Combination kernel function least squares support vector machine for chaotic time series prediction

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	Combination kernel function least squares support vector machine for chaotic time series prediction
Alternative Title	Combination kernel function least squares support vector machine for chaotic time series prediction
	Tian ZhongDa 1; Gao XianWen 2; Shi Tong 3
	2014
Source Publication	ACTA PHYSICA SINICA
ISSN	1000-3290
Volume	63 Issue:16
Abstract	Considering the problem that least squares support vector machine prediction model with single kernel function cannot significantly improve the prediction accuracy of chaotic time series, a combination kernel function least squares support vector machine prediction model is proposed. The model uses a polynomial function and radial basis function to construct the kernel function of least squares support vector machine. An improved genetic algorithm with better convergence speed and precision is proposed for parameter optimization of prediction model. The simulation experimental results of Lorenz, Mackey-Glass, Sunspot-Runoff in the Yellow River and chaotic network traffic time series demonstrate the effectiveness and characteristics of the proposed model.
Keyword	chaotic time series least squares support vector machine combination kernel function improved genetic algorithm
Indexed By	CSCD
Language	英语
Funding Project	[National Natural Science Foundation of China]
CSCD ID	CSCD:5222172
Citation statistics	Cited Times:14[CSCD] [CSCD Record]
Document Type	期刊论文
Identifier	http://ir.imr.ac.cn/handle/321006/153551
Collection	中国科学院金属研究所
Affiliation	1.沈阳大学 2.东北大学 3.中国科学院金属研究所
Recommended Citation GB/T 7714	Tian ZhongDa,Gao XianWen,Shi Tong. Combination kernel function least squares support vector machine for chaotic time series prediction[J]. ACTA PHYSICA SINICA,2014,63(16).
APA	Tian ZhongDa,Gao XianWen,&Shi Tong.(2014).Combination kernel function least squares support vector machine for chaotic time series prediction.ACTA PHYSICA SINICA,63(16).
MLA	Tian ZhongDa,et al."Combination kernel function least squares support vector machine for chaotic time series prediction".ACTA PHYSICA SINICA 63.16(2014).

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