Fast Recursive Identification Algorithm for Nonlinear Time Series model based on improved Extreme Learning Machine

Author(s):  
Jie Jia ◽  
Yanyan Zhou ◽  
Yong Yang ◽  
Xiaona Luo
2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Qiao Shi-fan ◽  
Tan Jun-kun ◽  
Zhang Yong-gang ◽  
Wan Li-jun ◽  
Zhang Ming-fei ◽  
...  

This paper proposes a novel grey wolf optimization-extreme learning machine model, namely, the GWO-ELM model, to train and predict the ground subsidence by combining the extreme learning machine with the grey wolf optimization algorithm. Taking an excavation project of a foundation pit of Kunming in China as an example, after analyzing the settlement monitoring data of cross sections JC55 and JC56, the representative monitoring sites JC55-2 and JC56-1 were selected as the training monitoring samples of the GWO-ELM model. And three kinds of GWO-ELM models such as considering the influence of time series, influence of settlement factors, and after optimization were established to predict the ground settlement near the foundation pit. The predictive results are that their average relative error and average absolute error are ranked from large to small as GWO-ELM model based on time series, GWO-ELM model based on settlement factors, and optimized GWO-ELM model for the three kinds of GWO-ELM models at monitoring points JC55-2 and JC56-1. Accordingly, the optimized GWO-ELM model has the strongest predictive ability.


Energies ◽  
2021 ◽  
Vol 14 (5) ◽  
pp. 1328
Author(s):  
Jianguo Zhou ◽  
Shiguo Wang

Carbon emission reduction is now a global issue, and the prediction of carbon trading market prices is an important means of reducing emissions. This paper innovatively proposes a second decomposition carbon price prediction model based on the nuclear extreme learning machine optimized by the Sparrow search algorithm and considers the structural and nonstructural influencing factors in the model. Firstly, empirical mode decomposition (EMD) is used to decompose the carbon price data and variational mode decomposition (VMD) is used to decompose Intrinsic Mode Function 1 (IMF1), and the decomposition of carbon prices is used as part of the input of the prediction model. Then, a maximum correlation minimum redundancy algorithm (mRMR) is used to preprocess the structural and nonstructural factors as another part of the input of the prediction model. After the Sparrow search algorithm (SSA) optimizes the relevant parameters of Extreme Learning Machine with Kernel (KELM), the model is used for prediction. Finally, in the empirical study, this paper selects two typical carbon trading markets in China for analysis. In the Guangdong and Hubei markets, the EMD-VMD-SSA-KELM model is superior to other models. It shows that this model has good robustness and validity.


2001 ◽  
Vol 7 (1) ◽  
pp. 97-112 ◽  
Author(s):  
Yulia R. Gel ◽  
Vladimir N. Fomin

Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimated from the realization with the required accuracy. That will eventually allow optimizing the data handling of the stochastic time series.Here it is shown that the recurrent least-squares (LS) procedure provides strongly consistent estimates for a linear autoregressive (AR) equation of infinite order obtained from a minimal phase regressive (ARMA) equation. The LS identification algorithm is accomplished by the Padé approximation used for the estimation of the unknown ARMA parameters.


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