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LS-SVR and AGO Based Time Series Prediction Method
  • ISSN号:1671-4598
  • 期刊名称:《计算机测量与控制》
  • 时间:0
  • 分类:TP183[自动化与计算机技术—控制科学与工程;自动化与计算机技术—控制理论与控制工程] U293.221[交通运输工程—交通运输规划与管理;交通运输工程—道路与铁道工程]
  • 作者机构:[1]Aeronautical Computing Technique Research Institute,Aviation Industry Corporation of China, Xi'an 710068, P. R. China, [2]School of Computer Science and Technology, Northwestern Polytechnical University, Xi'an 710072, P. R. China
  • 相关基金:This work is supported by National Natural Science Foundation (NNSF) of China under Grant No. 61371024, Aviation Science Fund of China under Grant No. 2013ZD53051, Aerospace Technology Support Fund of China, the Industry-Academy-Research Project of AVIC (cxy2013XGD14).
中文摘要:

Recently,fault or health condition prediction of complex systems becomes an interesting research topic. However,it is difficult to establish precise physical model for complex systems,and the time series properties are often necessary to be incorporated for the prediction in practice. Currently,the LS-SVR is widely adopted for prediction of systems with time series data. In this paper,in order to improve the prediction accuracy,accumulated generating operation( AGO) is carried out to improve the data quality and regularity of raw time series data based on grey system theory; then,the inverse accumulated generating operation( IAGO) is performed to obtain the prediction results. In addition,due to the reason that appropriate kernel function plays an important role in improving the accuracy of prediction through LS-SVR,a modified Gaussian radial basis function( RBF) is proposed. The requirements of distance functions-based kernel functions are satisfied,which ensure fast damping at the place adjacent to the test point and a moderate damping at infinity. The presented model is applied to the analysis of benchmarks. As indicated by the results,the proposed method is an effective prediction one with good precision.

英文摘要:

Recently, fault or health condition prediction of complex systems becomes an interesting research topic. However, it is difficult to establish precise physical model for complex systems, and the time series properties are often necessary to be incorporated for the prediction in practice. Currently, the LS-SVR is widely adopted for prediction of systems with time series data. In this paper, in order to improve the prediction accuracy, accumulated generating operation (AGO) is carried out to improve the data quality and regularity of raw time series data based on grey system theory; then, the inverse accumulated generating operation (IAGO) is performed to obtain the prediction results. In addition, due to the reason that appropriate kernel function plays an important role in improving the accuracy of prediction through LS-SVR, a modified Gaussian radial basis function (RBF) is proposed. The requirements of distance functions-based kernel functions are satisfied, which ensure fast damping at the place adjacent to the test point and a moderate damping at infinity. The presented model is applied to the analysis of benchmarks. As indicated by the results, the proposed method is an effective prediction one with good precision.

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期刊信息
  • 《计算机测量与控制》
  • 北大核心期刊(2011版)
  • 主管单位:中国航天科工集团公司
  • 主办单位:中国计算机自动测量与控制技术协会
  • 主编:苟永明
  • 地址:北京海淀区阜成路甲8号中国航天大厦405
  • 邮编:100048
  • 邮箱:ly@chinamca.com
  • 电话:010-68371578 68371556
  • 国际标准刊号:ISSN:1671-4598
  • 国内统一刊号:ISSN:11-4762/TP
  • 邮发代号:82-16
  • 获奖情况:
  • 中国学术期刊综合评价数据库来源期刊,中国科技论文统计源期刊,“国家期刊奖百种重点期刊”
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  • 被引量:27924