国内猪肉市场价格的EMD-SVM集成预测模型
发布时间：2019-05-05 12:50
【摘要】：国内猪肉市场价格具有波动大、非线性、非平稳,且样本量少的特点,很难进行预测。为了提高预测精度,并有效解释价格波动的内在经济含义,基于集成预测思想,提出EMD-SVM集成预测模型。首先用经验模态分解方法(EMD)把猪肉市场月度价格分解成若干个不同尺度的,相对平稳的本征模态分量(IMF),按照频率高低,将各IMF分量集成为高频部分、低频部分和残余项三大模块,解决波动大、非平稳问题。在此基础上运用支持向量机(SVM)对3个集成模块分别进行预测,从而解决非线性问题。为了使预测模型最优,SVM的参数用遗传算法进行寻优。最后对3个集成模块的预测结果再次进行集成,重构出猪肉市场价格预测值。为了验证模型的有效性,将EMD-SVM集成预测模型与SVM、EMD-BP、BP的预测结果进行分类比较,其RMSE、MAPE和方向性都明显提高。
[Abstract]:Domestic pork market price has the characteristics of large fluctuation, non-linear, non-stationary, and small sample size, so it is difficult to predict. In order to improve the prediction accuracy and effectively explain the intrinsic economic meaning of price fluctuation, a EMD-SVM integrated forecasting model is proposed based on the integrated forecasting idea. Firstly, the empirical mode decomposition method (EMD) is used to decompose the monthly price of pork market into several relatively stable intrinsic modal components (IMF),) with different scales. According to the frequency level, each IMF component is integrated into a high-frequency part. Low-frequency part and residual three modules to solve large fluctuations, non-stationary problems. On this basis, support vector machine (SVM) (SVM) is used to predict the three integration modules, so as to solve the nonlinear problem. In order to optimize the prediction model, the parameters of SVM are optimized by genetic algorithm. Finally, the prediction results of the three integrated modules are integrated again, and the pork market price forecast is reconstructed. In order to verify the validity of the model, the classification and comparison of the EMD-SVM integrated prediction model with the SVM,EMD-BP,BP prediction results show that both the RMSE,MAPE and the directivity of the model are significantly improved.
【作者单位】： 华南农业大学数学与信息学院;圣点世纪科技股份有限公司;
【基金】：广东省自然科学基金资助项目(2016A030313402) 广东省哲学社会科学规划资助项目(GD15CGL16)
【分类号】：F323.7;TP18
，
本文编号：2469575
[Abstract]:Domestic pork market price has the characteristics of large fluctuation, non-linear, non-stationary, and small sample size, so it is difficult to predict. In order to improve the prediction accuracy and effectively explain the intrinsic economic meaning of price fluctuation, a EMD-SVM integrated forecasting model is proposed based on the integrated forecasting idea. Firstly, the empirical mode decomposition method (EMD) is used to decompose the monthly price of pork market into several relatively stable intrinsic modal components (IMF),) with different scales. According to the frequency level, each IMF component is integrated into a high-frequency part. Low-frequency part and residual three modules to solve large fluctuations, non-stationary problems. On this basis, support vector machine (SVM) (SVM) is used to predict the three integration modules, so as to solve the nonlinear problem. In order to optimize the prediction model, the parameters of SVM are optimized by genetic algorithm. Finally, the prediction results of the three integrated modules are integrated again, and the pork market price forecast is reconstructed. In order to verify the validity of the model, the classification and comparison of the EMD-SVM integrated prediction model with the SVM,EMD-BP,BP prediction results show that both the RMSE,MAPE and the directivity of the model are significantly improved.
【作者单位】： 华南农业大学数学与信息学院;圣点世纪科技股份有限公司;
【基金】：广东省自然科学基金资助项目(2016A030313402) 广东省哲学社会科学规划资助项目(GD15CGL16)
【分类号】：F323.7;TP18
，
本文编号：2469575
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