| 基于局部RBF网络的复杂时间序列预测方法研究 |
| |
| 引用本文： | 高旭东,王军.基于局部RBF网络的复杂时间序列预测方法研究[J].哈尔滨商业大学学报(自然科学版),2009,25(4):449-451,454. |
| |
| 作者姓名： | 高旭东 王军 |
| |
| 作者单位： | 1. 黑龙江工程学院,电子工程系,哈尔滨,150050
2. 汕头大学,电子系,广东,汕头,515063 |
| |
| 摘 要： | 针对复杂时间序列全局预测模型建模效率低、预测性能不佳等问题,提出一种基于局部RBF神经网络的新型预测模型.该模型采用K最近邻搜索方法得到待预测样本的K个近邻,用近邻样本进行RBF神经网络建模,用训练好的RBF神经网络对待预测样本进行预测.实验结果显示该模型在复杂时间序列预测上有良好的性能.
|
| 关 键 词： | 近邻搜索 RBF神经网络 复杂时间序列 |
Research on complex time series prediction with local RBF network |
| |
| GAO Xu-dong,WANG Jun.Research on complex time series prediction with local RBF network[J].Journal of Harbin University of Commerce :Natural Sciences Edition,2009,25(4):449-451,454. |
| |
| Authors: | GAO Xu-dong WANG Jun |
| |
| Institution: | 1.Department of Electronics;Heilongjiang Institute of Technology;Harbin 150050;China;2.Department of Electronics;Shantou University;Shantou;515063 |
| |
| Abstract: | A novel complex time series predictor based on local RBF network is proposed to overcome the shortages of the global predictor such as low modeling efficiency,low prediction accuracy and so on.This predictor takes the K nearest neighbor searching method to gain the K neighbors of the sample to be predicted,trains a RBF network with these neighbors,and predicts the sample with well trained RBF network.Experimental results show that the proposed predictor perform very well in the task of predicting complex ti... |
| |
| Keywords: | nearest neighbor searching RBF neural network complex time series |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
