为提高月径流时间序列预测精度,改进最小二乘孪生支持向量回归机(Least Squares Twin Support Vector Regression,LSTSVR)性能,首次基于高斯核函数、多项式核函数、线性核函数构建混合核函数,提出4种季节趋势分解(Seasonal and Trend de...为提高月径流时间序列预测精度,改进最小二乘孪生支持向量回归机(Least Squares Twin Support Vector Regression,LSTSVR)性能,首次基于高斯核函数、多项式核函数、线性核函数构建混合核函数,提出4种季节趋势分解(Seasonal and Trend decomposition using Loess,STL)-小波包变换(Wavelet Packet Transform,WPT)-裂狐优化(Rüppell's Fox Optimizer,RFO)算法-混合核最小二乘孪生支持向量回归机(Hybrid Kernel Least Squares Twin Support Vector Regression,HLSTSVR)模型,并构建STL-WPT-RFO-LSTSVR、STL-WPT-RFO-混合核最小二乘支持向量回归机(Hybrid Kerllel Least Squares Twin Suppart Vector Regression,HLSSVR)、STL-WPT-RFO-最小二乘支持向量回归机(Least Squares Support Vector Regression,LSSVR)等17种对比分析模型,通过云南省高桥、凤屯水文站月径流时间序列预测实例对21种模型进行验证。首先利用STL-WPT二次分解技术对月径流序列进行分解处理,合理划分训练集和验证集;然后基于高斯核函数、多项式核函数、线性核函数,采用“三三”线性组合和“两两”线性组合的方式构建4种混合核函数对月径流分解分量进行空间映射;最后利用RFO寻优HLSTSVR/LSTSVR/HLSSVR/LSSVR最佳超参数,利用最佳超参数建立21种模型对实例月径流序列各分解分量进行训练、预测和重构。结果表明:①4种STL-WPT-RFO-HLSTSVR模型能适应不同尺度的月径流数据分布,具有较好的模型性能和较小的预测误差,其中STL-WPT-RFO-HLSTSVR(高斯+多项式+线性)模型对高桥、凤屯站月径流预测的平均绝对百分比误差MAPE分别为2.85%、2.19%,决定系数R2均为0.9994,预测精度最高、效果最好;②混合核函数兼顾了不同核函数优势,能在模型复杂度与泛化能力之间取得平衡,显著提升模型性能和预测精度;③STL-WPT二次分解技术能有效解决复杂时间序列的非平稳性、非线性和多尺度特征,较STL更具分解优势;④组合模型融合了STL-WPT、RFO和HLSTSVR优点,具有较好的普适性和参考价值。展开更多
Twin support vector machine(TWSVM)is a new development of support vector machine(SVM)algorithm.It has the smaller computation scale and the stronger ability to cope with unbalanced problems.In this paper,TWSVM is intr...Twin support vector machine(TWSVM)is a new development of support vector machine(SVM)algorithm.It has the smaller computation scale and the stronger ability to cope with unbalanced problems.In this paper,TWSVM is introduced into aircraft engine gas path fault diagnosis.The generalization capacity of Gauss kernel function usually used in TWSVM is relatively weak.So a mixed kernel function is used to improve performance to ensure that the TWSVM algorithm can better balance a strong generalization ability and a good learning ability.Experimental results prove that the cross validation training accuracy of TWSVM using the mixed kernel function averagely increases 2%.Grid search is usually applied in parameter optimization of TWSVM,but it heavily depends on experience.Therefore,the hybrid particle swarm algorithm is introduced.It can intelligently and rapidly find the global optimum.Experiments prove that its training accuracy is better than that of the classical particle swarm algorithm by 5%.展开更多
文摘为提高月径流时间序列预测精度,改进最小二乘孪生支持向量回归机(Least Squares Twin Support Vector Regression,LSTSVR)性能,首次基于高斯核函数、多项式核函数、线性核函数构建混合核函数,提出4种季节趋势分解(Seasonal and Trend decomposition using Loess,STL)-小波包变换(Wavelet Packet Transform,WPT)-裂狐优化(Rüppell's Fox Optimizer,RFO)算法-混合核最小二乘孪生支持向量回归机(Hybrid Kernel Least Squares Twin Support Vector Regression,HLSTSVR)模型,并构建STL-WPT-RFO-LSTSVR、STL-WPT-RFO-混合核最小二乘支持向量回归机(Hybrid Kerllel Least Squares Twin Suppart Vector Regression,HLSSVR)、STL-WPT-RFO-最小二乘支持向量回归机(Least Squares Support Vector Regression,LSSVR)等17种对比分析模型,通过云南省高桥、凤屯水文站月径流时间序列预测实例对21种模型进行验证。首先利用STL-WPT二次分解技术对月径流序列进行分解处理,合理划分训练集和验证集;然后基于高斯核函数、多项式核函数、线性核函数,采用“三三”线性组合和“两两”线性组合的方式构建4种混合核函数对月径流分解分量进行空间映射;最后利用RFO寻优HLSTSVR/LSTSVR/HLSSVR/LSSVR最佳超参数,利用最佳超参数建立21种模型对实例月径流序列各分解分量进行训练、预测和重构。结果表明:①4种STL-WPT-RFO-HLSTSVR模型能适应不同尺度的月径流数据分布,具有较好的模型性能和较小的预测误差,其中STL-WPT-RFO-HLSTSVR(高斯+多项式+线性)模型对高桥、凤屯站月径流预测的平均绝对百分比误差MAPE分别为2.85%、2.19%,决定系数R2均为0.9994,预测精度最高、效果最好;②混合核函数兼顾了不同核函数优势,能在模型复杂度与泛化能力之间取得平衡,显著提升模型性能和预测精度;③STL-WPT二次分解技术能有效解决复杂时间序列的非平稳性、非线性和多尺度特征,较STL更具分解优势;④组合模型融合了STL-WPT、RFO和HLSTSVR优点,具有较好的普适性和参考价值。
基金supported by the Fundamental Research Funds for the Central Universities(No.NS2016027)
文摘Twin support vector machine(TWSVM)is a new development of support vector machine(SVM)algorithm.It has the smaller computation scale and the stronger ability to cope with unbalanced problems.In this paper,TWSVM is introduced into aircraft engine gas path fault diagnosis.The generalization capacity of Gauss kernel function usually used in TWSVM is relatively weak.So a mixed kernel function is used to improve performance to ensure that the TWSVM algorithm can better balance a strong generalization ability and a good learning ability.Experimental results prove that the cross validation training accuracy of TWSVM using the mixed kernel function averagely increases 2%.Grid search is usually applied in parameter optimization of TWSVM,but it heavily depends on experience.Therefore,the hybrid particle swarm algorithm is introduced.It can intelligently and rapidly find the global optimum.Experiments prove that its training accuracy is better than that of the classical particle swarm algorithm by 5%.
文摘为有效预测船舶油耗,提出一种基于混合核函数的船舶油耗预测模型。分别构建径向基函数(radial basis function,RBF)和多项式单核函数的支持向量回归(support vector regression,SVR)模型,并利用自适应随机搜索(adaptive random search,ARS)算法对两者进行优化。在此基础上,建立基于混合核函数ARS-SVR的船舶油耗预测模型。以一艘风帆助航的大型原油运输船(very large crude carrier,VLCC)为研究对象,基于实船监测数据开展船舶油耗预测。结果表明,与单一的RBF和多项式单核ARS-SVR相比,采用混合核函数ARS-SVR的模型的预测结果的均方根误差分别降低了19.8%和30.2%。所提出的船舶油耗预测模型可以提升风帆助航船油耗计算的准确率,有助于优化船舶能效和提升管理技术。
