运用GA-BP神经网络研究时间序列预测.pdfVIP

第38 卷 第5 期 电 子 科 技 大 学 学 报 Vol.38 No.5 2009年9月 Journal of University of Electronic Science and Technology of China Sep. 2009 运用GA-BP神经网络研究时间序列的预测 黄建国，罗 航，王厚军，龙 兵 ( 电子科技大学自动化工程学院 成都 610054) 【摘要】神经网络能以任意精度逼近非线性函数，以神经网络为基础的时间序列预测模型能很好地反映信息的非线性发 展趋势。该文在分析传统BP 网络缺点的基础上，用具有良好全局搜索能力的遗传算法来改进神经网络。详细讨论了GA算法的 优化神经网络初始权值和阈值的思想和理论。在阐述预测方法同时，用具体例证分析了GA-BP 网络预测的性能和特点。结果 表明，基于GA-BP神经网络在预测精度和适应性方面高于传统的BP神经网络。 关 键 词 基因链; GA-BP神经网络; 优化; 预测; 训练 中图分类号 TP273 文献标识码 A doi:10.3969/j.issn.1001-0548.2009.05.028 Prediction of Time Sequence Based on GA-BP Neural Net HUANG Jian-guo, LUO Hang, WANG Hou-jun, and LONG Bing (School of Automation Engineering, University of Electronic Science and Technology of China Chengdu 610054) Abstract Neural networks have the capability of approaching nonlinear function with any accuracy. Time-serial prediction model can perfectly show the nonlinear tendency of information. In this paper, the genetic algorithm (GA) with global search capability is adopted to improve traditional back propagation (BP) neural networks, based on analyzing defect of BP neural networks. At the same time, the theory of optimizing initial weights and threshold of neural networks by means of GA method is discussed in detail. In the course of explaining prediction method, two examples are taken to analyze GA-BP neural networks prediction performance and characteristics. The result of prediction shows that the prediction accuracy and adaptability of GA-BP neural networks was better than that of traditional BP neural networks. Key words chain gene; GA-BP neural net; optimization;