Name
Title | ||
|---|---|---|
Multivariate Chaotic Time Series Prediction Based on ELM–PLSR and Hybrid Variable Selection Algorithm |
Abstract | ||
|---|---|---|
In this paper, a novel method (Hybrid–ELM–PLSR) is proposed based on hybrid variable selection algorithm and improved extreme learning machine (ELM) for multivariate chaotic time series prediction. The hybrid variable selection algorithm combines the advantages of filter and wrapper, effectively balancing the calculation speed and prediction accuracy. Moreover, for ELM, multicollinearity, which can result in ill-condition, is always existent among the hidden layer output matrix. And the optimal number of hidden nodes is also difficult to be determined. Therefore,in order to overcome these problems, an improved ELM (ELM–PLSR) is proposed based on partial least square regression (PLSR). It can effectively enhance the stability performance and prediction performance of ELM. Hybrid–ELM–PLSR can be divided into three stages. At first, filter is used to rearrange the input variables through the correlations with desired variables. Then wrapper is used to select the optimal variable subset through evaluating the prediction performance of different subsets. Finally, ELM–PLSR is used to build the prediction model. The simulation experiment results based on San Francisco river runoff dataset demonstrate that the proposed method is effective for multivariate chaotic time series. And the prediction accuracy and reliability are higher than other methods. |
Year | DOI | Venue |
|---|---|---|
2017 | https://doi.org/10.1007/s11063-017-9616-4 | Neural Processing Letters |
Keywords | Field | DocType |
Variable selection,Extreme learning machine,Partial least square regression,Multivariate chaotic time series | Feature selection,Extreme learning machine,Matrix (mathematics),Partial least squares regression,Multicollinearity,Artificial intelligence,Chaotic,Chaotic time series prediction,Pattern recognition,Multivariate statistics,Algorithm,Machine learning,Mathematics | Journal |
Volume | Issue | ISSN |
46 | 2 | 1370-4621 |
Citations | PageRank | References |
2 | 0.36 | 10 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Min Han | 1 | 761 | 68.01 |
| Ruiquan Zhang | 2 | 2 | 0.36 |
| Meiling Xu | 3 | 43 | 2.72 |