基于改进最小二乘支持向量机的电力系统受扰轨迹在线预测

分析了标准最小二乘支持向量机算法用于在线预测时存在的主要问题,根据分块矩阵求逆定理对标准算法进行改进,实现支持向量的递推式求解,提高了算法的学习效率。为了满足实际多机系统在线轨迹预测的要求,引入轨迹聚合技术对多机轨迹进行聚合,进一步减少了计算量。以电科院8机系统和我国西北电网为例进行仿真分析,从预测精度和计算时间两方面验证了方法的有效性。     

A new support vector machine optimized by improved particle swarm optimization and its application

A new support vector machine （SVM） optimized by an improved particle swarm optimization （PSO） combined with simulated annealing algorithm （SA） was proposed. By incorporating with the simulated annealing method, the global searching capacity of the particle swarm optimization（SAPSO） was enchanced, and the searching capacity of the particle swarm optimization was studied. Then, the improyed particle swarm optimization algorithm was used to optimize the parameters of SVM （c,σ and ε）. Based on the operational data provided by a regional power grid in north China, the method was used in the actual short term load forecasting. The results show that compared to the PSO-SVM and the traditional SVM, the average time of the proposed method in the experimental process reduces by 11.6 s and 31.1 s, and the precision of the proposed method increases by 1.24% and 3.18%, respectively. So, the improved method is better than the PSO-SVM and the traditional SVM.     

在线时间序列预测方法及其应用

为解决非线性复杂时间序列在线预测问题,提出了一种基于过程神经网络模型的在线预测方法.首先,在历史数据的基础上建立双并联离散过程神经网络模型;然后,根据在线更新的数据样本,采用递推极限学习算法对过程神经网络隐层到输出层的权值进行相应的更新;最后,应用权值更新后的过程神经网络模型对时间序列进行预测.文中给出了具体的过程神经网络学习算法与权值更新机制,并以混沌时间序列与液体火箭发动机的状态预测为例对方法进行了验证.研究结果表明:该方法在预测精度和适应能力上较单一的离线模型有显著提高,可以为非线性复杂时间序列在线预测问题提供一种有效的解决方法.     

On-line least squares support vector machine algorithm in gas prediction

Traditional coal mine safety prediction methods are off-line and do not have dynamic prediction functions. The Support Vector Machine (SVM) is a new machine learning algorithm that has excellent properties. The least squares support vector machine (LS-SVM) algorithm is an improved algorithm of SVM. But the common LS-SVM algorithm, used directly in safety predictions, has some problems. We have first studied gas prediction problems and the basic theory of LS-SVM. Given these problems, we have investigated the affect of the time factor about safety prediction and present an on-line prediction algorithm, based on LS-SVM. Finally, given our observed data, we used the on-line algorithm to predict gas emissions and used other related algorithm to com- pare its performance. The simulation results have verified the validity of the new algorithm.     

基于最小二乘支持向量机的时变信道建模

基于2.55 GHz市区微蜂窝多输入多输出信道实测数据,将机器学习中的最小二乘支持向量机（LS-SVM）算法应用于时变信道参数的建模中,建立了基于遗传算法（GA）优化的LS-SVM信道参数预测模型,对信道参数如时延扩展、接收端的水平角度扩展和垂直角度扩展的数据特征进行了学习,并实现了准确预测;同时通过与反向传播神经网络模型以及传统的LS-SVM模型进行比较,验证了算法的有效性.基于GA优化的LS-SVM模型能够在有限数据量下对信道参数的变化有着良好的适应性,可实现非线性时变信道参数的准确预测.     

Online LS-SVM for function estimation and classification

An online algorithm for training LS-SVM (Least Square Support Vector Machines) was proposed for the application of function estimation and classification. Online LS-SVM means that LS-SVM can be trained in an incremental way, and can be pruned to get sparse approximation in a decremental way. When a SV (Support Vector) is added or removed, the online algorithm avoids computing large-scale matrix inverse. Thus the computation cost is reduced. Online algorithm is especially useful to realistic function estimation problem such as system identification. The experiments with benchmark function estimation problem and classification problem show the validity of this online algorithm.     

交叉口短时流量CEEMDAN-PE-OSELM预测模型

为提高交叉口短时交通流预测精度,以历史交通流量数据为基础,提出一种基于自适应噪声完整集成经验模态分解(complete ensemble empirical mode decomposition with adaptive noise,CEEMDAN)-排列熵(permutation entropy,PE)-在线序贯极限学习机(online sequential extreme learning machine,OSELM)组合预测模型(CEEMDAN-PE-OSELM).首先对交通流历史时间序列数据进行CEEMDAN分解,得到多个本征模态函数(intrinsic mode function,IMF)分量;通过PE算法对IMF分量进行重组,形成具有复杂度差异的重组子序列.然后,分别构建重组子序列OSELM预测模型,将预测结果相加得到最终预测流量.最后选取一实际交叉口,进行模型验证分析.结果表明:CEEMDAN-PE-OSELM模型的MAE、MAPE和MSE的值均低于其他模型,预测误差最小;EC值为0.963,高于ARIMA模型的EC值(0.898),最接近于1,预测精度最高,稳定性最好.就同一预测模型而言,经过CEEMDAN-PE处理的模型的各项误差明显降低,预测精度有所提高.     

改进的LS—SVM算法及在交通流量预测上的应用

对标准的LS-SVM算法进行了改进,得到一种新的学习算法.这种新的学习算法不仅能减少计算的复杂性,提高学习速度;同时能提高函数估计的精确度.将改进的LS-SVM算法应用于交通流量的预测,同时与传统的多元线性回归及支持向量机方法进行比较,结果表明改进的LS-SVM方法具有较高的预测精度,且实验取得了较好效果.     

Mine water discharge prediction based on least squares support vector machines

In order to realize the prediction of a chaotic time series of mine water discharge,an approach incorporating phase space reconstruction theory and statistical learning theory was studied.A differential entropy ratio method was used to determine embedding parameters to reconstruct the phase space.We used a multi-layer adaptive best-fitting parameter search algorithm to estimate the LS-SVM optimal parameters which were adopted to construct a LS-SVM prediction model for the mine water chaotic time series.The results show that the simulation performance of a single-step prediction based on this LS-SVM model is markedly superior to that based on a RBF model.The multi-step prediction results based on LS-SVM model can reflect the development of mine water discharge and can be used for short-term forecasting of mine water discharge.     

Short-term forecasting optimization algorithms for wind speed along Qinghai-Tibet railway based on different intelligent modeling theories

To protect trains against strong cross-wind along Qinghai-Tibet railway, a strong wind speed monitoring and warning system was developed. And to obtain high-precision wind speed short-term forecasting values for the system to make more accurate scheduling decision, two optimization algorithms were proposed. Using them to make calculative examples for actual wind speed time series from the 18th meteorological station, the results show that: the optimization algorithm based on wavelet analysis method and improved time series analysis method can attain high-precision multi-step forecasting values, the mean relative errors of one-step, three-step, five-step and ten-step forecasting are only 0.30%, 0.75%, 1.15% and 1.65%, respectively. The optimization algorithm based on wavelet analysis method and Kalman time series analysis method can obtain high-precision one-step forecasting values, the mean relative error of one-step forecasting is reduced by 61.67% to 0.115%. The two optimization algorithms both maintain the modeling simple character, and can attain prediction explicit equations after modeling calculation. Foundation item: Project(2006BAC07B03) supported by the National Key Technology R & D Program of China; Project(2006G040-A) supported by the Foundation of the Science and Technology Section of Ministry of Railway: Project(2008yb044) supported by the Foundation of Excellent Doctoral Dissertation of Central South University     

转向系统背压加载的广义预测控制

针对转向系统背压加载的时变、非线性、多变量耦合等过程特性,研究了一种基于最小二乘支持向量机(least square support vector machine,LS-SVM)的广义预测控制算法.采用LS-SVM辨识方法对系统进行建模,并用粒子群算法对LS-SVM的参数进行寻优,为控制器的设计奠定基础;对于时变的特点,采用基于在线LS-SVM的广义预测控制混合算法,实时修改模型参数.转向系统背压加载的控制实验结果表明,基于LS-SVM的广义预测控制混合算法是有效的,能准确地跟踪设定的加载压力,对扰动有较强的鲁棒性,具有实际工程应用价值.     

一种支持向量机参数选择的改进分布估计算法

支持向量机(support vector machine,SVM)的学习性能和泛化能力在很大程度上取决于参数的合理设置. 将支持向量机的参数选择问题转化为优化问题,以模型预测均方根误差为评价函数,提出一种引入混沌变异操作的改进分布估计算法(estimation of distributionalgorithm,EDA),并将其用于优化求解ε-支持向量机的参数:惩罚因子、不敏感损失系数以及高斯径向基核函数的宽度. 由于改进EDA利用混沌运动的随机性和遍历性等特点在解空间内进行优化搜索,能够较好解决传统EDA易于陷入局部极小的缺陷. Chebyshev混沌时间序列预测仿真结果表明:改进EDA是选取SVM参数的有效方法.     

基于优化参数的LS-SVM模型的股票价格时间序列预测

为有效预测股票数据,提高投资者的股市投资能力,降低投资风险,提出一种基于优化机器学习方法的股价时间序列预测方法。对股票序列进行了主成分分析,提取累积贡献率大于95%的主成分作为输入变量,并对比了优化核函数宽度g和正则化参数γ后的LS-SVM和SVM模型的预测效果。运用的支持向量机技术经遗传算法优化参数后,降低了预测的均方误差,提高了预测效果和效率,较其他非线性预测方法,具有泛化能力好、鲁棒性强、预测精度高等优点。最后给出了实证结果分析和研究结论,对有效预测股票数据有一定现实指导意义。     

基于光滑支持向量机的机械振动时间序列分析

时间序列分析方法是动态系统建模的重要手段,传统的序列预测方法如统计和神经网络并不适用于复杂的非线性系统,为此引入了一种新的基于支持向量回归(SVR)的时间序列分析方法。为了降低计算的复杂度,采用了光滑化方法对SVR的基本算法进行改进,并应用于汽轮机振动数据序列,尝试建立汽轮机组振动状态模型。仿真结果表明:光滑支持向量回归(SSVR)算法具有良好的预测性能。与传统的时间序列预测方法(如神经网络)相比,SSVR算法具有更高的收敛速度和更好的拟合精度,有效地扩展了SVR的应用范围。     

基于低维约束嵌入的分布参数系统建模

针对分布参数系统受时空耦合特性、强非线性、复杂的能量交换以及未知因素等的影响,难以精确建模的问题,提出基于数据驱动的低维约束嵌入建模方法. 以数据流形分布为基础,考虑数据局部非线性和全局非线性;通过非线性映射和流形学习方法,保证数据局部流形结构的非线性联系;约束非局部流形结构,避免数据在低维空间内发生混乱现象;采用最小二乘支持向量机建立时序模型,获得时间方向上的动态特征,并通过时空整合,重构系统完整的预测模型. 热过程的实验结果表明,所提出的方法能有效建立强非线性分布参数系统的模型,与传统方法对比,具有更强的建模性能与预测能力.     

SVD系列算法在评分预测中的过拟合现象

主要对协同过滤推荐算法进行改进,以使训练评分模型的过程能够预防过拟合现象的发生。对SVD系列算法在评分预测问题中产生的过拟合现象进行相关实验与研究,提出通过调整算法参数与迭代次数来避免过拟合现象发生的方法。实验结果表明,该方法能够以较高的时间效率找到评分预测结果较好的结果,并可有效地避免过拟合现象的发生。     

QDPSO滚动优化的LS-SVM预测控制研究

针对非线性强时滞系统,传统的预测控制算法难以建立精确模型,其控制精度不高。提出一种基于最小二乘支持向量机(LS-SVM)的非线性模型预测控制算法,该算法通过LS-SVM对非线性系统输入输出数据序列的训练学习,构建其离线的预测模型,然后运用量子粒子群优化(QDPSO)算法来完成整个滚动优化的过程。仿真结果表明基于LS-SVM的非线性模型预测控制比动态矩阵控制具有更好的控制品质。     

Adaptive learning with guaranteed stability for discrete-time recurrent neural networks

To avoid unstable learning, a stable adaptive learning algorithm was proposed for discrete-time recurrent neural networks. Unlike the dynamic gradient methods, such as the backpropagation through time and the real time recurrent learning, the weights of the recurrent neural networks were updated online in terms of Lyapunov stability theory in the proposed learning algorithm, so the learning stability was guaranteed. With the inversion of the activation function of the recurrent neural networks, the proposed learning algorithm can be easily implemented for solving varying nonlinear adaptive learning problems and fast convergence of the adaptive learning process can be achieved. Simulation experiments in pattern recognition show that only 5 iterations are needed for the storage of a 15×15 binary image pattern and only 9 iterations are needed for the perfect realization of an analog vector by an equilibrium state with the proposed learning algorithm.     

基于网格服务的Nu-支持向量回归时间序列预测

利用计算网格实现高效率、低误差的时间序列预测,对科研、工商业等各个领域都具有重要的现实意义.使用Nu-支持向量回归方法建模时间序列预测问题;提出了数据集预处理方法,将原始时间序列转换成标准化的标记样本集;为了优化预测模型的参数,基于并行化和粒度控制提出两阶段搜索策略.在网格计算环境内设计了系统框架,以网格服务的动态组合实现时间序列预测.使用基准数据集对系统化预测方案进行性能测试,优化结果表明本方案能够针对特定数据集自适应的完成模型参数优化,且显著加速了优化过程.预测结果显示优化后的模型针对未知样本能获得较高的预测精度.     

车用动力电池全生命周期寿命预测方法

为准确量化车用动力电池老化程度,提升其行业利用率,实现电池的全生命周期剩余寿命(Remaining useful life, RUL)的精确预测,提出一种基于多系数模型的车用动力电池全生命周期寿命预测方法。该方法融合重组了传统的经验指数模型和改进后的多项式回归模型,重组后的模型能在实验数据分析的基础上追踪电池全生命周期内的寿命退化趋势。该方法采用粒子滤波(Particle filter, PF)思想在线调整模型参数,设计了针对动力电池不同状态,不同容量种类的算例预测电池的RUL,通过改进多项式回归模型,传统经验指数模型以及多系数模型的预测精度对比评估模型。实验结果表明：相较于经验指数模型和改进后的多项式回归模型,本文提出的多系数模型针对电池容量衰减具有更好的拟合能力;结合粒子滤波算法,该模型无论是对在役电池还是退役电池均具有高精度的寿命预测结果。该方法对不同容量的动力电池均能准确预测电池失效时间,在电池梯次利用行业具有一定的适用性。