基于MVMD-ISSA-LSTM融合算法的复杂系统预测

Prediction of Complex system Based on MVMD-ISSA-LSTM Fusion Algorithm

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DOI 10.12208/j.aics.20230040
刊名
Advances in International Computer Science
年,卷(期) 2023, 3(5)
作者
作者单位

北方民族大学数学与信息科学学院 宁夏银川 ;

摘要
针对复杂时序数据的多噪声、非平稳以及随机性的特点,本文提出基于多策略融合算法来实现其准确预测。首先,利用多元变分模态分解(MVMD)将复杂时序数据分解为有限个模态分量。其次,在麻雀搜索法(ISSA)的基础上加入优化后的Tent混沌映射使麻雀初始种群分布均匀,引入动态自适应权重调整发现者步长防止算法陷入局部最优同时加入防参数越界设置使算法搜索器更加稳定,加入高斯变异扰动提高算法跳出局部最优的能力。再次,将改进后的算法嵌入长短时记忆网络(LSTM)形成融合算法寻找最优参数从而达到准确预测复杂时序数据的目的。最后,以区域日最高气温数据为例验证融合算法的有效性及精确性。研究证实,本文所提出的融合算法对复杂时序数据的预测有较好的表现。
Abstract
Aiming at the characteristics of multi-noise, non-stationary and randomness of complex time series data, this paper proposes a multi-strategy fusion algorithm to achieve accurate prediction. Firstly, multivariate variational mode decomposition (MVMD) is used to decompose complex time series data into finite modal components. Secondly, the sparrow search method (ISSA) is improved, adding the optimized Tent chaos map to make the initial population of sparrows evenly distributed, introducing dynamic adaptive weight adjustment to the discoverer step to prevent the algorithm from falling into the local optimal, adding anti-parameter overstepping Settings to make the algorithm searcher more stable, adding Gaussian variation perturbation to improve the algorithms ability to jump out of the local optimal. Therefore, the algorithm is embedded into the Long and short time memory network (LSTM) to form a fusion algorithm to find the best parameters and achieve the purpose of accurately predicting complex time series data. Finally, the regional daily maximum temperature data is taken as an example to verify the effectiveness and accuracy of the fusion algorithm. The research proves that the fusion algorithm proposed in this paper has a good performance in the prediction of complex time series data.
关键词
复杂时序数据;多元变分模态分解;麻雀搜索算法;长短时记忆网络;降噪
KeyWord
Complex temporal data; Multivariate variational modal decomposition; Sparrow search algorithm; Long short term memory network; Noise reduction
基金项目
页码 1-12
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苏会强*. 基于MVMD-ISSA-LSTM融合算法的复杂系统预测 [J]. 国际计算机科学进展. 2023; 3; (5). 1 - 12.

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