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基于遗传算法的GMDH网络模型及其应用

陈洪 陈森发

数据采集与处理2009,Vol.24Issue(6):820-824,5.
数据采集与处理2009,Vol.24Issue(6):820-824,5.

基于遗传算法的GMDH网络模型及其应用

Genetic Algorithm Based GMDH Network Model and Its Application

陈洪 1陈森发2

作者信息

  • 1. 东南大学系统工程研究所,南京,210096
  • 2. 南京工程学院数学研究所,南京,211167
  • 折叠

摘要

Abstract

Traditional GMDH network has self-organization and overall selection features structurally,thus it is very suitable for the forecasting of nonlinear data.Since traditional GMDH network modeling uses least square method to identify parameters,model prediction results are unsatisfactory.The genetic algorithm is an effective searching and optimized method with the characteristics of adaptive search,gradual optimization,parallel search,and strong general features.The genetic algorithm is introduced into GMDH network to identify the coefficients of some descriptive formulae and a GMDH network model is established based on genetic algorithm.The model is used to forecast a group of measured time series.Simulation results showthat the predicting result of the model is satisfactory.

关键词

GMDH网络/遗传算法/时间序列/预测

Key words

GMDH network/genetic algorithm/time series/forecasting

分类

自科综合

引用本文复制引用

陈洪,陈森发..基于遗传算法的GMDH网络模型及其应用[J].数据采集与处理,2009,24(6):820-824,5.

基金项目

教育部博士点基金(20060286005)资助项目,江苏省高校自然科学基金(07KJD580085)资助项目. (20060286005)

数据采集与处理

OA北大核心CSCDCSTPCD

1004-9037

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