基于遗传规划的混沌时间序列建模。

Wei Zhang, Zhi-ming Wu, Gen-ke Yang
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引用次数: 20

摘要

提出了一种基于遗传规划的混沌时间序列建模算法。本文采用GP算法在函数空间中搜索合适的模型结构,采用粒子群优化(PSO)算法对动态模型结构进行非线性参数估计。此外,GPM还整合了非线性时间序列分析(NTSA)的结果来调整参数,并将其作为建立模型的准则。实验证明了这种改进方法对混沌时间序列建模的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Genetic programming-based chaotic time series modeling.

This paper proposes a Genetic Programming-Based Modeling (GPM) algorithm on chaotic time series. GP is used here to search for appropriate model structures in function space, and the Particle Swarm Optimization (PSO) algorithm is used for Nonlinear Parameter Estimation (NPE) of dynamic model structures. In addition, GPM integrates the results of Nonlinear Time Series Analysis (NTSA) to adjust the parameters and takes them as the criteria of established models. Experiments showed the effectiveness of such improvements on chaotic time series modeling.

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