基于贯序正则极端学习机的时间序列预测及其应用

为实现对液压泵特征参数的在线预测,提出一种贯序正则极端学习机(SRELM),并研究了基于SRELM的预测方法.SRELM根据结构风险最小化原理实现网络训练,其网络权值可随新样本的逐次加入而递推求解,具有泛化能力强与训练速度快的优点,因此适于特征参数的在线预测.基于SRELM的预测方法利用特征参数训练SRELM模型,以逐...

Time Series Prediction Based on Sequential Regularized Extreme Learning Machine and Its Application

In order to accurately predict the feature parameters of a hydraulic pump, a new algorithm called sequential regularized extreme learning machine (SRELM) is proposed and a prediction method based on SRELM is studied. On the basis of structural risk minimization theory, SRELM balances the empirical risk and structural risk to enhance the generalization performance of conventional extreme learning machine (ELM). In comparison with the regularized extreme learning machine (RELM), SRELM can complete the training procedure recursively without retraining when there are sequential training samples. Thus, SRELM is suitable for on-line feature parameter prediction. In the SRELM-based prediction method, feature parameters of the hydraulic pump are used to train an SRELM model. The latest feature parameter is adopted iteratively to update the prediction model and then the trained prediction model is used to predict future feature parameters. Experiments on the hydraulic pump feature parameter prediction indicate that the SRELM-based prediction method has better performance in prediction accuracy and computational cost in comparison with conventional neural-network-based prediction and support-vector-machine-based prediction.