戴群

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教授 博士生导师

招生学科专业:
网络空间安全 -- 【招收硕士研究生】 -- 计算机科学与技术学院
计算机科学与技术 -- 【招收博士、硕士研究生】 -- 人工智能学院
软件工程 -- 【招收硕士研究生】 -- 人工智能学院
电子信息 -- 【招收博士、硕士研究生】 -- 人工智能学院

学历:南京航空航天大学

学位:工学博士学位

所在单位:计算机科学与技术学院/人工智能学院/软件学院

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A novel double deep ELMs ensemble system for time series forecasting

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所属单位:计算机科学与技术学院/人工智能学院/软件学院

发表刊物:KNOWLEDGE-BASED SYSTEMS

关键字:Hierarchical ELM (H-ELM) Deep representations learning via ELM (dr-ELM) Constrained H-ELM (CH-ELM) Double deep ELMs ensemble system (DD-ELMs-ES) Self-adaptive ReTSP-Trend (SA-ReTSP-Trend) Time series forecasting (TSF)

摘要:Extreme Learning Machine (ELM) has proved to be well suited to different kinds of classification and regression problems. However, failing to seek deep representation of raw data completely brought by shallow architecture has made a plenty of research work stagnant, when ELM was chosen as the basic model. Recent years, deep ELM models like Hierarchical ELM (H-ELM), deep representations learning via ELM (Dr-ELM) have been proposed to be applied in multiple applications in machine learning. In this paper, a novel double deep ELMs ensemble system (DD-ELMs-ES) is proposed to focus on the problem of time series forecasting. In the proposed system, besides H-ELM and Dr-ELM are utilized as the basic models, a novel Constrained H-ELM (CH-ELM) is presented and serves as another basic model as well. CH-ELM intends to constrain the hidden neurons' input connection weights, so that they could be consistent with the directions of sample vectors. Whats more, a self-adaptive ReTSP-Trend pruning technique is proposed to implement ensemble pruning in DD-ELMs-ES. Benefited from the merits of combining deep learning scheme with ensemble pruning paradigm, in the empirical results, DD-ELMs-ES demonstrates better generalization performance than the basic deep ELM models and some other state-of-the-art algorithms in tackling with time series forecasting tasks. (C) 2017 Elsevier B.V. All rights reserved.

ISSN号:0950-7051

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发表时间:2017-10-15

合写作者:宋刚

通讯作者:戴群