基于粒子群优化的三参数威布尔分布估计

Z. Li, Junkuan Cui, Weiguang Li, Yuanyuan Cui
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引用次数: 5

摘要

通过仿真数据,利用极大似然估计(M-L)、蚁群算法(ACO)和粒子群算法(PSO)对三参数威布尔分布的参数估计进行比较,分析了极大似然估计在三参数求解过程中存在的不足,针对蚁群算法优化结果容易引起局部最优(产生“早熟”现象)的缺陷;提出了一种基于全面积迭代法的求解方法。通过对三种算法在适应度、效率、相关性、AD检验等指标下的性能进行比较,得出蚁群算法和粒子群优化算法在三参数威布尔分布参数估计中具有更好的适用性,粒子群优化算法优于蚁群算法和极大似然估计的结论。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Three parameter Weibull distribution estimation based on particle swarm optimization
Through the simulation data, maximum likelihood estimation (M-L), ant colony algorithm (ACO) and particle swarm optimization (PSO) are used to compare the parameters estimation of three parameter Weibull distribution, the shortage of the maximum likelihood estimation in the three parameter solution process is analyzed, For the defects of ACO algorithm optimization result that it is easy to cause the local optimum (producing “premature” phenomenon), a solution based on the whole area iteration method proposed. By comparing the performance of the three algorithms under the index of fitness, efficiency, correlation, AD test and so on, the conclusion that ant colony algorithm and particle swarm optimization algorithm have better applicability in parameter estimation of three parameter Weibull distribution and particle swarm optimization algorithm is superior to ant colony algorithm and maximum likelihood estimation is drawn.
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