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计算机工程 ›› 2012, Vol. 38 ›› Issue (5): 199-201. doi: 10.3969/j.issn.1000-3428.2012.05.061

• 人工智能及识别技术 • 上一篇    下一篇

基于过程神经元网络的时间序列预测方法

刘志刚,杜 娟,许少华,李盼池   

  1. (东北石油大学计算机与信息技术学院,黑龙江 大庆 163318)
  • 收稿日期:2011-08-26 出版日期:2012-03-05 发布日期:2012-03-05
  • 作者简介:刘志刚(1979-),男,讲师、硕士,主研方向:量子优化算法,神经网络理论;杜 娟,讲师、硕士;许少华,教授、博士后;李盼池,副教授、博士
  • 基金资助:
    中国博士后科学基金资助项目(20090460864);黑龙江省教育厅科学研究基金资助项目(11551015)

Time Series Prediction Method Based on Process Neural Networks

LIU Zhi-gang, DU Juan, XU Shao-hua, LI Pan-chi   

  1. (School of Computer and Information Technology, Northeast Petroleum University, Daqing 163318, China)
  • Received:2011-08-26 Online:2012-03-05 Published:2012-03-05

摘要: 传统人工神经网络时间序列预测方法难以表达时间序列中的时间累积效应。为此,提出一种基于过程神经元网络的时间序列预测方法。采用双链结构的量子粒子群对过程神经元网络进行训练,以Mackey-Glass混沌时间序列预测为例进行实验。仿真结果表明,该方法的均方误差比普通神经网络低一个数量级。

关键词: 过程神经元网络, 量子粒子群, 双链结构, 时间序列预测, 算法设计, 网络训练

Abstract: Artificial Neural Network(ANN) has difficulty in expression of the temporal accumulation in the time series prediction. A prediction method which uses the Process Neural Networks(PNN) is presented. The algorithm of quantum particle swarm which has double chains structure is used to train the PNN. The effectiveness of the method and training algorithm are proved by the Mackey-Glass time series prediction. Simulation result shows that the mean-square error about this method is reduced one order of magnitude compared with ANN.

Key words: Process Neural Networks(PNN), quantum particle swarm, double chain structure, time series prediction, algorithm design, network training

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