|Table of Contents|

The Forecasting Model Based on Matched Waveletsand Wavelet Kernel Support Vector Machine(PDF)

南京师范大学学报（工程技术版）[ISSN:1006-6977/CN:61-1281/TN]

Issue:
2019年02期
Page:
50-
Research Field:
计算机与信息工程
Publishing date:

Info

Title:
The Forecasting Model Based on Matched Waveletsand Wavelet Kernel Support Vector Machine
Author(s):
Peng Xianyong1; Wu Qi2
(1.Emerson Process Management Co.,Ltd.,Shanghai 201206,China)(2.School of Electronic Information and Electrical Engineering,Shanghai Jiao Tong University,Shanghai 200240,China)
Keywords:
adaptive mutation; normal mutation; wavelet kernel; support vector machine; short-term forecasting
PACS:
TP391
DOI:
10.3969/j.issn.1672-1292.2019.02.007
Abstract:
Aiming at the characters of multi-dimension,small sample,nonlinearity,randomicity of the time series of product sales,the existing support vector kernel does not accurately approximate any time series curve of the sales. A new wavelet support vector machine(WN-ν-SVM)is proposed on the basis of the combination between wavelet theory and the modified support vector machine. An adaptive and normal mutation particle swarm optimization(ANPSO)algorithm is designed to select the best parameter of WN-ν-SVM model. The application results of vehicle sales prediction case show that the short-term forecasting approach based on the WN-ν-SVM model is more effective and feasible.

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Last Update: 2019-06-30