ELMS algorithm is the first two-channel adaptive filtering algorithm that takes into account the cross-correlation between the two input signals. The algorithm does not preprocess input signals, so it does not degrade...ELMS algorithm is the first two-channel adaptive filtering algorithm that takes into account the cross-correlation between the two input signals. The algorithm does not preprocess input signals, so it does not degrade the quality of the speech. However, a lot of computer simulation results show that ELMS algorithm has a bad performance. The ELMS algorithm is analyzed firstly, then a new algorithm is presented by modifying the block matrix used in ELMS algorithm to approximate input signals self-correlation matrix. The computer simulation results indicate that the improved algorithm has a better behavior than the ELMS algorithm.展开更多
针对股价预测中存在的不确定性、间断性、随机性和非线性等问题,提出一种TRSSA-ELM(Tent Random Walk Sparrow Optimization Algorithm-Extreme Learning Machine)股价预测模型。首先,采用自适应Tent混沌映射和随机游走策略对算法进行改...针对股价预测中存在的不确定性、间断性、随机性和非线性等问题,提出一种TRSSA-ELM(Tent Random Walk Sparrow Optimization Algorithm-Extreme Learning Machine)股价预测模型。首先,采用自适应Tent混沌映射和随机游走策略对算法进行改进,增强种群多样性和随机性,提高算法局部和全局的寻优能力。其次,使用单峰、多峰和固定维多峰测试函数对TRSSA(Tent Random Walk Sparrow Optimization Algorithm)性能进行了验证,相比于SSA(Sparrow Optimization Algorithm)、AO(Aquila Optimizer)、POA(Pelican Optimization Algorithm)和GWO(Grey Wolf Optimizer),TRSSA算法具有更好的收敛速度、精度和统计性质。最后,由于ELM(Extreme Learning Machine)模型随机生成权重和阈值,降低了预测精度和泛化能力,应用TRSSA算法优化ELM模型的权重和阈值,并用三安光电股票数据集对TRSSA-ELM模型进行了测试。实验结果表明,TRSSA-ELM模型相比于SSA-ELM、ELM、SVR(Support Vector Regression)和GBDT(Gradient Boosting Decision Tree),具有更好的预测精度和稳定性。展开更多
文摘ELMS algorithm is the first two-channel adaptive filtering algorithm that takes into account the cross-correlation between the two input signals. The algorithm does not preprocess input signals, so it does not degrade the quality of the speech. However, a lot of computer simulation results show that ELMS algorithm has a bad performance. The ELMS algorithm is analyzed firstly, then a new algorithm is presented by modifying the block matrix used in ELMS algorithm to approximate input signals self-correlation matrix. The computer simulation results indicate that the improved algorithm has a better behavior than the ELMS algorithm.
