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自组织映射算法与基于专家系统的支持向量回归的结合

, PP. 612-619

Keywords: SOMclustering,SVRexperts,singleSVR,Mackey-Glassdifferentialequation,SantaFedata

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Abstract:

?AnewapproachisproposedtomodelnonlineardynamicsystemsbycombiningSOM(self-organizingfeaturemap)withsupportvectorregression(SVR)basedonexpertsystem.Thewholesystemhasatwo-stageneuralnetworkarchitecture.InthefirststageSOMisusedasaclusteringalgorithmtopartitionthewholeinputspaceintoseveraldisjointedregions.Ahierarchicalarchitectureisadoptedinthepartitiontoavoidtheproblemofpredeterminingthenumberofpartitionedregions.Then,inthesecondstage,multipleSVR,alsocalledSVRexperts,thatbestfiteachpartitionedregionbythecombinationofdifferentkernelfunctionofSVRandpromotetheconfigurationandtuningofSVR.Finally,toapplythisnewapproachtotime-seriespredictionproblemsbasedontheMackey-GlassdifferentialequationandSantaFedata,theresultsshowthatSVRexpertshaseffectiveimprovementinthegeneralizationperformanceincomparisonwiththesingleSVRmodel.

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