XIONG Shenghua, ZHOU Cuiying. LSSVM Prediction Model for Chaotic Time Series Based on Reduction Strategy[J]. Acta Scientiarum Naturalium Universitatis SunYatseni, 2011,50(1):53-57.
XIONG Shenghua, ZHOU Cuiying. LSSVM Prediction Model for Chaotic Time Series Based on Reduction Strategy[J]. Acta Scientiarum Naturalium Universitatis SunYatseni, 2011,50(1):53-57.DOI:
least squares support vector machines(LSSVM) have disadvantages of bigger memory spending and slower training speed on prediction. According to data characteristic of large chaotic time series
it adopts ideas of data sets partition and data correlation coefficient to propose a LSSVM prediction model for large chaotic time series based on new reduction strategy. The model partitions large chaotic time series is split up into several different subsets based on the mean cycle of chaotic time series.Some nonsupport vectors from all subsets is reduced except the end based on the values of Lagrange multipliers.The reduced data sets combines with the end subset based on the correlation coefficients
and is used to regress and predict by LSSVM method. The proposed model is applied to the forecast of large chaotic time series on correlative experiments
and the results show it hardly loses prediction precision and takes quicker training speed.
关键词
混沌时间序列最小二乘支持向量机缩减策略相关系数样本集分割
Keywords
chaotic time seriesleast squares support vector machinesreduction strategycorrelation coefficientdata sets partition