基于EMD和RBFNN的冷负荷组合预测模型

针对冷负荷预测问题,提出了一种基于相空间重构(PSR)、经验模态分解(EMD)和径向基神经网络(RBFNN)的冷负荷组合预测模型.该模型首先利用经验模态分解方法,把冷负荷序列分解为少数模态分量,然后利用分组分量法将其分为多个高频子分量、总低频分量和残余量,最后以PSR为基础对各分量利用RBFNN方法建模并将预测结果重构...     

基于经验模式分解和极限学习机的铀资源价格预测方法

针对国际铀资源价格预测问题, 提出一种基于经验模式分解(EMD)、相空间重构(PSR) 和极限学习机(ELM) 的非线性组合预测方法. 首先通过EMD分解, 将原始价格序列分解为若干固有模态分量(IMF), 按频率高低将各IMF 分组叠加成3 个新序列; 然后在重构相空间的基础上构建不同的ELM模型, 分别对各IMF 序列进行预测; 最后对预测结果进行合成. 将该方法应用于实际铀资源价格预测, 并与径向基神经网络(RBF) 方法及单独ELM方法进行比较, 仿真结果表明该方法预测精度有明显的提高.

     

煤矿机械振动信号预测研究

根据煤矿机械振动信号高低频组成成分变化规律的差异,提出了一种基于经验模态分解(EMD)和支持向量机(SVM)的煤矿机械振动信号组合预测方法。将滚动轴承振动信号进行EMD分解,得到相对平稳的本征模态函数(IMF)分量,并将波动程度相近的IMF分量进行重构,得到高频子序列和低频子序列,采用SVM分别对高频子序列和低频子序列进行预测,将2个预测结果叠加,得到最终预测值。选取轴承实验数据对组合预测方法的有效性进行验证,结果表明该方法的均方根误差、平均绝对误差和平均绝对百分比误差均小于直接预测方法。将该组合预测方法应用于某选煤厂主井带式输送机滚动轴承状况预测,预测结果与实际情况相符。     

联合EMD和FSVM的非平稳时间序列预测

提出一种基于经验模态分解(EMD)和模糊支持向量机(FSVM)的非平稳时间序列组合预测方法。首先,利用EMD对非平稳时间序列进行分解,将其分解为时间尺度特征较为单一的单模态分量,降低待预测信号的非线性复杂度;然后,利用模糊支持向量机对EMD分解后的各固有模态函数进行预测;最后将各固有模态函数独立预测的结果进行叠加,即可得到原始序列的预测值。以带噪声的Lorenz系统和太阳黑子月平滑值序列为实验数据,对提出的预测方法进行了仿真分析。实验结果表明,与BP神经网络预测和传统的SVM预测方法相比,提出的方法具有更好的预测精度,而且对带有孤立点、噪声的序列信号具有较强的适应能力。     

基于EMD的太阳黑子时间序列组合预测模型

针对太阳黑子的复杂性,利用经验模态分解(EMD)方法,将太阳活动在各时间尺度上的变化分量分解为平稳的固有模态函数(IMF)分量及余项。观察各分量的频谱,根据低频IMF分量和高频IMF分量的特点,分别采用自回归滑动平均模型和神经网络方法进行预测。通过各分量的预测值,重构出原始信号的预测序列。仿真结果表明,该模型具有较高的预测精度。     

交通流量经验模态分解与神经网络短时预测方法

基于经验模态分解（EMD）和神经网络,提出了一种短时交通流量预测方法。通过EMD分解把交通流量分解成不同的模态,利用神经网络对分解后的各分量进行预测,再将预测值累加得到最终的预测结果。利用EMD与神经网络模型对I-800数据库实测交通流量数据进行预测,结果表明该方法具有很高的预测精度,明显优于直接采用神经网络的预测结果。     

一种基于EMD和RVM的自相似网络流量预测模型

针对自相似网络流量提出了一种基于EMD(经验模态分解)和RVM(相关向量机)的自相似时间序列预测模型.该模型利用EMD将滑动窗口内的小时间尺度网络流量序列分解为多个IMF(固有模态函数)分量,以去除流量序列长相关性;然后采用RVM对其中的高频分量进行拟合,而对低频分量则使用ARMA构建预测模型;最后合成各分量的预测结果.实验表明,该模型能准确地预测流量时间序列的幅值及其趋势,与同类型预测方法相比,其预测性能更好.     

EMD-SVM组合模型在带钢张力预测中的应用

根据带钢张力时间序列非平稳、非线性特征,提出一种基于经验模态分解(EMD)和支持向量机(SVM)组合模型的预测方法;首先,应用EMD方法将原始张力序列分解成若干不同频率的平稳分量;其次,根据各分量特征,选用合适的核函数和最佳参数建立不同的SVM回归分析模型,对各分量测试集进行SVM预测;最后将各分量预测序列组合成原始序列的预测值;将EMD-SVM模型用于带钢张力预测,并与ARMA和SVM模型预测结果比较;EMD-SVM模型预测相关度可高达99.93%,而ARMA和SVM模型预测的相关度分别只有88.82%和79.31%,仿真结果表明EMD-SVM模型有较高的预测精度。     

基于小波包的EMD分析在车削刀具监控中的应用

针对车削刀具振动信号在经验模态分析(EMD)时产生的模态混叠现象,采用小波包和EMD分析相结合的方法来提取刀具磨损时振动信号的敏感特征.首先利用EMD分析将采集的磨损信号分解为数个固有模态分量(IMF),然后采用小波包方法对与刀具磨损状态相关性大的IMF进行分解并重构.计算重构后的IMF与刀具磨损的相关系数,将相关系数大的IMF所包含的敏感特征作为支持向量机(SVM)的输入,进而对刀具的磨损状态进行识别.研究结果表明该方法能有效地提高对刀具磨损状态的识别精度.     

基于EEMD和萤火虫算法优化SVM的溶解氧预测

养殖池塘中的溶解氧(DO)对水产品的生长和品质有着至关重要的作用。为了提高溶解氧预测的准确性和有效性,提出了一种基于集合经验模态分解(EEMD)和萤火虫算法(FA)优化支持向量机(SVM)的组合预测模型。首先,将DO时间序列通过集合经验模态分解为一组去除噪声的并相对稳定的子序列。接着,利用相空间重构(PSR)重建分解子序列,在相空间中用SVM对各子序列进行建模预测。然后,利用萤火虫算法对SVM的参数进行优化,建立基于SVM的预测模型,最后得到原始DO序列的预测值。为了获得未来24小时的预测结果,采用单点迭代法实现多步预测。仿真结果表明,所提出的EEMD-FA-SVM组合预测模型比FA-SVM、EEMD-FA-BP和EEMD-PSO-SVM等模型具有更好的预测效果,能够满足现代渔业养殖水质精细化管理的高需求。     

Applying the Hybrid Model of EMD,PSR, and ELM to Exchange Rates Forecasting

Financial time series forecasting has been a challenge for time series analysts and researchers because it is noisy, nonstationary and chaotic. To overcome this limitation, this study uses empirical mode decomposition (EMD) and phase space reconstruction (PSR) to assist in the task of financial time series forecasting. In addition, we propose an approach that combines these two data preprocessing methods with extreme learning machine (ELM). The approach contains four steps as follows. (1) EMD is used to decompose the dynamics of the exchange rate time series into several components of intrinsic mode function (IMF) and one residual component. (2) The IMF and residual time series phase space is reconstructed to reveal its unseen dynamics according to the optimum time delay \(\tau \) and embedding dimension m. (3) The reconstructed time series datasets are divided into two datasets: training and testing, in which the training datasets are used to build ELM models. (4) A regression forecast model is set up for each IMF as well as the residual component by using ELM. The final prediction results are obtained by compositing the prediction values. To verify the effectiveness of the proposed approach, four exchange rates are chosen as the forecasting targets. Compared with some existing state-of-the-art models, the proposed approach yields superior results. Academically, we demonstrated the validity and superiority of the proposed approach that integrates EMD, PSR, and ELM. Corporations or individuals can apply the results of this study to acquire accurate exchange rate information and reduce exchange rate expenses.     

A new short-term load forecasting method of power system based on EEMD and SS-PSO

Aiming to the disadvantages of short-term load forecasting with empirical mode decomposition (EMD) such as mode mixing and many high-frequency random components, a new short-term load forecasting model based on ensemble empirical mode decomposition (EEMD) and sub-section particle swarm optimization (SS-PSO) is proposed in this paper. Firstly, the load sequence is decomposed into a limited number of intrinsic mode function (IMF) components and one remainder by EEMD, which can avoid the mode mixing problem of traditional EMD. Then, through calculating and observing the spectrum of decomposed series, some low-frequency IMFs are extracted and reconstructed. Other IMFs can be forecasted with appropriate forecasting models. Since IMF1 is main random component of the load sequence, the linear combination model is adopted to forecast IMF1. Because the weights of the linear combination model are very important to obtain high forecasting accuracy, SS-PSO is proposed and used to optimize the linear combination weights. In addition, the factors such as temperature and weekday are taken into consideration for short-term load forecasting. Simulation results show that accuracy of the load forecasting model proposed in the paper is higher than that of BP neural network, RBF neural network, support vector machine, EMD and their combinations.     

Empirical Mode Decomposition based ensemble deep learning for load demand time series forecasting

Load demand forecasting is a critical process in the planning of electric utilities. An ensemble method composed of Empirical Mode Decomposition (EMD) algorithm and deep learning approach is presented in this work. For this purpose, the load demand series were first decomposed into several intrinsic mode functions (IMFs). Then a Deep Belief Network (DBN) including two restricted Boltzmann machines (RBMs) was used to model each of the extracted IMFs, so that the tendencies of these IMFs can be accurately predicted. Finally, the prediction results of all IMFs can be combined by either unbiased or weighted summation to obtain an aggregated output for load demand. The electricity load demand data sets from Australian Energy Market Operator (AEMO) are used to test the effectiveness of the proposed EMD-based DBN approach. Simulation results demonstrated attractiveness of the proposed method compared with nine forecasting methods.     

基于EMD与LS-SVM的风电场短期风速预测

为了提高风电场风速短期预测的精度,提出了将经验模式分解与数据挖掘方法相结合对风速时间序列进行建模预测.对风速时间序列进行经验模式分解,使之分解为若干不同频带的本征模式分量.对不同频带的平稳分量建立相应的最小二乘支持向量机预测模型,将各模型的预测值等权求和得到最终预测值.仿真实验结果表明,风电场短期风速预测的MAPE为1.507%,提高了此类预测的精度,表明了该方法的有效性.     

A HYBRID DEMAND FORECASTING MODEL BASED ON EMPIRICAL MODE DECOMPOSITION AND NEURAL NETWORK IN TFT-LCD INDUSTRY

Demand forecasting plays an important role in the thin-film transistor liquid crystal display (TFT-LCD) industry. A hybrid approach is proposed for demand forecasting by combining empirical mode decomposition (EMD) and neural networks. From the signal analysis point of view, demand can be considered as a nonlinear and nonstationary combination of different frequencies. Every demand can be represented by one or several frequencies. The process of the proposed approach first decomposes the historical demand data into a finite set of intrinsic mode functions (IMFs) and a residual through EMD. Then, these IMFs are input into a back-propagation neural network (BPN) and the corresponding demand is used to predict these IMFs. Finally, the demand is forecasted by summing the predicted IMFs. The results show that the proposed model outperforms the single BPN model without EMD preprocessing and the traditional autoregressive integrated moving average (ARIMA) models.     

基于EMD和SVR的混合智能预测模型及实证研究

针对非平稳、非线性时间序列变化复杂、难以用单一智能方法进行有效预测的问题,提出一种新的基于经验模式分解和支持向量回归的混合智能预测模型。经验模式分解能将非平稳时间序列按其内在的时间特征尺度自适应地分解为多个基本模式分量,根据这些分量各自趋势变化的剧烈程度选择不同的核函数进行支持向量回归预测,对各预测分量进行加权组合,得到原始序列的准确预测值。实证研究表明对于非平稳、非线性时间序列的预测,不论是单步预测还是多步预测,该模型均能取得很好的预测效果。     

基于支持向量机的丙酮精制建模

采用支持向量机建立了丙酮精制过程的产品质量与生产工艺参数之间的预测模型,并将其与反向传播神经网络和径向基神经网络模型相比较。在实际工业数据上进行的实验结果表明,支持向量机模型对丙酮纯度具有良好的预测效果,性能优于反向传播神经网络和径向基网络模型。     

Short-term wind speed forecasting based on a hybrid model

Wind power is currently one of the types of renewable energy with a large generation capacity. However, operation of wind power generation is very challenging because of the intermittent and stochastic nature of the wind speed. Wind speed forecasting is a very important part of wind parks management and the integration of wind power into electricity grids. As an artificial intelligence algorithm, radial basis function neural network (RBFNN) has been successfully applied into solving forecasting problems. In this paper, a novel approach named WTT–SAM–RBFNN for short-term wind speed forecasting is proposed by applying wavelet transform technique (WTT) into hybrid model which hybrids the seasonal adjustment method (SAM) and the RBFNN. Real data sets of wind speed in Northwest China are used to evaluate the forecasting accuracy of the proposed approach. To avoid the randomness caused by the RBFNN model or the RBFNN part of the hybrid model, all simulations in this study are repeated 30 times to get the average. Numerical results show that the WTT–SAM–RBFNN outperforms the persistence method (PM), multilayer perceptron neural network (MLP), RBFNN, hybrid SAM and RBFNN (SAM–RBFNN), and hybrid WTT and RBFNN (WTT–RBFNN). It is concluded that the proposed approach is an effective way to improve the prediction accuracy.     

ARIMA与SVM组合模型的石油价格预测

针对复杂时间序列预测困难的问题,在综合分析其线性和非线性复合特征的基础上,提出了一种基于ARIMA和SVM相结合的时间序列预测模型。首先采用ARIMA模型对时间序列进行线性建模,然后采用SVM对时间序列的非线性部分进行建模,最后得到两种模型的综合预测结果。将组合模型应用于石油价格预测中,仿真结果表明组合模型相对于单模型的预测具有更高的精度,发挥了2种模型各自的优势,在复杂时间序列预测中具有广泛的应用前景。