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PSO优化BP神经网络的混沌时间序列预测

卢辉斌 李丹丹 孙海艳

计算机工程与应用Issue(2):224-229,264,7.
计算机工程与应用Issue(2):224-229,264,7.DOI:10.3778/j.issn.1002-8331.1306-0342

PSO优化BP神经网络的混沌时间序列预测

Prediction for chaotic time series of optimized BP neural network based on PSO

卢辉斌 1李丹丹 2孙海艳1

作者信息

  • 1. 燕山大学 信息科学与工程学院,河北 秦皇岛 066004
  • 2. 河北省特种光纤与光纤传感实验室,河北 秦皇岛 066004
  • 折叠

摘要

Abstract

BP neural network for forecasting has low speed of convergence, low precision and easily falling into the local minimum state. An improved prediction method of optimized BP neural network based on Improved Particle Swarm Opti-mization algorithm(IPSO)is proposed. The IPSO algorithm adopts modified adaptive inertia weight and adaptive acceler-ation coefficients to optimize the weights and thresholds of BP neural network. Then BP neural network is trained to search for the optimal solution. This experiment is done with several typical nonlinear systems. The results demonstrate that the improved method has faster convergence speed, higher accuracy and not easily falling into the local minimum state.

关键词

混沌时间序列/混沌预测/反向传播(BP)神经网络/粒子群算法

Key words

chaotic time series/prediction of chaos/Back Propagation(BP)neural network/particle swarm optimization

分类

信息技术与安全科学

引用本文复制引用

卢辉斌,李丹丹,孙海艳..PSO优化BP神经网络的混沌时间序列预测[J].计算机工程与应用,2015,(2):224-229,264,7.

基金项目

河北省教育厅2007年科研计划项目(No.2007493)。 ()

计算机工程与应用

OA北大核心CSCDCSTPCD

1002-8331

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