科学数据时间序列的预测方法
A Method of Time Series Forecasting for Scientific Data
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摘要: 针对传统的时间序列分析方法预测科学数据效果较差的特点,提出了一种结合自组织神经网络和灰色理论的时间序列预测方法。该方法利用度量时间序列相似性距离函数,将时间序列按照其变化规律分成不同的类别,并在GM算法中针对白化参数进行优化,对科学数据时间序列进行自组织聚类,针对各类别采用灰色理论建立预测模型。试验表明,该模型适合科学数据的变化特点,提高了预测精度。Abstract: Traditional methods have poor efficiency and effect to deal with the scientific data series forecasting. In this paper, a forecasting algorithm based on grey theory and self-organized map neural networks is proposed. Firstly, the scientific data time series cluster in self-organized mannar. Then the forecast model is established with grey theory. In clustering, a distance criterion is proposed to scale the difference between series. In grey theory, the whiten parameter is optimized. The experiments show that this algorithm surpasses those traditional forecasting methods in precision and time efficiency.