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具有增加删除机制的正则化极端学习机的混沌时间序列预测

赵永平 王康康

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具有增加删除机制的正则化极端学习机的混沌时间序列预测

赵永平, 王康康

Chaotic time series prediction using add-delete mechanism based regularized extreme learning machine

Zhao Yong-Ping, Wang Kang-Kang
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  • 针对正则化极端学习机的隐层具有随机选择的特性,提出了一种增加删除机制来自适应地确定正则化极端学习机的隐层节点数. 这种机制以对优化目标函数影响的大小作为评价隐层节点优劣的标准,从而淘汰那些比较“差”的节点,将那些比较“优”的节点保留下来,起到一个优化正则化极端学习机隐层节点数的目的. 与已有的只具有增加隐层节点数的机制相比较,本文提出的增加删除机制在减少正则化极端学习机隐层节点数、增强其泛化性能、提高其实时性等方面具有一定的优势. 典型混沌时间序列的实例证明了具有增加删除机制的正则化极端学习机的有效性和可行性.
    Considering a regularized extreme learning machine (RELM) with randomly generated hidden nodes, an add-delete mechanism is proposed to determine the number of hidden nodes adaptively, where the extent of contribution to the objective function of RELM is treated as the criterion for judging each hidden node, that is, the large the better, and vice versa. As a result, the better hidden nodes are kept. On the contrary, the so-called worse hidden nodes are deleted. Naturally, the hidden nodes of RELM are selected optimally. In contrast to the other method only with the add mechanism, the proposed one has some advantages in the number of hidden nodes, generalization performance, and the real time. The experimental results on classical chaotic time series demonstrate the effectiveness and feasibility of the proposed add-delete mechanism for RELM.
    • 基金项目: 国家自然科学基金(批准号:51006052)和南京理工大学“卓越计划” “紫金之星”资助的课题.
    • Funds: Project supported by the National Natural Science Foundation of China (Grant No. 51006052) and the Outstanding Scholar Supporting Program of Nanjing Univeristy of Science and Technology, China.
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    Wang X Y, Han M 2012 Acta Phys. Sin. 61 080507 (in Chinese) [王新迎, 韩敏 2012 物理学报 61 080507]

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    Gao G Y, Jiang G P 2012 Acta Phys. Sin. 61 040506 (in Chinese) [高光勇, 蒋国平 2012 物理学报 61 040506]

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    Deng W Y, Zheng Q H, Chen L 2009 Proceedings of 2009 IEEE Symposium on Computational Intelligence and Data Mining Nashville, TN, United states, March 30 – April 2, 2009 p389

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  • [1]

    Li D C, Han M 2011 Acta Phys. Sin. 60 108903 (in Chinese) [李德才, 韩敏 2011 物理学报 60 108903]

    [2]

    Li H, Yang Z, Zhang Y M, Wen B C 2011 Acta Phys. Sin. 60 070512 (in Chinese) [李鹤, 杨周, 张义民, 闻邦椿 2011 物理学报 60 070512]

    [3]

    Ma Q L, Zheng Q L, Peng H, Qin J W 2009 Acta Phys. Sin. 58 1410 (in Chinese) [马千里, 郑启伦, 彭宏, 覃姜维 2009 物理学报 58 1410]

    [4]

    Zhang S, Liu H X, Gao D T, Du S D 2003 Chin. Phys. B 12 594

    [5]

    Zhang J S, Xiao X C 2000 Chin. Phys. Lett. 17 88

    [6]

    Huang G B, Zhu Q Y, Siew C K 2004 Proceedings of IEEE International Conference on Neural Networks Budapest, Hungary, July 25–29, 2004 p985

    [7]

    Huang G B, Chen L, Siew C K 2006 IEEE Trans. Neural Netw. 17 879

    [8]

    Huang G B, Zhou H M, Ding X J, Zhang R 2012 IEEE Trans. Syst. Man Cybern. B Cybern. 42 513

    [9]

    Wang X Y, Han M 2012 Acta Phys. Sin. 61 080507 (in Chinese) [王新迎, 韩敏 2012 物理学报 61 080507]

    [10]

    Gao G Y, Jiang G P 2012 Acta Phys. Sin. 61 040506 (in Chinese) [高光勇, 蒋国平 2012 物理学报 61 040506]

    [11]

    Zhang X, Wang H L 2011 Acta Phys. Sin. 60 080504 (in Chinese) [张弦, 王宏力 2011 物理学报 60 080504]

    [12]

    Deng W Y, Zheng Q H, Chen L 2009 Proceedings of 2009 IEEE Symposium on Computational Intelligence and Data Mining Nashville, TN, United states, March 30 – April 2, 2009 p389

    [13]

    Zhang X, Wang H L 2011 Acta Phys. Sin. 60 110201 (in Chinese) [张弦, 王宏力 2011 物理学报 60 110201]

    [14]

    Duda R O, Hart P E, Stork D G 2001 Pattern Classification (New York: John Wiley & Sons, Inc.)

    [15]

    Zhang X D 2004 Matrix Analysis and Applications (Beijing: Tsinghua University Press) (in Chinese) [张贤达 2004 矩阵分析与应用 (北京: 清华大学出版社)]

计量
  • 文章访问数:  5106
  • PDF下载量:  427
  • 被引次数: 0
出版历程
  • 收稿日期:  2013-08-13
  • 修回日期:  2013-09-17
  • 刊出日期:  2013-12-05

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