航空学报 > 2004, Vol. 25 Issue (6): 565-568

基于优化最小二乘支持向量机的小样本预测研究

朱家元1, 杨云2, 张恒喜1, 王卓健1   

  1. 1. 空军工程大学工程学院飞机与发动机工程系 陕西西安 710038;2. 北京航空航天大学工程系统工程系 北京 100083
  • 收稿日期:2003-11-03 修回日期:2004-01-17 出版日期:2004-12-25 发布日期:2004-12-25

Data Prediction with Few Observations Based on Optimized Least Squares Support Vector Machines

ZHU Jia-yuan1, YANG Yun2, ZHANG Heng-xi1, WANG Zhuo-jian1   

  1. 1. Department of Aircraft and Engine Engineering, Air Force Engineering University, Xi'an 710038, China;2. Department of System Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100083, China
  • Received:2003-11-03 Revised:2004-01-17 Online:2004-12-25 Published:2004-12-25

摘要: 统计学中的预测问题主要是通过对已知数据的分析,找到数据内在的相互依赖关系,从而获得对未知数据的预测能力。该文提出了最小二乘支持向量机参数优化方法———多层动态自适应优化算法,构建了基于最小二乘支持向量机的预测模型,并对Ti 26合金的性能预测进行了研究。结果表明:优化的最小二乘支持向量机具有优秀的小样本数据学习能力和预测能力。

关键词: 机器学习, 支持向量机, 神经网络, 最小二乘支持向量机, 预测

Abstract: In traditional statistics methods, large samples are needed for accurate function estimation and data prediction. Least squares support vector machines (LS-SVM's) is a new machine learning method for function estimation even with small samples. However, inappropriate LS-SVM's algorithmic parameters always bring poor results. In this paper, first a LS-SVM's algorithmic parameters optimization method is suggested which is called multi-layer adaptive best-fitting parameters search algorithm. Learning error of samples can be controlled to minimum by the new method. And then, a data prediction model based on the parameter-optimized LS-SVM's is approached,and the Ti-26 alloy material performance prediction experiments are analyzed with this model. The results show that the model has excellent learning ability and generalization and can provide more accurate data prediction only with fewer observed samples, as compared with supervised linear feature mapping (SLFM) neural network.

Key words: machine learning, support vector machine, neural network, least squares support vector machine, prediction