计算机工程与应用 ›› 2013, Vol. 49 ›› Issue (21): 6-10.

• 博士论坛 • 上一篇    下一篇

基于LIBSVM和时间序列的区域货运量预测研究

曾  鸣1,林  磊2,程文明1   

  1. 1.西南交通大学 机械工程学院,成都 610031
    2.纽约州立大学布法罗分校 土木工程学院,美国 布法罗 14260
  • 出版日期:2013-11-01 发布日期:2013-10-30

Research of regional freight volume forecasting based on LIBSVM and time series

ZENG Ming1, LIN Lei2, CHENG Wenming1   

  1. 1.School of Mechanical Engineering, Southwest Jiaotong University, Chengdu 610031, China
    2.Civil, Structural and Environmental Engineering, University at Buffalo, the State University of New York, Buffalo 14260, USA
  • Online:2013-11-01 Published:2013-10-30

摘要: 针对区域货运量预测中影响因素多、样本数量小的问题,提出了互信息MI与LIBSVM支持向量回归以及状态空间时间序列相结合的预测方法,采用MI进行高维度特征降维后,以新的低维空间作为样本输入,分别建立LIBSVM支持向量回归和状态空间时间序列预测模型。通过重庆市货运量预测实验结果及对比分析表明,该方法在进行有效预测的同时能够改善预测精度,相对误差约为0.06。

关键词: 互信息(MI), 支持向量机程序库(LIBSVM)支持向量回归, 状态空间时间序列, 区域货运量, 预测

Abstract: To the problem of excessive affecting factors and small sample size in regional freight volume forecasting, the LIBSVM support vector regression model and state space time series model with mutual information technique are proposed. In this approach, the MI is adopted to reduce the dimensionality of the high dimensional features, and then the new lower dimensional subspace is treated as the sample input to establish the LIBSVM support vector regression model and the state space time series model. The experimental results of Chongqing freight volume forecasting and comparative analysis show that the method can improve the prediction accuracy while accomplishing a valid forecast, and the relative error is about 0.06.

Key words: Mutual Information(MI), Library for Support Vector Machines(LIBSVM) support vector regression, state space time series, regional freight volume, forecasting