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电子学报  2006 

一种新型复杂时间序列实时预测模型研究

, PP. 2391-2394

Keywords: 复杂时间序列,预测,经验模式分解

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Abstract:

针对复杂时间序列难以使用单一预测方法进行有效预测的问题,本文提出一种新型多分辨率增量预测模型.该模型首先使用经验模式分解方法对复杂时间序列分解,然后对各分量分别进行增量核空间独立向量组合预测建模,最后对各个分量预测结果等权求和集成为综合预测结果.该预测模型可以实现对复杂时间序列的快速实时预测,实验结果显示该模型在复杂时间序列预测上有良好的性能.

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