Affiliation of Author(s):能源与动力学院
Journal:APPLIED SCIENCES-BASEL
Key Words:time series prediction extreme learning machine adaptive weight online learning
Abstract:A novel adaptive weight online sequential extreme learning machine (AWOS-ELM) is proposed for predicting time series problems based on an online sequential extreme learning machine (OS-ELM) in this paper. In real-world online applications, the sequentially coming data chunk usually possesses varying confidence coefficients, and the data chunk with a low confidence coefficient tends to mislead the subsequent training process. The proposed AWOS-ELM can improve the training process by accessing the confidence coefficient adaptively and determining the training weight accordingly. Experiments on six time series prediction data sets have verified that the AWOS-ELM algorithm performs better in generalization performance, stability, and prediction ability than the OS-ELM algorithm. In addition, a real-world mechanical system identification problem is considered to test the feasibility and efficacy of the AWOS-ELM algorithm.
ISSN No.:2076-3417
Translation or Not:no
Date of Publication:2017-03-01
Co-author:Lu, Junjie,Feng Lu
Correspondence Author:Huang Jinquan
Date of Publication:2017-03-01