[PDF][PDF] A new parameters joint optimization method of chaotic time series prediction
International Journal of the Physical Sciences, 2011•researchgate.net
To improve the prediction performance of chaotic time series, a new method is proposed for
parameters joint optimization of phase space reconstruction and support vector machine
(SVM). The main idea of the joint optimization method is that the parameters from phase
space reconstruction and SVM are designed jointly using uniform design firstly, and then the
parameters are optimized jointly based on self-calling SVM. The results tested by chaotic
time series indicate that the proposed method has more advantages than traditional …
parameters joint optimization of phase space reconstruction and support vector machine
(SVM). The main idea of the joint optimization method is that the parameters from phase
space reconstruction and SVM are designed jointly using uniform design firstly, and then the
parameters are optimized jointly based on self-calling SVM. The results tested by chaotic
time series indicate that the proposed method has more advantages than traditional …
To improve the prediction performance of chaotic time series, a new method is proposed for parameters joint optimization of phase space reconstruction and support vector machine (SVM). The main idea of the joint optimization method is that the parameters from phase space reconstruction and SVM are designed jointly using uniform design firstly, and then the parameters are optimized jointly based on self-calling SVM. The results tested by chaotic time series indicate that the proposed method has more advantages than traditional methods, such as better prediction accuracy and lower computational complexity.
researchgate.net
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