Nonlinear time series prediction is studied by using an improved least squares support vector machine （LSSVM） regression based on chaotic mutation evolutionary programming （CMEP） approach for parameter optimizatio...Nonlinear time series prediction is studied by using an improved least squares support vector machine （LSSVM） regression based on chaotic mutation evolutionary programming （CMEP） approach for parameter optimization. We analyze how the prediction error varies with different parameters （σ, γ） in LS-SVM. In order to select appropriate parameters for the prediction model, we employ CMEP algorithm. Finally, Nasdaq stock data are predicted by using this LS-SVM regression based on CMEP, and satisfactory results are obtained.展开更多
Through studying several kinds of chaotic mappings' distributions of orbital points, we analyze the capability of the chaotic mutations based on these mappings. Numerical experiments support our conclusions very w...Through studying several kinds of chaotic mappings' distributions of orbital points, we analyze the capability of the chaotic mutations based on these mappings. Numerical experiments support our conclusions very well. The capability analysis also led to a self-adaptive mechanism of chaotic mutation. The introducing of the self-adaptive chaotic mutation can improve the performance of genetic algorithm very prominently.展开更多
RSs(Radar Systems)identify and trace targets and are commonly employed in applications like air traffic control and remote sensing.They are necessary for monitoring precise target trajectories.Estimations of RSs are n...RSs(Radar Systems)identify and trace targets and are commonly employed in applications like air traffic control and remote sensing.They are necessary for monitoring precise target trajectories.Estimations of RSs are non-linear as the parameters TDEs(time delay Estimations)and Doppler shifts are computed on receipt of echoes where EKFs(Extended Kalman Filters)and UKFs(Unscented Kalman Filters)have not been examined for computations.RSs,certain times result in poor accuracies and SNRs(low signal to noise ratios)especially,while encountering complicated environments.This work proposes IUKFs(Iterated UKFs)to track onlinefilter performances while using optimization techniques to enhance outcomes.The use of cost functions can assist state corrections while lowering costs.A new parameter is optimized using MCEHOs(Mutation Chaotic Elephant Herding Optimizations)by linearly approximating system non-linearity where OIUKFs(Optimized Iterative UKFs)predict a target's unknown parameters.To obtain optimal solutions theoretically,OIUKFs take less iteration,resulting in shorter execution times.The proposed OIUKFs provide numerical approximations which are derivative-free implementations.Simulation evaluation results with estimators show better performances in terms of reduced NMSEs(Normalized Mean Square Errors),RMSEs(Root Mean Squared Errors),SNRs,variances,and better accuracies than current approaches.展开更多
基金The project supported by National Natural Science Foundation of China under Grant No. 90203008 and the Doctoral Foundation of the Ministry of Education of China
文摘Nonlinear time series prediction is studied by using an improved least squares support vector machine （LSSVM） regression based on chaotic mutation evolutionary programming （CMEP） approach for parameter optimization. We analyze how the prediction error varies with different parameters （σ, γ） in LS-SVM. In order to select appropriate parameters for the prediction model, we employ CMEP algorithm. Finally, Nasdaq stock data are predicted by using this LS-SVM regression based on CMEP, and satisfactory results are obtained.
文摘Through studying several kinds of chaotic mappings' distributions of orbital points, we analyze the capability of the chaotic mutations based on these mappings. Numerical experiments support our conclusions very well. The capability analysis also led to a self-adaptive mechanism of chaotic mutation. The introducing of the self-adaptive chaotic mutation can improve the performance of genetic algorithm very prominently.
文摘RSs(Radar Systems)identify and trace targets and are commonly employed in applications like air traffic control and remote sensing.They are necessary for monitoring precise target trajectories.Estimations of RSs are non-linear as the parameters TDEs(time delay Estimations)and Doppler shifts are computed on receipt of echoes where EKFs(Extended Kalman Filters)and UKFs(Unscented Kalman Filters)have not been examined for computations.RSs,certain times result in poor accuracies and SNRs(low signal to noise ratios)especially,while encountering complicated environments.This work proposes IUKFs(Iterated UKFs)to track onlinefilter performances while using optimization techniques to enhance outcomes.The use of cost functions can assist state corrections while lowering costs.A new parameter is optimized using MCEHOs(Mutation Chaotic Elephant Herding Optimizations)by linearly approximating system non-linearity where OIUKFs(Optimized Iterative UKFs)predict a target's unknown parameters.To obtain optimal solutions theoretically,OIUKFs take less iteration,resulting in shorter execution times.The proposed OIUKFs provide numerical approximations which are derivative-free implementations.Simulation evaluation results with estimators show better performances in terms of reduced NMSEs(Normalized Mean Square Errors),RMSEs(Root Mean Squared Errors),SNRs,variances,and better accuracies than current approaches.
