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电子学报  2008 

基于残差预测修正的局部在线时间序列预测方法

, PP. 81-85

Keywords: 时间序列预测,在线预测,SVR,残差

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Abstract:

对于复杂的非线性和非平稳时间序列预测,基本的支持向量回归(SupportVecotrRegression,SVR)在线算法无法有效兼顾执行效率和预测精度.本文首先采用局部SVR进行时间序列建模预测,同步计算在线更新序列数据预测的残差,并采用OnlineSVR对残差序列进行混沌时间序列预测,将预测残差值实时补偿到局部SVR模型预测输出.实验结果表明,新方法在执行效率和预测精度方面较单一OnlineSVR均显著提高.

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