Linear combination rule in genetic algorithm for optimization of finite impulse response neural network to predict natural chaotic time series

2009 ◽  
Vol 41 (5) ◽  
pp. 2681-2689 ◽  
Author(s):  
Hossein Mirzaee
2000 ◽  
Vol 176 ◽  
pp. 135-136
Author(s):  
Toshiki Aikawa

AbstractSome pulsating post-AGB stars have been observed with an Automatic Photometry Telescope (APT) and a considerable amount of precise photometric data has been accumulated for these stars. The datasets, however, are still sparse, and this is a problem for applying nonlinear time series: for instance, modeling of attractors by the artificial neural networks (NN) to the datasets. We propose the optimization of data interpolations with the genetic algorithm (GA) and the hybrid system combined with NN. We apply this system to the Mackey–Glass equation, and attempt an analysis of the photometric data of post-AGB variables.


2004 ◽  
Vol 52 (12) ◽  
pp. 3409-3416 ◽  
Author(s):  
M. Han ◽  
J. Xi ◽  
S. Xu ◽  
F.-L. Yin

2020 ◽  
Vol 2020 ◽  
pp. 1-23
Author(s):  
Zhi-fei Xi ◽  
An Xu ◽  
Ying-xin Kou ◽  
Zhan-wu Li ◽  
Ai-wu Yang

Target maneuver trajectory prediction is an important prerequisite for air combat situation awareness and threat assessment. Aiming at the problem of low prediction accuracy in traditional trajectory prediction methods, combined with the chaotic characteristics of the target maneuver trajectory time series, a target maneuver trajectory prediction model based on chaotic theory and improved genetic algorithm-Volterra neural network (IGA-VNN) model is proposed, mathematically deducing and analyzing the consistency between Volterra functional model and back propagation (BP) neural network in structure. Firstly, the C-C method is used to reconstruct the phase space of the target trajectory time series, and the maximum Lyapunov exponent of the time series of the target maneuver trajectory is calculated. It is proved that the time series of the target maneuver trajectory has chaotic characteristics, so the chaotic method can be used to predict the target trajectory time series. Then, the practicable Volterra functional model and BP neural network are combined together, learning the advantages of both and overcoming the difficulty in obtaining the high-order kernel function of the Volterra functional model. At the same time, an adaptive crossover mutation operator and a combination mutation operator based on the difference degree of gene segments are proposed to improve the traditional genetic algorithm; the improved genetic algorithm is used to optimize BP neural network, and the optimal initial weights and thresholds are obtained. Finally, the IGA-VNN model of chaotic time series is applied to the prediction of target maneuver trajectory time series, and the experimental results show that its estimated performance is obviously superior to other prediction algorithms.


Symmetry ◽  
2019 ◽  
Vol 11 (5) ◽  
pp. 610 ◽  
Author(s):  
Xinghan Xu ◽  
Weijie Ren

The prediction of chaotic time series has been a popular research field in recent years. Due to the strong non-stationary and high complexity of the chaotic time series, it is difficult to directly analyze and predict depending on a single model, so the hybrid prediction model has become a promising and favorable alternative. In this paper, we put forward a novel hybrid model based on a two-layer decomposition approach and an optimized back propagation neural network (BPNN). The two-layer decomposition approach is proposed to obtain comprehensive information of the chaotic time series, which is composed of complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and variational mode decomposition (VMD). The VMD algorithm is used for further decomposition of the high frequency subsequences obtained by CEEMDAN, after which the prediction performance is significantly improved. We then use the BPNN optimized by a firefly algorithm (FA) for prediction. The experimental results indicate that the two-layer decomposition approach is superior to other competing approaches in terms of four evaluation indexes in one-step and multi-step ahead predictions. The proposed hybrid model has a good prospect in the prediction of chaotic time series.


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