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非线性时间序列的小波网逼近及其预报
引用本文:谢美萍,金克伟,庄秀龙. 非线性时间序列的小波网逼近及其预报[J]. 黑龙江大学自然科学学报, 2000, 17(2): 43-46
作者姓名:谢美萍  金克伟  庄秀龙
作者单位:1. 哈尔滨工程大学,自动化学院,黑龙江,哈尔滨,150001
2. 哈尔滨空气动力研究所科研部,黑龙江,哈尔滨,150001
摘    要:结合神经网络和小波的优点,建立了一种新型的多维小波网的网络模型,研究了多维小波网逼近非线性时间序列的收敛性质及收敛精度,并给出了相应的数学证明,同时将之应用于山猫数据的拟合及预报,仿真结果说明该方法的可行性。

关 键 词:小波;神经网络;非线性时间序列
文章编号:l001-7011(2000)02-0043-04
修稿时间:1999-09-18

The approximation and predication of non-linear time series by using wavelet neural networks
XIE Mei-ping,Jin Ke-wei,ZHUANG Xiu-long. The approximation and predication of non-linear time series by using wavelet neural networks[J]. Journal of Natural Science of Heilongjiang University, 2000, 17(2): 43-46
Authors:XIE Mei-ping  Jin Ke-wei  ZHUANG Xiu-long
Affiliation:XIE Mei-ping;(Dept. of Automatic Control Harbin Engineering University, Harbin 150001 China);Jin Ke-wei,ZHUANG Xiu-long;(Rescarch Department of Harbin Aerodyrlamic Research Institute, Harbin 150001 China)
Abstract:The authors establish a new multi-dimensional wavelet network model by combining neural network and wavelet characteristics. They also study the approximation properties and accuracy of wavelet network to approximate non-linear time series of dimensional wavelet network and give the mathematical proof, at the same time, apply the net to approximate and predicate Shanmao datas, the result reveals that the algorithm is feasible.
Keywords:wavelet   neural network   non-linear time series
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