文献类型：会议论文

英文题名：Wavelet-based evolving neural network forecasting algorithm and its application

作者：Li, Ying[1]; Sui, Mengqing[1]

机构：[1] School of Business, East China University of Science and Technology, Shanghai, China

会议论文集：ICCASM 2010 - 2010 International Conference on Computer Application and System Modeling, Proceedings

语种：英文

外文关键词：Time series analysis - Time series - Neural networks - Nonlinear analysis

摘要：It's a focus for researchers to forecast the nonlinear data got from the reality world system. Many methods based on nonlinear models are proposed. In this paper, a forecast model based on the wavelet analysis and the neural network is proposed. Firstly, the wavelet decomposing and reconstruction should be made on the time series studied, and then neural network forecast method is applied on all the time series got from the analysis, the final forecast result is the sum. The daily data of a river is nonlinear data, and the effectiveness of the model is verified by applying the method to the daily data of a river. ? 2010 IEEE.