基于量子粒子群的全参数连分式混沌时间序列预测
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作者单位:

1. 新疆大学a. 电气工程学院,b. 机械工程学院,乌鲁木齐830047;
2. 清华大学自动化系,北京100084.

作者简介:

李瑞国

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中图分类号:

TP391.9

基金项目:

国家自然科学基金项目(61463047);自治区研究生科研创新项目(XJGRI2015029).


Chaotic time series prediction of full-parameters continued fraction based on quantum particle swarm optimization algorithm
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Affiliation:

1a. College of Electrical Engineering,1b. School of Mechanical Engineering,Xinjiang University,Urumqi 830047, China;
2. Department of Automation,Tsinghua University,Beijing 100084,China.

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    摘要:

    针对传统混沌时间序列预测模型的复杂性、低精度性和低时效性的缺点, 在倒差商连分式基础上提出全参数连分式模型, 并利用量子粒子群优化算法优化模型参数, 将参数优化问题转化为多维空间上的函数优化问题. 以二阶强迫布鲁塞尔振子和三维二次自治广义Lorenz 系统为模型, 通过四阶Runge-Kutta 法产生混沌时间序列, 并利用基于量子粒子群优化算法的全参数连分式、BP 神经网络和RBF 神经网络分别对混沌时间序列进行单步和多步预测. 仿真结果表明, 基于量子粒子群优化算法的全参数连分式结构简单、精度高、效率高, 该预测模型可被推广和应用.

    Abstract:

    In view of the complexity, low precision and low timeliness of traditional chaotic time series prediction
    models, a model about full-parameters continued fraction is proposed on the basis of the inverse difference quotient continued fraction. The quantum particle swarm optimization algorithm is used for parameters optimization of the model, thus the parameters optimization problem is transformed into the function optimization problem on the multidimensional space. Second order forced Brussels vibrator and three-dimensional quadratic autonomous generalized Lorenz system are taken as models respectively, then chaotic time series which will be used as the simulation object can be attained according to the fourth order Runge-Kutta method. Intercomparison experiments among the model about full-parameters continued fraction based on the quantum particle swarm optimization algorithm, the BP neural network and the RBF neural network are conducted on single-step and multi-step prediction for chaotic time series. The simulation results show that the fullparameters continued fraction based on the quantum particle swarm optimization algorithm has simpler structure, higher precision and higher efficiency, so this prediction model can be widely promoted and applied.

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引用本文

张宏立 李瑞国 范文慧 王雅.基于量子粒子群的全参数连分式混沌时间序列预测[J].控制与决策,2016,31(1):52-58

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  • 收稿日期:2014-11-26
  • 最后修改日期:2015-02-10
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  • 在线发布日期: 2016-01-20
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