计算机工程与应用 ›› 2011, Vol. 47 ›› Issue (26): 135-139.

• 数据库、信号与信息处理 • 上一篇    下一篇

时间序列数据流预测模型应用研究

周 勇1,李念水1,程春田2   

  1. 1.大连理工大学 软件学院,辽宁 大连 116620
    2.大连理工大学 土木水利学院,辽宁 大连 116624
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2011-09-11 发布日期:2011-09-11

Application research for prediction of time series data stream

ZHOU Yong1,LI Nianshui1,CHENG Chuntian2   

  1. 1.Department of Software,Dalian University of Technology,Dalian,Liaoning 116620,China
    2.Department of Civil and Hydraulic Engineering,Dalian University of Technology,Dalian,Liaoning 116624,China
  • Received:1900-01-01 Revised:1900-01-01 Online:2011-09-11 Published:2011-09-11

摘要: 时间序列数据流中蕴含了大量潜在信息,可以作为智能决策的依据。研究时间序列数据流的变化趋势,预测其未来一段时间的可能值,能够为当前的决策提供重要的支持。提出用链式可重写窗口技术代替传统的滑动窗口技术,并结合经验模式分解和径向基神经网络建立时间序列数据流在线预测模型——Online_DSPM。实验结果表明,与单一时间序列数据流预测模型相比,该模型具有较高的预测精度和校好的模型适应性。

关键词: 数据流, 在线预测, 经验模式分解, 径向基神经网络, 链式可重写窗口

Abstract: Time series data stream contains a large amount of potential information that can be used as the basis for intelligent decision-making.It can provide an important support for the application of real-time decision by researching data stream prediction.Therefore,re-writable linked window technology is proposed that can replace the traditional sliding window technology,and combined with empirical mode decomposition and radial basis neural networks one online time series data stream prediction model is established called Online_DSPM.The experimental results indicate that the combined model has higher precision of prediction and better adaptability,compared with other single time series prediction models.

Key words: data stream, online prediction, empirical mode decomposition, radical basis function neural network, re-writable linked window