Time Series Adaptive Online Prediction Method Combined with Modified LS-SVR and AGO

Guo Yangming, Zhang Lu, Cai Xiaobin, Ran Congbao, Zhai Zhengjun and Ma Jiezhong

Mathematical Problems in Engineering, 2012, vol. 2012, 1-12

Abstract:

Fault or health condition prediction of the complex systems has attracted more attention in recent years. The complex systems often show complex dynamic behavior and uncertainty, which makes it difficult to establish a precise physical model. Therefore, the time series of complex system is used to implement prediction in practice. Aiming at time series online prediction, we propose a new method to improve the prediction accuracy in this paper, which is based on the grey system theory and incremental learning algorithm. In this method, the accumulated generating operation (AGO) with the raw time series is taken to improve the data quality and regularity firstly; then the prediction is conducted by a modified LS-SVR model, which simplifies the calculation process with incremental learning; finally, the inverse accumulated generating operation (IAGO) is performed to get the prediction results. The results of the prediction experiments indicate preliminarily that the proposed scheme is an effective prediction approach for its good prediction precision and less computing time. The method will be useful in actual application.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:985930

DOI: 10.1155/2012/985930

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