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Sixth International Conference on Parallel and Distributed Computing Applications and Technologies (PDCAT'05)
Prediction of Chaotic Time Series Using LS-SVM with Automatic Parameter Selection
Dalian, China
December 05-December 08
ISBN: 0-7695-2405-2
Xiaodong Wang, Zhejiang Normal University, Jinhua
Haoran Zhang, Zhejiang Normal University, Jinhua
Changjiang Zhang, Zhejiang Normal University, Jinhua
Xiushan Cai, Zhejiang Normal University, Jinhua
Jin Wang, Zhejiang Normal University, Jinhua
Jinshan Wang, Zhejiang Normal University, Jinhua
Least squares support vector machine (LS-SVM) combined with genetic algorithm (GA) is used to predict chaotic time series. The LS-SVM can overcome some shortcoming in the multilayer perceptron and the GA is used to tune the LS-SVM parameters automatically. A benchmark problem, H?non map time series, has been used as an example for demonstration. It is showed this approach can escape from the blindness of man-made choice of the LS-SVM parameters. It enhances the efficiency and the capability of prediction. Further, the GA is compared with cross-validation method for tuning LS-SVM parameters. The results reveal that the GA can obtain lower prediction errors than the k-folds cross validation method.
Citation:
Xiaodong Wang, Haoran Zhang, Changjiang Zhang, Xiushan Cai, Jin Wang, Jinshan Wang, "Prediction of Chaotic Time Series Using LS-SVM with Automatic Parameter Selection," pdcat, pp.962-965, Sixth International Conference on Parallel and Distributed Computing Applications and Technologies (PDCAT'05), 2005
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