基于量子粒子群优化算法的新型正交基神经.docVIP

基于量子粒子群优化算法的新型正交基神经 　　摘要：针对分数阶混沌时间序列预测精度低、速度慢的问题，提出了基于量子粒子群优化（QPSO）算法的新型正交基神经网络预测模型。首先，在Laguerre正交基函数的基础上提出一种新型正交基函数，并结合神经网络拓扑构成新型正交基神经网络；其次，利用QPSO算法优化新型正交基神经网络参数，将参数优化问题转化为多维空间上的函数优化问题；最后，根据已优化参数建立预测模型并进行预测分析。分别以分数阶Birkhoffshaw和Jerk混沌系统为模型，利用AdamsBashforthMoulton预估校正法产生混沌时间序列作为仿真对象，进行单步预测对比实验。仿真表明，与反向传播（BP）神经网络、径向基函数（RBF）神经网络及普通的新型正交基神经网络相比，基于QPSO算法的新型正交基神经网络的平均绝对值误差（MAE）、均方根误差（RMSE）明显减小，决定度系数（CD）更接近于1，平均建模时间（MMT）明显缩短。实验结果表明，基于QPSO算法的新型正交基神经网络提高了分数阶混沌时间序列预测的精度和速度，便于该预测模型的应用和推广。 　　关键词：正交基；神经网络；量子粒子群优化算法；分数阶；混沌时间序列预测 　　中图分类号： TP183 　　文献标志码：A 　　New orthogonal basis neural network based on quantum particle swarm optimization algorithm for fractional order chaotic time series singlestep prediction 　　LI Ruiguo1， ZHANG Hongli1*， WANG Ya2 　　1.College of Electrical Engineering， Xinjiang University， Urumqi Xinjiang 830047， China 　　2.College of Mechanical Engineering， Xinjiang University， Urumqi Xinjiang 830047， China 　　Abstract： Since fractional order chaotic time series prediction has low precision and slow speed， a prediction model of new orthogonal basis neural network based on Quantum Particle Swarm Optimization （QPSO） algorithm was proposed. Firstly， on the basis of Laguerre orthogonal basis function， a new orthogonal basis function was put forward combined with the neural network topology to form a new orthogonal basis neural network. Secondly， QPSO algorithm was used for parameter optimization of the new orthogonal basis neural network， thus the parameter optimization problem was transformed into a function optimization problem on multidimensional space. Finally， the prediction model was established based on the optimized parameters. Fractional order Birkhoffshaw and Jerk chaotic systems were taken as models respectively， then chaotic time series produced according to AdamsBashforthMoulton estimationcorrection algorithm were used as the simulation objects. 　　In the comparison experiments on singlestep prediction with Back Propagation （BP） neural network， Ra