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Optimal Parameter and Uncertainty Estimation of a Land Surface Model: Sensitivity to Parameter Ranges and Model Complexities 被引量:2
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作者 YoulongXIA Zong-LiangYANG +1 位作者 PaulL.STOFFA MrinalK.SEN 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2005年第1期142-157,共16页
Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global r... Most previous land-surface model calibration studies have defined globalranges for their parameters to search for optimal parameter sets. Little work has been conducted tostudy the impacts of realistic versus global ranges as well as model complexities on the calibrationand uncertainty estimates. The primary purpose of this paper is to investigate these impacts byemploying Bayesian Stochastic Inversion (BSI) to the Chameleon Surface Model (CHASM). The CHASM wasdesigned to explore the general aspects of land-surface energy balance representation within acommon modeling framework that can be run from a simple energy balance formulation to a complexmosaic type structure. The BSI is an uncertainty estimation technique based on Bayes theorem,importance sampling, and very fast simulated annealing. The model forcing data and surface flux datawere collected at seven sites representing a wide range of climate and vegetation conditions. Foreach site, four experiments were performed with simple and complex CHASM formulations as well asrealistic and global parameter ranges. Twenty eight experiments were conducted and 50 000 parametersets were used for each run. The results show that the use of global and realistic ranges givessimilar simulations for both modes for most sites, but the global ranges tend to produce someunreasonable optimal parameter values. Comparison of simple and complex modes shows that the simplemode has more parameters with unreasonable optimal values. Use of parameter ranges and modelcomplexities have significant impacts on frequency distribution of parameters, marginal posteriorprobability density functions, and estimates of uncertainty of simulated sensible and latent heatfluxes. Comparison between model complexity and parameter ranges shows that the former has moresignificant impacts on parameter and uncertainty estimations. 展开更多
关键词 optimal parameters uncertainty estimation CHASM model bayesian stochasticinversion parameter ranges model complexities
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Study on Optimality of Two-Stage Estimation with ARMA Model Random Bias 被引量:2
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作者 Zhou Lu(Department of Mathematics, Beijing National University,100875, P. R. China)Wen Xin( 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 1999年第2期39-47,共9页
The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Final... The optimality of two-stage state estimation with ARMA model random bias is studiedin this paper. Firstly, the optimal augmented state Kalman filter is given; Secondly, the two-stageKalman estimator is designed. Finally, under an algebraic constraint condition, the equivalencebetween the two-stage Kalman estimator and the optimal augmented state Kalman filter is proved.Thereby, the algebraic constraint conditions of optimal two-stage state estimation in the presence ofARMA model random bias are given. 展开更多
关键词 Kalman filter State estimation optimal filtering ARMA model Random bias.
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Parameters Estimation of Modified Triple Diode Model of PSCs Considering Charge Accumulations and Electric Field Effects Using Puma Optimizer
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作者 Amlak Abaza Ragab A.El-Sehiemy +1 位作者 Mona Gafar Ahmed Bayoumi 《Computer Modeling in Engineering & Sciences》 2025年第4期723-745,共23页
Promoting the high penetration of renewable energies like photovoltaic(PV)systems has become an urgent issue for expanding modern power grids and has accomplished several challenges compared to existing distribution g... Promoting the high penetration of renewable energies like photovoltaic(PV)systems has become an urgent issue for expanding modern power grids and has accomplished several challenges compared to existing distribution grids.This study measures the effectiveness of the Puma optimizer(PO)algorithm in parameter estimation of PSC(perovskite solar cells)dynamic models with hysteresis consideration considering the electric field effects on operation.The models used in this study will incorporate hysteresis effects to capture the time-dependent behavior of PSCs accurately.The PO optimizes the proposed modified triple diode model(TDM)with a variable voltage capacitor and resistances(VVCARs)considering the hysteresis behavior.The suggested PO algorithm contrasts with other wellknown optimizers from the literature to demonstrate its superiority.The results emphasize that the PO realizes a lower RMSE(Root mean square errors),which proves its capability and efficacy in parameter extraction for the models.The statistical results emphasize the efficiency and supremacy of the proposed PO compared to the other well-known competing optimizers.The convergence rates show good,fast,and stable convergence rates with lower RMSE via PO compared to the other five competitive optimizers.Moreover,the lowermean realized via the PO optimizer is illustrated by the box plot for all optimizers. 展开更多
关键词 Dynamic model of PSCs puma optimizer parameter estimation triple diode model
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Optimal Estimation of Parameters for an HIV Model
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作者 Danna Sun Zhaoying Jiang Ziku Wu 《Engineering(科研)》 2013年第10期413-415,共3页
An HIV model was considered. The parameters of the model are estimated by adjoint dada assimilation method. The results showed the method is valid. This method has potential application to a wide variety of models in ... An HIV model was considered. The parameters of the model are estimated by adjoint dada assimilation method. The results showed the method is valid. This method has potential application to a wide variety of models in biomathematics. 展开更多
关键词 HIV model optimal estimation ADJOINT DATA ASSIMILATION
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On-line Estimation in Fed-batch Fermentation Process Using State Space Model and Unscented Kalman Filter 被引量:13
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作者 王建林 赵利强 于涛 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2010年第2期258-264,共7页
On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the ta... On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the targeted product.In this study,a novel strategy for state estimation of fed-batch fermentation process is proposed.By combining a simple and reliable mechanistic dynamic model with the sample-based regressive measurement model,a state space model is developed.An improved algorithm,swarm energy conservation particle swarm optimization(SECPSO) ,is presented for the parameter identification in the mechanistic model,and the support vector machines(SVM) method is adopted to establish the nonlinear measurement model.The unscented Kalman filter(UKF) is designed for the state space model to reduce the disturbances of the noises in the fermentation process.The proposed on-line estimation method is demonstrated by the simulation experiments of a penicillin fed-batch fermentation process. 展开更多
关键词 on-line estimation simplified mechanistic model support vector machine particle swarm optimization unscented Kalman filter
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Cooperative interception with fast multiple model adaptive estimation 被引量:3
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作者 Shao-bo Wang Yang Guo +2 位作者 Shi-cheng Wang Zhi-guo Liu Shuai Zhang 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2021年第6期1905-1917,共13页
For the case that two pursuers intercept an evasive target,the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target,which performs a bang For ... For the case that two pursuers intercept an evasive target,the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target,which performs a bang For the case that two pursuers intercept an evasive target,the cooperative strategies and state estimation methods taken by pursuers can seriously affect the guidance accuracy for the target,which performs a bang-bang evasive maneuver with a random switching time.Combined Fast multiple model adaptive estimation(Fast MMAE)algorithm,the cooperative guidance law takes detection configuration affecting the accuracy of interception into consideration.Introduced the detection error model related to the line-of-sight(LOS)separation angle of two interceptors,an optimal cooperative guidance law solving the optimization problem is designed to modulate the LOS separation angle to reduce the estimation error and improve the interception performance.Due to the uncertainty of the target bang-bang maneuver switching time and the effective fitting of its multi-modal motion,Fast MMAE is introduced to identify its maneuver switching time and estimate the acceleration of the target to track and intercept the target accurately.The designed cooperative optimal guidance law with Fast MMAE has better estimation ability and interception performance than the traditional guidance law and estimation method via Monte Carlo simulation. 展开更多
关键词 Cooperative guidance optimal control Fast multiple model adaptive estimation (fast MMAE) Bang-bang maneuver Switch time Detection configuration estimation error
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Improved cat swarm optimization for parameter estimation of mixed additive and multiplicative random error model 被引量:3
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作者 Leyang Wang Shuhao Han 《Geodesy and Geodynamics》 EI CSCD 2023年第4期385-391,共7页
To estimate the parameters of the mixed additive and multiplicative(MAM)random error model using the weighted least squares iterative algorithm that requires derivation of the complex weight array,we introduce a deriv... To estimate the parameters of the mixed additive and multiplicative(MAM)random error model using the weighted least squares iterative algorithm that requires derivation of the complex weight array,we introduce a derivative-free cat swarm optimization for parameter estimation.We embed the Powell method,which uses conjugate direction acceleration and does not need to derive the objective function,into the original cat swarm optimization to accelerate its convergence speed and search accuracy.We use the ordinary least squares,weighted least squares,original cat swarm optimization,particle swarm algorithm and improved cat swarm optimization to estimate the parameters of the straight-line fitting MAM model with lower nonlinearity and the DEM MAM model with higher nonlinearity,respectively.The experimental results show that the improved cat swarm optimization has faster convergence speed,higher search accuracy,and better stability than the original cat swarm optimization and the particle swarm algorithm.At the same time,the improved cat swarm optimization can obtain results consistent with the weighted least squares method based on the objective function only while avoiding multiple complex weight array derivations.The method in this paper provides a new idea for theoretical research on parameter estimation of MAM error models. 展开更多
关键词 Mixed additive and multiplicative random error model Parameter estimation Least squares Cat swarm optimization Powell method
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An Efficient Reliability-Based Optimization Method Utilizing High-Dimensional Model Representation and Weight-Point Estimation Method 被引量:1
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作者 Xiaoyi Wang Xinyue Chang +2 位作者 Wenxuan Wang Zijie Qiao Feng Zhang 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第5期1775-1796,共22页
The objective of reliability-based design optimization(RBDO)is to minimize the optimization objective while satisfying the corresponding reliability requirements.However,the nested loop characteristic reduces the effi... The objective of reliability-based design optimization(RBDO)is to minimize the optimization objective while satisfying the corresponding reliability requirements.However,the nested loop characteristic reduces the efficiency of RBDO algorithm,which hinders their application to high-dimensional engineering problems.To address these issues,this paper proposes an efficient decoupled RBDO method combining high dimensional model representation(HDMR)and the weight-point estimation method(WPEM).First,we decouple the RBDO model using HDMR and WPEM.Second,Lagrange interpolation is used to approximate a univariate function.Finally,based on the results of the first two steps,the original nested loop reliability optimization model is completely transformed into a deterministic design optimization model that can be solved by a series of mature constrained optimization methods without any additional calculations.Two numerical examples of a planar 10-bar structure and an aviation hydraulic piping system with 28 design variables are analyzed to illustrate the performance and practicability of the proposed method. 展开更多
关键词 Reliability-based design optimization high-dimensional model decomposition point estimation method Lagrange interpolation aviation hydraulic piping system
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Parameter estimation of cutting tool temperature nonlinear model using PSO algorithm
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作者 刘益剑 张建明 王树青 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第10期1026-1029,共4页
In cutting tool temperature experiment, a large number of related data could be available. In order to define the relationship among the experiment data, the nonlinear regressive curve of cutting tool temperature must... In cutting tool temperature experiment, a large number of related data could be available. In order to define the relationship among the experiment data, the nonlinear regressive curve of cutting tool temperature must be constructed based on the data. This paper proposes the Particle Swarm Optimization (PSO) algorithm for estimating the parameters such a curve. The PSO algorithm is an evolutional method based on a very simple concept. Comparison of PSO results with those of GA and LS methods showed that the PSO algorithm is more effective for estimating the parameters of the above curve. 展开更多
关键词 Particle Swarm Optimization (PSO) Cutting tool Parameter estimation Temperature nonlinear model
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Hybrid Slip Model for Near-Field Ground Motion Estimation Based on Uncertainty of Source Parameters
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作者 孙晓丹 陶夏新 +1 位作者 汤爱平 路建波 《Transactions of Tianjin University》 EI CAS 2010年第1期61-67,共7页
The hybrid slip model used to generate a finite fault model for near-field ground motion estimation and seismic hazard assessment was improved to express the uncertainty of the source form of a future earthquake.In th... The hybrid slip model used to generate a finite fault model for near-field ground motion estimation and seismic hazard assessment was improved to express the uncertainty of the source form of a future earthquake.In this process, source parameters were treated as normal random variables, and the Fortran code of hybrid slip model was modified by adding a random number generator so that the code could generate many finite fault models with different dimensions and slip distributions for a given magnitude.Furth... 展开更多
关键词 hybrid slip model uncertainty of source parameters optimal finite fault model near-field ground motion estimation
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Reliability Evaluation Optimal Selection Model of Component-Based System
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作者 Guo Yong Wan Tian Tian +1 位作者 Ma Pei Jun Su Xiao Hong 《Journal of Software Engineering and Applications》 2011年第7期433-441,共9页
If the components in a component-based software system come from different sources, the characteristics of the components may be different. Therefore, evaluating the reliability of a component-based system with a fixe... If the components in a component-based software system come from different sources, the characteristics of the components may be different. Therefore, evaluating the reliability of a component-based system with a fixed model for all components will not be reasonable. To solve this problem, this paper combines a single reliability growth model with an architecture-based reliability model, and proposes an optimal selecting approach. First, the most appropriate model of each component is selected according to the historical reliability data of the component, so that the evaluation deviation is the smallest. Then, system reliability is evaluated according to both the relationships among components and the using frequency of each component. As the approach takes into account the historical data and the using frequency of each component, the evaluation and prediction results are more accurate than those of using a single model. 展开更多
关键词 optimal EVALUATION Approach LIKELIHOOD estimation Reliability EVALUATION COMPONENT-BASED SYSTEM optimal SELECTION model (OSM)
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Parameter Estimation of S-Shaped Growth Model:A Modified Particle Swarm Algorithm
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作者 XU Xing WEI Bo +2 位作者 WU Yu LIU Bingxiang LI Yuanxiang 《Wuhan University Journal of Natural Sciences》 CAS 2012年第2期137-143,共7页
Parameter estimation plays a critical role for the application and development of S-shaped growth model in the agricultural sciences and others.In this paper,a modified particle swarm optimization algorithm based on t... Parameter estimation plays a critical role for the application and development of S-shaped growth model in the agricultural sciences and others.In this paper,a modified particle swarm optimization algorithm based on the diffusion phenomenon(DPPSO) was employed to estimate the parameters for this model.Under the sense of least squares,the parameter estimation problem of S-shaped growth model,taking the Gompertz and Logistic models for example,is transformed into a multi-dimensional function optimization problem.The results show that the DPPSO algorithm can effectively estimate the parameters of the S-shaped growth model. 展开更多
关键词 particle swarm optimization diffusion phenomenon parameter estimation S-shaped growth model
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基于PSO-SVR的涡流无损检测MAPoD和灵敏度分析的研究
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作者 包扬 陈欣茹 +2 位作者 李筱轩 谭开欣 宛汀 《电子测量与仪器学报》 北大核心 2025年第6期19-29,共11页
模型辅助检测概率(model-assisted probability of detection,MAPoD)和灵敏度分析对于量化涡流无损检测(eddy current nondestructive testing,ECNDT)系统的检测能力非常重要。由于不确定性在涡流无损检测的MAPoD和SA问题中的传播,传统... 模型辅助检测概率(model-assisted probability of detection,MAPoD)和灵敏度分析对于量化涡流无损检测(eddy current nondestructive testing,ECNDT)系统的检测能力非常重要。由于不确定性在涡流无损检测的MAPoD和SA问题中的传播,传统基于实验方法和物理仿真模型对该问题的分析需要耗费大量的时间和人力成本,为了降低这些成本,提出基于粒子群算法(particle swarm optimization,PSO)的支持向量回归(support vector regression,SVR)模型取代传统的实验方法以及物理仿真模型,对涡流无损检测模型的响应进行预测,从而加速MAPoD和SA问题的分析。此外,创新性地将网格搜索、随机搜索、模拟退火算法和PSO等优化算法与SVR相结合,研究不同的优化算法对SVR的关键参数优化的精度和效率,验证PSO相较于其他优化算法的性能优势。最后,将PSO-SVR模型应用于ECNDT算例中,对表面裂缝长度的不确定性进行MAPoD和SA的分析。结果表明,所提算法在保证求解精度的同时,加速了涡流无损检测系统的MAPoD和SA问题的研究,并减少了计算开销。在计算量方面,对这两个问题的求解,平均分别仅需纯物理模型计算量的3.5%和0.06%。 展开更多
关键词 模型辅助检测概率 灵敏度分析 涡流无损检测 粒子群算法 支持向量回归法
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基于优化SVR高光谱指数的独尾草叶绿素含量估算 被引量:8
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作者 谭林 何秉宇 +1 位作者 刘卫国 庞冬 《生态学杂志》 CAS CSCD 北大核心 2017年第2期555-562,共8页
以位于新疆准噶尔盆地腹地的古尔班通古特沙漠为研究区,测定独尾草幼苗期、开花期的叶片光谱反射率和叶绿素含量,分析24种光谱指数与叶绿素含量之间的相关关系,选用相关性较高的光谱指数建立优化支持向量回归机(SVR)估算模型。结果表明:... 以位于新疆准噶尔盆地腹地的古尔班通古特沙漠为研究区,测定独尾草幼苗期、开花期的叶片光谱反射率和叶绿素含量,分析24种光谱指数与叶绿素含量之间的相关关系,选用相关性较高的光谱指数建立优化支持向量回归机(SVR)估算模型。结果表明:(1)开花期的叶绿素含量高于幼苗期,主要与植被的光合作用有关,开花期的光谱反射率低于幼苗期,两期的光谱反射率符合普遍植物光谱反射率。(2)在幼苗期,GNDVI(green normalized difference vegetation index)与叶绿素含量相关性最高(R^2=0.664);在开花期,GM-2(Gitelson and Merzlyak)与叶绿素含量相关性最高(R^2=0.711)。按相关性排序时,在两期中,决定系数排名前7的光谱指数都相同。(3)将7个敏感光谱指数作为输入因子,通过3种优化算法选择最优参数(c,g),建立优化SVR估算模型:幼苗期和开花期,模型精度都较高,PSO-SVR>GA-SVR>GS-SVR,其中PSO-SVR决定系数最高,均方根误差最小。在幼苗期,PSO-SVR决定系数为0.812,均方根误差为0.728,在开花期,PSO-SVR决定系数为0.841,均方根误差为0.247。说明基于PSO-SVR算法优化后的SVR模型精度高误差小,能较好地对叶绿素含量进行估算,且独尾草叶绿素含量开花期的估算比幼苗期的效果要好。本研究为荒漠植被生态特征的监测估算、时空分布和生化参数反演提供了科学依据和技术支持。 展开更多
关键词 独尾草 光谱指数 叶绿素含量 优化支持向量回归机模型
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基于SVR模型的水下焊接最佳工艺 被引量:4
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作者 叶建雄 李志刚 +3 位作者 Jonathan Wu 周金兰 彭星玲 郭波 《焊接学报》 EI CAS CSCD 北大核心 2017年第12期69-72,94,共5页
焊接工艺参数的确定,是水下焊接研究领域的重要内容,但恶劣的焊接环境使之成为研究的难点.以水下湿法浅水药芯电弧焊(FCAW)为研究对象,将其看成一个多输入多输出(MIMO)的非线性系统,利用支持向量回归机(SVR)提高建模精度和预测速度.首... 焊接工艺参数的确定,是水下焊接研究领域的重要内容,但恶劣的焊接环境使之成为研究的难点.以水下湿法浅水药芯电弧焊(FCAW)为研究对象,将其看成一个多输入多输出(MIMO)的非线性系统,利用支持向量回归机(SVR)提高建模精度和预测速度.首先在正交试验设计的基础上,利用SVR构建水下焊接模型,并与多元非线性回归及BP神经网络所构建的模型进行拟合精度的比较,然后将SVR模型融入进化算法(EA)的全局优化中,利用模型计算个体的评价函数,通过种群进化操作,得到满足要求的最优参数.结果表明,该方案具有使用方便,效率高,精度好的优点,并能推广应用于众多类似领域,具有重要的理论和实践价值. 展开更多
关键词 水下焊接 参数优化 支持向量回归机 建模 进化算法
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基于加权精度的ε-SVR组合参数优化 被引量:5
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作者 孙林凯 金家善 耿俊豹 《系统工程与电子技术》 EI CSCD 北大核心 2011年第8期1820-1823,共4页
针对支持向量机参数的选取还没有一套完整的理论支撑,提出以加权精度来评价某一组参数的预测效果。通过循环交叉验证和全局变步长的方法,对最优参数进行搜索。考虑参数间的相互影响,研究参数的组合形式对精度的影响,确定参数的最优组合... 针对支持向量机参数的选取还没有一套完整的理论支撑,提出以加权精度来评价某一组参数的预测效果。通过循环交叉验证和全局变步长的方法,对最优参数进行搜索。考虑参数间的相互影响,研究参数的组合形式对精度的影响,确定参数的最优组合形式。实例分析表明,参数的最优组合能够提高支持向量机对设备费用的预测精度。 展开更多
关键词 费用预测 循环交叉验证 ε-支持向量回归机 最优参数 核函数
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基于多Agent粒子群优化的多步SVR模型预测控制 被引量:3
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作者 唐贤伦 李洋 +1 位作者 李鹏 张毅 《系统工程与电子技术》 EI CSCD 北大核心 2014年第5期958-964,共7页
提出一种基于多Agent粒子群优化支持向量回归机(support vector regression,SVR)参数的优化算法,并利用该算法建立多步预测控制模型,对非线性系统进行预测控制。通过预测控制的机理推导出满足滚动优化目标函数的多步预测输出的控制律。... 提出一种基于多Agent粒子群优化支持向量回归机(support vector regression,SVR)参数的优化算法,并利用该算法建立多步预测控制模型,对非线性系统进行预测控制。通过预测控制的机理推导出满足滚动优化目标函数的多步预测输出的控制律。将该模型与基于遗传算法优化的RBF神经网络预测控制器、基于粒子群优化的多步SVR模型预测控制器和基于遗传算法优化的多步SVR模型预测控制器进行比较分析,仿真结果表明该预测控制模型优于其他控制器,具有良好的预测性能,可有效的对非线性系统进行预测控制。 展开更多
关键词 支持向量回归机 多智能体粒子群 模型预测控制 非线性系统
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基于粒子群优化SVR-ARMA组合模型频率预测 被引量:3
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作者 刘哲 丁阳 严加宝 《振动.测试与诊断》 EI CSCD 北大核心 2020年第2期374-380,423,共8页
为实现环境激励下复杂钢结构的损伤预警,提出一种基于粒子群优化(particle swarm optimization,简称PSO)的支持向量回归(support vector regression,简称SVR)-时间序列(auto-regressive and moving average model,简称ARMA)组合模型用... 为实现环境激励下复杂钢结构的损伤预警,提出一种基于粒子群优化(particle swarm optimization,简称PSO)的支持向量回归(support vector regression,简称SVR)-时间序列(auto-regressive and moving average model,简称ARMA)组合模型用于频率预测,并结合均值控制图法将其用于复杂钢结构的损伤预警中。所提出频率预测模型的准确性和有效性采用潍坊市白浪河摩天轮钢结构实测数据进行验证。验证结果表明:与基本SVR模型、SVR-ARMA模型和PSO-SVR模型相比,所提模型具有更高的泛化能力和预测精度;在白浪河摩天轮钢结构的损伤预警中,基于粒子群优化的SVR-ARMA组合模型可检出由损伤造成模态频率轻微的异常变化,具有较强的损伤敏感性。研究成果可为环境激励下复杂钢结构的损伤预警提供参考。 展开更多
关键词 粒子群优化 模态频率 支持向量回归-时间序列组合模型 结构损伤预警
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PSO-SVR算法在发酵过程控制中的应用 被引量:1
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作者 陈树 徐保国 +1 位作者 王海霞 吴晓鹏 《计算机工程与应用》 CSCD 北大核心 2007年第19期214-216,共3页
针对发酵过程中生物参数难以实时在线测量的问题,建立了用于生物参数状态预估的支持向量机软测量模型。考虑到该支持向量回归模型的复杂性和推广能力的好坏很大程度上取决于其3个参数(ε,C,γ)能否取到最优值,采用粒子群算法实现对参数(... 针对发酵过程中生物参数难以实时在线测量的问题,建立了用于生物参数状态预估的支持向量机软测量模型。考虑到该支持向量回归模型的复杂性和推广能力的好坏很大程度上取决于其3个参数(ε,C,γ)能否取到最优值,采用粒子群算法实现对参数(ε,C,γ)的同时寻优。在此基础上,以L-天冬酰胺酶Ⅱ为对象,建立其基于PSO-SVR的发酵过程产物浓度状态预估模型。发酵罐控制结果表明:该模型具有很好的学习精度和泛化能力,可实现对L-天冬酰胺酶Ⅱ产物浓度的实时在线预估。 展开更多
关键词 支持向量回归(svr) 状态预估 粒子群优化(PSO)算法 L-天冬酰胺酶Ⅱ
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基于ARIMA与信息粒化SVR组合的股指预测研究 被引量:9
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作者 姚金海 《运筹与管理》 CSSCI CSCD 北大核心 2022年第5期214-220,共7页
对于证券市场投资者而言,基于合理假设准确预测资产价格未来发展方向与趋势关乎投资成败。本文通过构建一个基于ARIMA与信息粒化SVR的组合预测模型,对股票市场指数价格和收益变化的趋势进行预测。实证研究结果表明:基于ARIMA与信息粒化... 对于证券市场投资者而言,基于合理假设准确预测资产价格未来发展方向与趋势关乎投资成败。本文通过构建一个基于ARIMA与信息粒化SVR的组合预测模型,对股票市场指数价格和收益变化的趋势进行预测。实证研究结果表明:基于ARIMA与信息粒化SVR组合的股指预测模型相较于传统时间序列模型而言,在预测精度和效度方面有较大提升,能够在一定时间周期内对股票等风险资产的价格波动区间进行较为可靠地预测,但目前还只能大致确定时间序列波动的区间范围而不能精确地预测具体点位。未来仍需结合其他预测模型和预判技术进一步深入研究,以有效提升股指趋势预测的准确性和实际指导性。 展开更多
关键词 ARIMA模型 信息粒化 svr模型 股价指数 投资组合优化
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