Title :
Multi-parameter prediction for chaotic time series based on least squares support vector regression
Author :
Ma Jiezhong ; Liu Yunchao ; Guo Yangming ; Zhao Xiaomin
Author_Institution :
Sch. of Comput. Sci. & Technol., Northwestern Polytech. Univ., Xi´an, China
Abstract :
Fault prediction is important to the safety and reliability of complex equipments. According to the chaotic characteristic of complex equipments and the prediction theory of support vector machine, a multi-parameter adaptive prediction model is proposed. In order to improve the prediction availability and veracity, the model combines the development and change features of chaotic time series, and obtains the training samples through the phase space reconstruction of multi-parameter time series by referring to considering all informations from the chaotic time series of relative parameters. Prediction experiments are made via simulation of chaotic time series with three parameters of certain complex equipment. The results indicate preliminarily that the model is an effective prediction method for its good prediction precision.
Keywords :
fault tolerance; least squares approximations; prediction theory; regression analysis; reliability theory; support vector machines; time series; chaotic time series; complex equipments reliability; complex equipments safety; fault prediction; least squares support vector regression; multiparameter adaptive prediction model; phase space reconstruction; prediction availability; prediction theory; prediction veracity; Chaos; Data models; Educational institutions; Kernel; Predictive models; Support vector machines; Time series analysis; chaotic time series; fault prediction; least squares support vector regression (LS-SVR); multi-parameter;
Conference_Titel :
Control Conference (CCC), 2013 32nd Chinese
Conference_Location :
Xi´an