到对跳频频率多步预测的目的。仿真结果表明该方法具有良好的多步预测能力,并能有效地克服过拟合现象。     

具有自纠错功能的人工神经网络在股票滚动预测上的应用

本文针对股票滚动预测的特点与难点,采用一种改进的快速ＢＰ算法,提出一种增加网络自纠错功能的方法,对股票行情进行滚动预测,对比了其与经典ＢＰ算法及网络增加自纠错功能前后的预测情况,实验证明算法是有效的,提高了股票短期趋势预测的效果。     

The layer-wise method and the backpropagation hybrid approach tolearning a feedforward neural network

Feedforward neural networks (FNNs) have been proposed to solve complex problems in pattern recognition and classification and function approximation. Despite the general success of learning methods for FNNs, such as the backpropagation (BP) algorithm, second-order optimization algorithms and layer-wise learning algorithms, several drawbacks remain to be overcome. In particular, two major drawbacks are convergence to a local minima and long learning time. We propose an efficient learning method for a FNN that combines the BP strategy and optimization layer by layer. More precisely, we construct the layer-wise optimization method using the Taylor series expansion of nonlinear operators describing a FNN and propose to update weights of each layer by the BP-based Kaczmarz iterative procedure. The experimental results show that the new learning algorithm is stable, it reduces the learning time and demonstrates improvement of generalization results in comparison with other well-known methods.     

Hybrid back-propagation training with evolutionary strategies

This work presents a hybrid algorithm for neural network training that combines the back-propagation (BP) method with an evolutionary algorithm. In the proposed approach, BP updates the network connection weights, and a ( \(1+1\) ) Evolutionary Strategy (ES) adaptively modifies the main learning parameters. The algorithm can incorporate different BP variants, such as gradient descent with adaptive learning rate (GDA), in which case the learning rate is dynamically adjusted by the stochastic ( \(1+1\) )-ES as well as the deterministic adaptive rules of GDA; a combined optimization strategy known as memetic search. The proposal is tested on three different domains, time series prediction, classification and biometric recognition, using several problem instances. Experimental results show that the hybrid algorithm can substantially improve upon the standard BP methods. In conclusion, the proposed approach provides a simple extension to basic BP training that improves performance and lessens the need for parameter tuning in real-world problems.     

A class of hybrid morphological perceptrons with application in time series forecasting

In this work a class of hybrid morphological perceptrons, called dilation–erosion perceptron (DEP), is presented to overcome the random walk dilemma in the time series forecasting problem. It consists of a convex combination of fundamental operators from mathematical morphology (MM) on complete lattices theory (CLT). A gradient steepest descent method is presented to design the proposed DEP (learning process), using the back propagation (BP) algorithm and a systematic approach to overcome the problem of nondifferentiability of morphological operators. The learning process includes an automatic phase fix procedure that is geared at eliminating time phase distortions observed in some time series. Finally, an experimental analysis is conducted with the proposed DEP using five real world time series, where five well-known performance metrics and an evaluation function are used to assess the forecasting performance of the proposed model. The obtained results are compared with those generated by classical forecasting models presented in the literature.     

遗传算法优化BP 神经网络的短时交通流混沌预测

为了提高BP神经网络预测模型对混沌时间序列的预测准确性,提出了一种基于遗传算法优化BP神经网络的改进混沌时间序列预测方法.利用遗传算法优化BP神经网络的权值和阈值,然后训练BP神经网络预测模型以求得最优解,并将该预测方法应用到几个典型混沌时间序列和实测短时交通流时间序列进行有效性验证.仿真结果表明,该方法对典型混沌时间序列和短时交通流具有较好的非线性拟合能力和更高的预测准确性.     

Forecasting foreign exchange rates with an improved back-propagation learning algorithm with adaptive smoothing momentum terms

The slow convergence of back-propagation neural network (BPNN) has become a challenge in data-mining and knowledge discovery applications due to the drawbacks of the gradient descent (GD) optimization method, which is widely adopted in BPNN learning. To solve this problem, some standard optimization techniques such as conjugate-gradient and Newton method have been proposed to improve the convergence rate of BP learning algorithm. This paper presents a heuristic method that adds an adaptive smoothing momentum term to original BP learning algorithm to speedup the convergence. In this improved BP learning algorithm, adaptive smoothing technique is used to adjust the momentums of weight updating formula automatically in terms of “3 σ limits theory.” Using the adaptive smoothing momentum terms, the improved BP learning algorithm can make the network training and convergence process faster, and the network’s generalization performance stronger than the standard BP learning algorithm can do. In order to verify the effectiveness of the proposed BP learning algorithm, three typical foreign exchange rates, British pound (GBP), Euro (EUR), and Japanese yen (JPY), are chosen as the forecasting targets for illustration purpose. Experimental results from homogeneous algorithm comparisons reveal that the proposed BP learning algorithm outperforms the other comparable BP algorithms in performance and convergence rate. Furthermore, empirical results from heterogeneous model comparisons also show the effectiveness of the proposed BP learning algorithm.     

改进BP网络在煤矿通风系统故障检测中的应用

针对BP神经网络传统学习算法步长难以确定的问题,提出了采用基于RLS算法的BP神经网络检测煤矿通风系统故障的方法;简要介绍了BP神经网络的结构,详细介绍了RLS学习算法和仿真过程。仿真结果表明,采用RLS算法的BP神经网络能够满足煤矿通风系统故障检测的要求。     

基于差分进化的BP神经网络预测混沌时间序列

针对BP神经网络预测模型收敛速度慢和容易陷入局部极小值的缺点,将差分进化算法和神经网络结合起来,提出了一种基于差分进化算法的BP神经网络预测混沌时间序列的方法,利用差分进化算法的全局寻优能力对BP神经网络的权值和阈值进行优化,然后训练BP神经网络预测模型求得最优解,将该预测方法用到3个典型的混沌时间序列进行算法的有效性验证,并与BP算法的预测精度进行了比较,仿真结果表明该方法对混沌时间序列预测具有更好的非线性拟合能力和更高的预测准确性。     

基于拟牛顿法的前向神经元网络学习算法

针对前向神经网络现有BP学习算法的不足,结合非线性最优化方法,提出一种基于拟牛顿法的神经元网络学习算法。该算法有效地改进了神经元网络的学习收敛速度,取得了比常规BP算法更好的收敛性能和学习速度。