计算机科学 ›› 2015, Vol. 42 ›› Issue (5): 78-81.doi: 10.11896/j.issn.1002-137X.2015.05.016
董红斌,逄锦伟,韩启龙
DONG Hong-bin, PANG Jin-wei and HAN Qi-long
摘要: 预测是一种根据已知数据在过去一定时间段内呈现出的发展的规律性对未来发展趋势进行描述的行为。近年来,预测被应用到很多领域,如电价预测、股票价格预测和气象预测等。然而传统的预测方法由于其精度不高或速度不快等问题,无法满足当今预测领域的需求。针对传统预测方法存在的问题,基于组合预测的思想,结合强化学习的累积函数的概念,提出了结合灰色预测模型和极限学习机的组合预测方法。算法在微软股票信息、Mackey-Glass时间序列数据和台湾液晶屏制造业的制造数据等实验数据集上进行了相关实验,结果表明该算法是有效的。
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