个人信息Personal Information
教授
硕士生导师
性别:男
毕业院校:哈尔滨工业大学
学位:博士
所在单位:控制科学与工程学院
办公地点:大连理工大学海山楼B613
联系方式:大连理工大学海山楼B613
电子邮箱:wanghw@dlut.edu.cn
Fuzzy prediction of time series based on Kalman filter with SVD decomposition
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论文类型:会议论文
发表时间:2009-08-14
收录刊物:EI、Scopus
卷号:4
页面范围:458-462
摘要:The fuzzy modeling method with singular value decomposition (SVD) is proposed in the paper. First of all, the fuzzy clustering is utilized to define the input space of fuzzy model. In addition, the recursive Kalman filtering algorithm with singular value decomposition is used to confirm the conclusion parameters of fuzzy model for the sake of accumulating and transferring of the errors. The parameters of fuzzy model are optimized on the basis of the presented algorithm. To illustrate the performance of the proposed method, simulations on the chaotic Mackey-Glass time series prediction are performed. The simulating results can show that the chaotic Mackey-Glass time series are accurately predicted, and demonstrate the effectiveness. ? 2009 IEEE.