兰州大学机构库 >数学与统计学院
基于人工智能优化的时间序列预测模型的研究及应用
Alternative TitleResearch and Application of the Time Series Forecasting Models Based on Artificial Intelligence Optimization
吴洁
Thesis Advisor王建州
2015-05-23
Degree Grantor兰州大学
Place of Conferral兰州
Degree Name博士
Keyword时间序列预测 指数平滑 神经网络 分布函数 人工智能参数优化
Abstract预测能够在自觉认识客观规律的基础上, 较准确地揭示出客观事物运行中的本质联系及发展趋势, 勾画出未来事物发展的基本轮廓, 为决策提供充分的科学依据. 没有观测就没有拟合, 没有拟合也就无法预测. 因此, 本文以时间序列预测和拟合预测为核心, 旨在对两方面的内容进行研究: (1) 时间序列预测模型的改进研究; (2) 一种特殊时间序列―数据的概率分布拟合预测模型的研究. 围绕这两方面的内容, 本文提出了四类时间序列预测及拟合预测模型. 为验证上述模型的有效性, 我们将它们应用到以下几个领域: (1) 以新能源开发和利用为切入点, 将上述第一类和第二类模型应用于甘肃河西走廊地区不同站点的风速预测中; (2) 考虑到风速分布在风电厂选址中的重要性, 将第三类模型应用于内蒙古风电厂的风速概率分布拟合预测中; (3) 异常数据检测与处理是数据挖掘与处理中的一项重要任务, 因此, 本研究将第四类模型应用于实际的 Iris 数据及 fourclass 数据的异常值检测中. 这些预测及拟合预测实际应用案例均表明, 相对于原始的模型和其它一些经典的预测及拟合预测模型, 我们提出的预测模型和拟合预测模型在预测精度方面均有较大的提高.
Other AbstractForecasting can reveal the intrinsic contact and development trend of the objective, draw the primary outline of the objective in the future and provide sufficient scientific evidence for decision-making on the basis of the objective rule understanding. As is known, without observation, there is no fitting, while without fitting, there is no forecasting. By using the time series forecasting and fitting forecasting models, this research aims to study the following two aspects: one is the improvement of the time series forecasting model, and the other is the research about the fitting forecasting model with regard to a special time series which is named the probability distribution. Focusing on these two aspects, four time series forecasting and fitting forecasting models are proposed. To verify the effectiveness of these models, we apply them to the following fields. All of these forecasting and fitting forecasting practical application cases demonstrate that the new models proposed in this research can obtain higher accuracy results as compared to the corresponding original models and some other classical forecasting and fitting forecasting models.
URL查看原文
Language中文
Document Type学位论文
Identifierhttps://ir.lzu.edu.cn/handle/262010/225134
Collection数学与统计学院
Recommended Citation
GB/T 7714
吴洁. 基于人工智能优化的时间序列预测模型的研究及应用[D]. 兰州. 兰州大学,2015.
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