改进的MEEMD-ARMA残差修正组合预测模型Prediction model based on improved MEEMD-ARMA residual correction method
毛文飞,邹自力,吴蒙
摘要(Abstract)：
针对改进集总平均经验模态分解(MEEMD)的端点效应、分解分量过多以及自回归滑动平均(ARMA)模型在极值点附近预测效果不好,该文提出一种改进的MEEMD与ARMA残差修正组合预测模型。采用支持向量机(SVM)进行数据延拓,样本熵为分解分量合并尺度以及残差修正预测值,较好地解决MEEMD的端点效应和分解分量过多的问题,提高ARMA模型预测值在极值点附近的精度。利用国际GNSS服务(IGS)提供的2015年年积日为135~164d不同经纬度电离层总电子含量数据,用3种模型对5d内的数据进行预测。实验结果表明:改进模型很好地抑制了端点效应,合理地减少了MEEMD分量,提高了极值点附近的预测精度,且整体精度得到大幅提升。
关键词(KeyWords)： 改进的MEEMD;ARMA模型;残差修正
基金项目(Foundation): 国家自然科学基金项目(41504025);; 江西省自然科学基金项目(20161BAB213087)
作者(Author): 毛文飞,邹自力,吴蒙
DOI: 10.16251/j.cnki.1009-2307.2018.08.005
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