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Time Series Prediction Using LS-SVM with Particle Swarm Optimization

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Advances in Neural Networks - ISNN 2006 (ISNN 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3972))

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Abstract

Time series analysis is an important and complex problem in machine learning. In this paper, least squares support vector machine (LS-SVM) combined with particle swarm optimization (PSO) is used to time series prediction. The LS-SVM can overcome some shortcoming in the multilayer perceptron (MLP) and the PSO is used to tune the LS-SVM parameters automatically. A benchmark problem, Hénon map time series, has been used as an example for demonstration. It is showed this approach can escape from the blindness of man-made choice of the LS-SVM parameters. It enhances the efficiency and the capability of prediction.

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References

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Author information

Authors and Affiliations

  1. College of Information Science and Engineering, Zhejiang Normal University, Jinhua, 321004, P.R. China

    Xiaodong Wang, Haoran Zhang, Changjiang Zhang, Xiushan Cai & Jinshan Wang

  2. College of Mathematics and Physics, Zhejiang Normal University, Jinhua, 321004, P.R. China

    Meiying Ye

Authors
  1. Xiaodong Wang
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  2. Haoran Zhang
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  3. Changjiang Zhang
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  4. Xiushan Cai
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  5. Jinshan Wang
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  6. Meiying Ye
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Editor information

Editors and Affiliations

  1. Department of Mechanical and Automation Engineering, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong, China

    Jun Wang

  2. Computational Intelligence Laboratory, School of Computer Science and Engineering, University of Electronic Science and Technology of China, 610054, Chengdu, P.R. China

    Zhang Yi

  3. Department of Electrical Engineering, University of Louisville, 40292, Louisville, KY, U.S.A

    Jacek M. Zurada

  4. Laboratory for Computational Biology, Shanghai Center for Systems Biomedicine, 800 Dong Chuan Rd., 200240, Shanghai, China

    Bao-Liang Lu

  5. School of Electrical and Electronic Engineering, University of Manchester, UK

    Hujun Yin

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© 2006 Springer-Verlag Berlin Heidelberg

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Cite this paper

Wang, X., Zhang, H., Zhang, C., Cai, X., Wang, J., Ye, M. (2006). Time Series Prediction Using LS-SVM with Particle Swarm Optimization. In: Wang, J., Yi, Z., Zurada, J.M., Lu, BL., Yin, H. (eds) Advances in Neural Networks - ISNN 2006. ISNN 2006. Lecture Notes in Computer Science, vol 3972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11760023_110

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  • DOI: https://doi.org/10.1007/11760023_110

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34437-7

  • Online ISBN: 978-3-540-34438-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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