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
In order to enhance the accuracy and efficiency of coal and gas outburst prediction,a novel approach combining Kernel Principal Component Analysis(KPCA)with an Improved Whale Optimization Algorithm(IWOA)optimized extr...In order to enhance the accuracy and efficiency of coal and gas outburst prediction,a novel approach combining Kernel Principal Component Analysis(KPCA)with an Improved Whale Optimization Algorithm(IWOA)optimized extreme learning machine(ELM)is proposed for precise forecasting of coal and gas outburst disasters in mines.Firstly,based on the influencing factors of coal and gas outburst disasters,nine coupling indexes are selected,including gas pressure,geological structure,initial velocity of gas emission,and coal structure type.The correlation between each index was analyzed using the Pearson correlation coefficient matrix in SPSS 27,followed by extraction of the principal components of the original data through Kernel Principal Component Analysis(KPCA).The Whale Optimization Algorithm(WOA)was enhanced by incorporating adaptive weight,variable helix position update,and optimal neighborhood disturbance to augment its performance.The improved Whale Optimization Algorithm(IWOA)is subsequently employed to optimize the weight Φ of the Extreme Learning Machine(ELM)input layer and the threshold g of the hidden layer,thereby enhancing its predictive accuracy and mitigating the issue of"over-fitting"associated with ELM to some extent.The principal components extracted by KPCA were utilized as input,while the outburst risk grade served as output.Subsequently,a comparative analysis was conducted between these results and those obtained from WOA-SVC,PSO-BPNN,and SSA-RF models.The IWOA-ELM model accurately predicts the risk grade of coal and gas outburst disasters,with results consistent with actual situations.Compared to other models tested,the model's performance showed an increase in Ac by 0.2,0.3,and 0.2 respectively;P increased by 0.15,0.2167,and 0.1333 respectively;R increased by 0.25,0.3,and 0.2333 respectively;F1-Score increased by 0.2031,0.2607,and 0.1864 respectively;Kappa coefficient k increased by 0.3226,0.4762 and 0.3175,respectively.The practicality and stability of the IWOAELM model were verified through its application in a coal mine in Shanxi Province where the predicted values exactly matched the actual values.This indicates that this model is more suitable for predicting coal and gas outburst disaster risks.展开更多
基金supported by the National Natural Science Foun-dation of China (No.52174188)the Graduate Education Innovation Project of Shanxi Datong University of China (No.23CX49).
文摘In order to enhance the accuracy and efficiency of coal and gas outburst prediction,a novel approach combining Kernel Principal Component Analysis(KPCA)with an Improved Whale Optimization Algorithm(IWOA)optimized extreme learning machine(ELM)is proposed for precise forecasting of coal and gas outburst disasters in mines.Firstly,based on the influencing factors of coal and gas outburst disasters,nine coupling indexes are selected,including gas pressure,geological structure,initial velocity of gas emission,and coal structure type.The correlation between each index was analyzed using the Pearson correlation coefficient matrix in SPSS 27,followed by extraction of the principal components of the original data through Kernel Principal Component Analysis(KPCA).The Whale Optimization Algorithm(WOA)was enhanced by incorporating adaptive weight,variable helix position update,and optimal neighborhood disturbance to augment its performance.The improved Whale Optimization Algorithm(IWOA)is subsequently employed to optimize the weight Φ of the Extreme Learning Machine(ELM)input layer and the threshold g of the hidden layer,thereby enhancing its predictive accuracy and mitigating the issue of"over-fitting"associated with ELM to some extent.The principal components extracted by KPCA were utilized as input,while the outburst risk grade served as output.Subsequently,a comparative analysis was conducted between these results and those obtained from WOA-SVC,PSO-BPNN,and SSA-RF models.The IWOA-ELM model accurately predicts the risk grade of coal and gas outburst disasters,with results consistent with actual situations.Compared to other models tested,the model's performance showed an increase in Ac by 0.2,0.3,and 0.2 respectively;P increased by 0.15,0.2167,and 0.1333 respectively;R increased by 0.25,0.3,and 0.2333 respectively;F1-Score increased by 0.2031,0.2607,and 0.1864 respectively;Kappa coefficient k increased by 0.3226,0.4762 and 0.3175,respectively.The practicality and stability of the IWOAELM model were verified through its application in a coal mine in Shanxi Province where the predicted values exactly matched the actual values.This indicates that this model is more suitable for predicting coal and gas outburst disaster risks.
