基于改进粒子群-GRNN模型的地铁隧道沉降预测

为了实现地铁隧道沉降的准确预测,针对传统方法和常用智能方法预测精度不高、适用性不强等问题,建立基于改进粒子群和广义回归神经网络的隧道沉降预测模型。模型引入随机变异因子以克服粒子群算法早熟收敛和后期搜索效率不高的缺陷。通过与GRNN、普通PSO-GRNN和PSO-BP模型进行对比,验证了改进算法的有效性和所建模型的优越性。以长沙地铁隧道为例进行沉降预测发现:预测值与实测值相差1.04 mm,相对误差为4.05%,预测精度高,满足工程需要。     

基于PLS及时间序列法的卷烟销量组合预测方法

以A省及17个地市约七年间的销售面板数据为研究对象,首先建立三个单项预测模型,即Hoher—Winter季节乘积模型、时间序列分解法模型和偏最小二乘回归模型。在得到三个单项模型预测值之后,再运用组合模型方法,对三种模型的预测结果进行优化。实证结果显示,本组合预测方法更进一步的提高了预测精度,同时对卷烟销量预测实际工作具有借鉴意义。     

医用血管支架非线性扩张过程快速预测方法的研究

建立了血管支架变形影响因子与其变形结果之间的具有高度非线性识别能力的神经网络模型,通过引入学习因子η和动量因子ψ,采用附加动量项的权值修正方法,优化了网络训练算法,从而提高了网络训练速度和系统鲁棒性．结合实例对网络进行训练,并对预测误差进行了统计假设检验,检验结果表明血管支架变形神经网络智能预测结果与非线性有限元分析结果误差均值低于0．03％,训练后的网络能够较好地对血管支架变形进行预测．在此基础上,基于Pro／Toolkit工具,融合血管支架扩张变形神经网络智能预测模型,建立了血管支架力学性能快速评价工具,该系统实用性强、效率高,能大幅缩短血管支架产品开发周期     

基于改进GS-SVM的煤矿冲击地压预测研究

为了提高煤矿冲击地压预测预报的准确率,在综合考虑自然因素和开采因素的基础上,针对煤矿冲击地压系统小样本、多维度、非线性的特点,提出煤矿冲击地压预测的改进网格搜索支持向量机模型(GS-SVM)。利用该模型对四川某矿历史统计数据进行预测分析,并与启发算法优化支持向量机参数模型、神经网络模型、Fisher判别分析模型,传统网格搜索优化支持向量机模型进行比较。结果表明:改进GS-SVM模型能够对具有多维度、非线性、小样本特征的冲击地压进行很好的预测预报,与其他模型相比训练时间更短,预测精度更高,对煤矿冲击地压预测及防治具有一定的指导意义和参考价值。     

顾及大坝位移残差序列混沌效应的GA-BP预测模型

针对大坝观测数据常规模型训练后的残差混沌效应及模型回归方法的拟合度等问题,文中融合遗传算法与神经网络的数据训练优势,通过构建的遗传神经网络(GA-BP)算法对大坝变形观测序列资料进行回归提取残差序列.基于位移回归残差序列的混沌特性,利用混沌理论对其残差序列进行数值分析,并将残差预测结果与GA-BP预测模型进行叠加.据此,提出了考虑大坝变形残差序列混沌效应的GA-BP监控预测模型.实例表明,文中建立的预测模型的计算精度及收敛速度均得到提高,且考虑残差影响的大坝监控模型的预测效果得到了有效的提升.该模型的建模方法亦可推广应用于边坡及其他水工建筑物的安全预警.     

支持向量机在围岩变形监测中的应用

根据支特向量机优越的非线性拟合性能,建立变形量的时间序列预测模型,滚动预测围岩变形量,提高了预测模型的训练速度和预测推广能力。该方法用于西乡-固戍盾构段围岩变形预测,并与BP神经网络预测进行比较。结果表明这种模型可预测区间较长且具有较高的准确度,能够科学地指导现场施工和监测。     

相空间重构和混沌遗传神经网络融合的矿井涌水量预测研究

为了更准确预测矿井涌水量变化,有效防治矿山水害,本文提出利用相空间重构和混沌遗传神经网络相结合的方法预测矿井涌水量。选用C-C算法确定嵌入维数和延迟时间,通过对时间序列进行相空间重构来判断涌水量时间序列的混沌特性。为避免BP神经网络极易陷入局部解的问题,采用遗传算法对混沌神经网络进行参数优化,构建混沌遗传神经网络预测模型。将构建的模型应用于某矿山-100 m水平巷道涌水量的预测,在理论预测时长内预测最大误差为3.38%,表明该方法能够反映短期内矿井涌水量变化的趋势,相比单纯的混沌BP神经网络预测模型,预测精度有所提高,可为矿山企业的灾害防治提供科学的参考依据。     

基于MATLAB的煤与瓦斯突出BP网络预测方法

影响煤与瓦斯突出的各种要素与突出现象之间的关系复杂,且具有明显的非线性特点.BP人工神经网络模型可以很好地逼近这种非线性函数关系.基于煤与瓦斯突出特征指标的分析,建立了合理的单隐层结构的BP预测模型,并利用MATLAB神经网络工具箱实现了模型的训练与预测,应用结果表明,这种突出预测方法具有很高的计算效率和预测精度.     

基于ARIMA-RBF算法的月度降雨量预测研究

为了对月度降雨量进行科学预测,将ARIMA模型与RBF神经网络相结合,提出一种基于ARIMA-RBF耦合算法的月度降雨量预测模型。首先,利用ARIMA模型对月度降雨量线性部分进行拟合预测,计算ARIMA模型预测的残差;然后,利用RBF神经网络对ARIMA模型残差进行拟合预测;最后,利用RBF神经网络预测结果对ARIMA模型进行补偿修正,得到最终降雨量预测结果。将该方法用于重庆市沙坪坝月度降雨量实际预测中,预测结果精度高于单一ARIMA模型以及RBF神经网络,能够满足实际预测需求。结果表明:将线性拟合算法和非线性拟合算法结合起来用于月度降雨量预测是一种较为优越的算法。     

基于改进GS-SVM的煤炭生产成本预测

原煤生产成本同时受到多种因素的共同影响,导致原煤生产成本系统具有非线性、多维性等特点。为了对原煤生产成本进行更加科学、准确的预测,针对目前我国原煤生产成本预测中存在的问题,将支持向量机(SVM)引入到原煤生产成本预测中。为快速准确地选取支持向量机参数,在传统网格搜索(GS)算法基础之上提出了一种改进网格搜索算法,并建立了一种基于改进GS-SVM的煤炭生产成本预测模型。将该模型用于观台煤矿原煤生产成本预测中,模型预测误差均在5%以下,平均误差3.3673%,预测精度高于多元回归分析,而模型训练时间也远低于传统网格搜索算法和启发(粒子群)算法,能够满足实际原煤成本预测需求。     

Forecasting Core Business Transformation Risk Using the Optimal Rough Set and the Neural Network

In the process of enterprise growth, core business transformation is an eternal theme. Enterprise risk forecasting is always an important concern for stakeholders. Considering the completeness and accuracy of the information in the early‐warning index, this paper presents a new risk‐forecasting method for enterprises to use for core business transformation by using rough set theory and an artificial neural network. First, continuous attribute values are discretized using the fuzzy clustering algorithm based on the maximum discernibility value function and information entropy. Afterwards, the major attributes are reduced by the rough sets. The core business transformation risk rank judgement is extracted to define the connection between network nodes and determine the structure of the neural networks. Finally, the improved back‐propagation (BP) neural network learning and training are used to judge the risk level of the test samples. The experiments are based on 265 listed companies in China, and the results show that the proposed risk‐forecasting model based on rough sets and the neural network provides higher prediction accuracy rates than do other widely developed baselines including logistic regression, neural networks and association rules mining. Copyright © 2015 John Wiley & Sons, Ltd.     

日径流预报贝叶斯回声状态网络方法

回声状态网络（ESN）相比传统递归神经网络,具有模型简单、参数训练速度快的特点．针对标准ESN因常采用线性回归率定模型参数容易出现过拟合问题,提出了基于贝叶斯回声状态网络（BESN）的日径流预报模型．该模型将贝叶斯理论与ESN模型相结合,通过权重后验概率密度最大化而获得最优输出权重,提高了模型的泛化能力．通过安砂和新丰江两座水库日径流预测实例表明,BESN模型是一种有效、可行的预测方法,与传统BP神经网络和ESN模型对比,进一步表明BESN模型具有更好的预测精度．     

Stock index prediction based on wavelet transform and FCD-MLGRU

With the development of artificial intelligence, deep learning is widely used in the field of nonlinear time series forecasting. It is proved in practice that deep learning models have higher forecasting accuracy compared with traditional linear econometric models and machine learning models. With the purpose of further improving forecasting accuracy of financial time series, we propose the WT-FCD-MLGRU model, which is the combination of wavelet transform, filter cycle decomposition and multilag neural networks. Four major stock indices are chosen to test the forecasting performance among traditional econometric model, machine learning model and deep learning models. According to the result of empirical analysis, deep learning models perform better than traditional econometric model such as autoregressive integrated moving average and improved machine learning model SVR. Besides, our proposed model has the minimum forecasting error in stock index prediction.     

A deep residual compensation extreme learning machine and applications

The extreme learning machine (ELM) is a type of machine learning algorithm for training a single hidden layer feedforward neural network. Randomly initializing the weight between the input layer and the hidden layer and the threshold of each hidden layer neuron, the weight matrix of the hidden layer can be calculated by the least squares method. The efficient learning ability in ELM makes it widely applicable in classification, regression, and more. However, owing to some unutilized information in the residual, there are relatively huge prediction errors involving ELM. In this paper, a deep residual compensation extreme learning machine model (DRC-ELM) of multilayer structures applied to regression is presented. The first layer is the basic ELM layer, which helps in obtaining an approximation of the objective function by learning the characteristics of the sample. The other layers are the residual compensation layers in which the learned residual is corrected layer by layer to the predicted value obtained in the previous layer by constructing a feature mapping between the input layer and the output of the upper layer. This model is applied to two practical problems: gold price forecasting and airfoil self-noise prediction. We used the DRC-ELM with 50, 100, and 200 residual compensation layers respectively for experiments, which show that DRC-ELM does better in generalization and robustness than classical ELM, improved ELM models such as GA-RELM and OS-ELM, and other traditional machine learning algorithms such as support vector machine (SVM) and back-propagation neural network (BPNN).     

An intelligent model selection and forecasting system

In this paper we present an intelligent decision‐support system based on neural network technology for model selection and forecasting. While most of the literature on the application of neural networks in forecasting addresses the use of neural network technology as an alternative forecasting tool, limited research has focused on its use for selection of forecasting methods based on time‐series characteristics. In this research, a neural network‐based decision support system is presented as a method for forecast model selection. The neural network approach provides a framework for directly incorporating time‐series characteristics into the model‐selection phase. Using a neural network, a forecasting group is initially selected for a given data set, based on a set of time‐series characteristics. Then, using an additional neural network, a specific forecasting method is selected from a pool of three candidate methods. The results of training and testing of the networks are presented along with conclusions. Copyright © 1999 John Wiley & Sons, Ltd.     

An improved neural network model for prediction of mechanical properties of magnesium alloys

An improved neural network model was developed for prediction of mechanical properties in the design and development of new types of magnesium alloys by refining the types of input variables and using a more reasonable algorithm.The results showed that the improved model apparently decreased the prediction errors,and raised the accuracy of the prediction results.Better preprocessing parameters were found to be[0.15,0.90]for the tensile strength,[0.1,0.9]for the yield strength,and[0.15,0.90]for the elongatio...     

神经树在煤与瓦斯突出预测中应用研究

由于煤与瓦斯突出影响因素之间存在着复杂的非线性关系,为准确预测煤与瓦斯突出的危险性,本文提出了基于柔性神经树的煤与瓦斯突出预潮模型,其中利用多表达式编程和粒子群优化算法分别优化了自身的结构及相关参数,使得神经树具有强大的预测和分类能力,与传统神经网络相比具有更加灵活的自动优化能力.通过采用实测数据对算法进行了验证. 结果 表明与常规预测方法相比较,该模型的预测准确性高,具有良好的适应性和有效性.     

基于改进神经网络的厚煤层采煤方法预测模型

针对厚煤层采煤方法选择多目标非线性的问题,在影响因素分析的基础上,建立了预测仿真模型,利用神经网络改进算法训练网络,通过早停的方式解决网络过拟合问题。通过计算机仿真结合现场应用表明,该模型给出了最优方案,可为厚煤层采煤方法的合理选择和工作面主要经济技术指标的预测提供一种新的研究思路,在煤矿开采中具有广阔的应用前景。     

Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques

The motivation for this paper was the introduction of novel short‐term models to trade the FTSE 100 and DAX 30 exchange‐traded funds (ETF) indices. There are major contributions in this paper which include the introduction of an input selection criterion when utilizing an expansive universe of inputs, a hybrid combination of partial swarm optimizer (PSO) with radial basis function (RBF) neural networks, the application of a PSO algorithm to a traditional autoregressive moving model (ARMA), the application of a PSO algorithm to a higher‐order neural network and, finally, the introduction of a multi‐objective algorithm to optimize statistical and trading performance when trading an index. All the machine learning‐based methodologies and the conventional models are adapted and optimized to model the index. A PSO algorithm is used to optimize the weights in a traditional RBF neural network, in a higher‐order neural network (HONN) and the AR and MA terms of an ARMA model. In terms of checking the statistical and empirical accuracy of the novel models, we benchmark them with a traditional HONN, with an ARMA, with a moving average convergence/divergence model (MACD) and with a naïve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the FTSE 100 and DAX 30 ETF time series over the period January 2004 to December 2015 using the last 3 years for out‐of‐sample testing. Finally, the empirical and statistical results indicate that the PSO‐RBF model outperforms all other examined models in terms of trading accuracy and profitability, even with mixed inputs and with only autoregressive inputs. Copyright © 2016 John Wiley & Sons, Ltd.     

An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting

For forecasting nonstationary and nonlinear energy prices time series, a novel adaptive multiscale ensemble learning paradigm incorporating ensemble empirical mode decomposition (EEMD), particle swarm optimization (PSO) and least square support vector machines (LSSVM) with kernel function prototype is developed. Firstly, the extrema symmetry expansion EEMD, which can effectively restrain the mode mixing and end effects, is used to decompose the energy price into simple modes. Secondly, by using the fine‐to‐coarse reconstruction algorithm, the high‐frequency, low‐frequency and trend components are identified. Furthermore, autoregressive integrated moving average is applicable to predicting the high‐frequency components. LSSVM is suitable for forecasting the low‐frequency and trend components. At the same time, a universal kernel function prototype is introduced for making up the drawbacks of single kernel function, which can adaptively select the optimal kernel function type and model parameters according to the specific data using the PSO algorithm. Finally, the prediction results of all the components are aggregated into the forecasting values of energy price time series. The empirical results show that, compared with the popular prediction methods, the proposed method can significantly improve the prediction accuracy of energy prices, with high accuracy both in the level and directional predictions. Copyright © 2016 John Wiley & Sons, Ltd.