| 基于双重遗传算法的动态模糊系统设计与优化 |
| |
| 引用本文： | 杨孔雨,刘洪杰,王秀峰.基于双重遗传算法的动态模糊系统设计与优化[J].系统工程与电子技术,2005,27(6):1025-1029. |
| |
| 作者姓名： | 杨孔雨 刘洪杰 王秀峰 |
| |
| 作者单位： | 1. 南开大学信息技术科学学院,天津,300071;山东财政学院计算机信息工程学院,山东,济南,250014
2. 南开大学信息技术科学学院,天津,300071 |
| |
| 基金项目： | 山东省教育厅科技计划项目基金资助课题(J04A12) |
| |
| 摘 要： | 设计了一种动态模糊系统模型,该模型能够动态地进行规则自学习,从而减少了规则学习的计算量。提出优化该模型的双重遗传算法:外层采用整数编码,用来训练系统的结构,内层采用实数编码,用来训练系统的参数;内层GA得到的最佳染色体适应值用来评价外层GA相应染色体。该模型结构简单,便于实现,并可离线优化,在线预测。通过应用于实际股市行情的预测和效率分析,不论从预测的结果还是从运行效率看,都收到了满意的效果。
|
| 关 键 词： | 动态模糊系统 设计与优化 遗传算法 预测模型 |
| 文章编号： | 1001-506X(2005)06-1025-05 |
| 修稿时间： | 2004年10月8日 |
Design and optimization of dynamic fuzzy system based on double-layer genetic algorithms |
| |
| YANG Kong-yu,LIU Hong-jie,WANG Xiu-feng.Design and optimization of dynamic fuzzy system based on double-layer genetic algorithms[J].System Engineering and Electronics,2005,27(6):1025-1029. |
| |
| Authors: | YANG Kong-yu LIU Hong-jie WANG Xiu-feng |
| |
| Institution: | YANG Kong-yu~ |
| |
| Abstract: | A dynamic fuzzy system forecast model is proposed. The mode can dynamically learn rules by ifself and reduce the computational load of rules learning. Then a double-layer genetic algorithm which optimizes the model is proposed. In the algorithm, the external-layer adopts integer codes to train the structure of system and the internal-layer adopts real codes to train the parameters of system. The fitness value of the optimal chromosome from interna-lays GA is used to evaluate corresponding chromosomes of external-layer GA. This model has a simple structure and is easy to implement, and it can be optimized off-line and forecast on-line. Through its application to actual stock market forecast and efficiency analysis, the model is satisfactory both in forecast results and in work efficiency. |
| |
| Keywords: | dynamic fuzzy system design and optimization gentic algorithm forecast model |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
