一种基于支持向量回归的混合建模方法

近年来,随着计算能力的不断提高,数据驱动的建模方法受到了广泛的关注,对单模式系统进行定量分析的建模方法获得了诸多研究。然而,实际应用中大多数系统为多模式系统,不但各个模式有着不同的连续行为,连续状态还会在模式之间进行切换。针对这一情形,本文提出了经验概率混合自动机模型,并提出了针对该模型的基于支持向量回归(SVR)的多模式定性定量混合建模方法。该方法使用小波技术识别模式切换点,并在各个模式下单独建立支持向量模型,最后使用D-Markov机整合模型。经实例验证,该方法与传统支持向量回归模型的稳定性接近,但精确程度显著提高。

An SVR based hybrid modeling method

As computing power increases in recent years, data-driven modeling method receives much attention. Modeling methods to analyze quantitative behavior of systems with single mode have been researched much. However, most systems have multiple modes which own different continuous behavior and are influenced by continuous state when switching. This paper proposes the empirical probabilistic hybrid automata model and the qualitative and quantitative hybrid modeling method based on support vector regression (SVR).First, switching points between modes are recognized via wavelet and then the SVR sub-models are constructed for each mode. Finally, all sub-models are integrated within D-Markov machine. The example verification results demonstrate that the proposed method is as stable as traditional SVR model, and much more accurate than it.