English

应用科学学报 ›› 1997, Vol. 15 ›› Issue (3): 259-264.

• 论文 • 上一篇    下一篇

基于模拟退火算法的子集AR模型辨识方法及其应用

朱向阳1, 钟秉林1, 杨叔子2   

  1. 1. 东南大学;
    2. 华中理工大学机械学院
  • 收稿日期:1995-10-21 修回日期:1996-10-21 出版日期:1997-09-30 发布日期:1997-09-30
  • 作者简介:朱向阳:博士,副教授,东南大学机械工程系,南京 210018
  • 基金资助:
    国家自然科学基金;湖北省自然科学基金

SSAR MODEL IDENTIFICATION BY SIMULATED ANNEALING

ZHU XIANGYANG1, ZHONG BINGLIN1, YANG SHUZI2   

  1. 1. Southeast University, Nanjing 210018;
    2. Huazhong University of Science and Technology, Wuhan 430074
  • Received:1995-10-21 Revised:1996-10-21 Online:1997-09-30 Published:1997-09-30

PDF

68

被引次数

5

摘要： 该文提出一种子集AR模型辨识算法.该方法采用模拟退火随机搜索算法,对模型的回归项子集进行优化辨识,克服"组合爆炸"问题,简化计算.文中还讨论了基于该算法的人口死亡率建模和预报问题.

关键词: 子集AR模型, 辨识, 模拟退火

Abstract: This paper deals with identification of subset autoregressive time series model. The motivation of this paper is to solve the problem of "combinational explosion" which results from determination of the optimal subset of regression terms. By using simulated annealing, an approach for optimizing the subset is introduced for this pur-pose.
The proposed algorithm is applied for modeling and prediction of monthly death rate in the population. The results show the effectiveness of the method,

Key words: subset autoregressive (SSAR) model, simulated annealing, identification