The productivity of coalbed methane (CBM) depends heavily on the heat environment, and directly reflects the quality of the well. Following the theories of phase space reconstruction and Bayesian evidence framework, this paper puts forward a Bayes-least squares-support vector machine (Bayes-LS-SVM) model for the prediction of energy-efficient productivity of CBM under Bayesian evidence network based on chaotic time series. The energy-efficient productivity stands for the gas and water production of CBM wells at a low energy consumption, despite the disturbance from the heat environment. The proposed model avoids the local optimum trap of backpropagation neural network (BPNN), and overcomes the main defects of the SVM: high time consumption of parameter determination, and proneness to overfitting. In our model, the model parameters are optimized through three-layer Bayesian evidence inference, and the input vector for prediction is selected adaptively. In this way, the model construction is not too empirical, and the constructed model is highly adaptive. Then, the theory on phase space reconstruction was applied to investigate the chaotic property of the time series on CBM production, and the Bayes-LS-SVM was adopted to predict the time series after phase space reconstruction, in comparison with neural network prediction methods like SVM and BPNN. Experimental results show that the proposed model boast quick computing, accurate fitting, flexible structure, and strong generalization ability.
Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine