摘要
详细分析了支持向量机用于趋势预测的理论基础,通过Lorenz仿真信号的单步、多步预测证明,支持向量机由于采用了结构风险最小化准则表现出优秀的推广能力,预测区间较长且精度较高.工程应用实例也表明支持向量机在设备趋势预测中可以满足实际需要,具有很好的应用前景.
This paper introduces the basic theory of SVM in time series forecasting. Then, Lorenz signal is predicted via SVM. The result shows that the superiority of this method is due to the adoption of new type of structural risk minimization principle.The real forecasting of vibration signal demonstrates the promising application of SVM.
出处
《湖北工业大学学报》
2006年第3期12-14,17,共4页
Journal of Hubei University of Technology
关键词
趋势预测
支持向量机
振动信号
trend forecasting
supports vector machine
vibration signal