| 基于模拟退火算法的子集AR模型辨识方法及其应用 |
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| 引用本文： | 朱向阳 杨叔子. 基于模拟退火算法的子集AR模型辨识方法及其应用[J]. 应用科学学报, 1997, 15(3): 259-264 |
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| 作者姓名： | 朱向阳 杨叔子 |
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| 作者单位： | [1]东南大学 [2]华中理工大学机械学院 |
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| 基金项目： | 国家自然科学基金，湖北省自然科学基金 |
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| 摘 要： | 该文提出一种子集ＡＲ模型辨识算法，该方法采用模拟退火随机搜索算法，对模型的回归项子集进行优化辨识，克服“组合爆炸”问题，简化计算。文中还讨论了基于该算法的人口死亡率建模和预报问题。
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| 关 键 词： | 子集AR模型 辨识 模拟退火算法 时间序列模型 |
SSAR MODEL IDENTIFICATION BY SIMULATED ANNEALING |
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| ZHU XIANGYANG, ZHONG BINGLIN. SSAR MODEL IDENTIFICATION BY SIMULATED ANNEALING[J]. Journal of Applied Sciences, 1997, 15(3): 259-264 |
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| Authors: | ZHU XIANGYANG ZHONG BINGLIN |
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| Abstract: | This paper deals with identification of subset autoregressive time series model. The motivation of this paper is to solve the problem of "combinational explosion"which results from determination of the optimal subset of regression terms. By using simulated annealing, an approach for optimizing the subset is introduced for this pur-pose.The proposed algorithm is applied for modeling and prediction of monthly death rate in the population. The results show the effectiveness of the method, |
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| Keywords: | subset autoregressive (SSAR) model simulated annealing identification |
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