| 一种新的基于DFNN的时间序列预测 |
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| 引用本文： | 王容,邓辉文.一种新的基于DFNN的时间序列预测[J].科学技术与工程,2010,10(32). |
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| 作者姓名： | 王容 邓辉文 |
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| 作者单位： | 1. 西南大学计算机与信息科学学院,重庆,400715
2. 西南大学逻辑与智能研究中心,重庆,400715 |
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| 摘 要： | 对时间序列预测, 利用自回归移动平均模型(ARIMA)给出了一种新的基于动态模糊神经网络(DFNN)的模型, 该模型中主要是考虑了输出误差这个重要因素. 将ARIMA模型产生的非线性特征用DFNN模型模拟. 能够产生比DFNN和ARIMA单个模型更加精确的模型. 因此, 它可以作为一个适当的替代模型来预测任务,特别是当需要更高的预测精度的时候. 最后用Mackey-Glass时间序列验证了模型的有效性.
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| 关 键 词： | 动态模糊神经网络 累积式自回归移动平均 Mackey-Glass时间序列预测 |
| 收稿时间： | 2010/8/27 0:00:00 |
| 修稿时间： | 9/3/2010 8:41:21 PM |
The Time Series Prediction Algorithm Based on a Novel DFNN |
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| wangrong and denghuiwen.The Time Series Prediction Algorithm Based on a Novel DFNN[J].Science Technology and Engineering,2010,10(32). |
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| Authors: | wangrong and denghuiwen |
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| Institution: | Institute of Logic and Intelligence, Southwest China University |
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| Abstract: | For time series prediction, using autoregressive moving average (ARIMA model, this paper presents a new) based on dynamic fuzzy neural network (DFNN) model, this model is considered the main factors is output error of ARIMA model, using DFNN model with nonlinear characteristics. Producing the result is more accurate than single DFNN and ARIMA model. Therefore, it can be used as an appropriate alternative model to predict the task, especially when the need of higher precision. Last time sequence Mackey - whipping validated the effectiveness of the model. |
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| Keywords: | Dynamic Fuzzy Neural Network Autoregressive Integrated Moving Average Model Mackey-Glass Time Series Prediction |
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