CN107908688A - A kind of data classification Forecasting Methodology and system based on improvement grey wolf optimization algorithm - Google Patents
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Abstract
Description
Claims (8)
- It is 1. a kind of based on the data classification Forecasting Methodology for improving grey wolf optimization algorithm, it is characterised in that to comprise the following steps:Step S1, historical data is obtained, and the historical data got is normalized and classified;Step S2, the training sample using the historical data after the normalized as support vector machines, is changed using default It is wide to optimize the penalty coefficient of the support vector machines and core into grey wolf optimization algorithm;Step S3, the penalty coefficient and core after being optimized according to the support vector machines are wide, build prediction model;Step S4, testing data is obtained, and is imported the testing data as sample to be tested in the prediction model, obtains institute State classification and the corresponding predicted value of each classification of testing data.
- 2. the method as described in claim 1, it is characterised in that the step S2 is specifically included:Step 2.1:Parameter initialization, specifically includes:Maximum iteration T, grey wolf population number n, Beta grey wolf number β, The number ω of Omega grey wolves, the search space [C of penalty coefficient Cmin, Cmax] and the wide γ of core search space [γmin, γmax];Step 2.2:N grey wolf position is initialized, specifically, the position of each grey wolf is reflected using equation below (2) and (3) It is mapped in the search range of setting, obtains the position X of n grey wolfi=(xi,1,xi,2);Xi,1=(Cmax-Cmin)*r+Cmin, (i=1,2 ..., n) (2);Xi,2=(γmax-γmin)*r+γmin, (i=1,2 ..., n) (3);Wherein, random decimals of the r between [0,1];CiRepresent C values of the grey wolf i at current location, γiRepresent that grey wolf i is working as γ values during front position;Step 2.3:Calculate the fitness f of every grey wolf ii, and by the fitness f of every grey wolf iiAfter descending sequence, screening Go out fitness in n grey wolf and be more than Alpha grey wolves fitness and for maximum grey wolf, then Alpha grey wolves are substituted for current institute The grey wolf of fitness maximum is filtered out, further according to the fitness of n grey wolf, ω grey wolf of fitness minimum is labeled as Omega grey wolves, and remaining (n- ω) grey wolf are labeled as Delta grey wolves;Wherein, the fitness fi of the grey wolf i is base C and γ values in grey wolf i current locations, the accuracy ACC of support vector machines is calculated with internal K folding cross validation strategies;Step 2.4:Beta grey wolves are generated from Alpha grey wolves based on step 2.3, specifically, generating β according to equation below (4) Beta grey wolves, and the fitness of β Beta grey wolf is calculated, and further filter out fitness in β Beta grey wolf and be more than The grey wolf of Alpha grey wolf fitness, then replace Alpha grey wolves with filtered out grey wolf;Betai,j=Alphaj+ 2*D*r-D, (i=1,2 ..., β;J=1,2) (4);<mrow> <mi>D</mi> <mo>=</mo> <mroot> <mrow> <msubsup> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mn>2</mn> </msubsup> <msup> <mrow> <mo>(</mo> <msub> <mi>Alpha</mi> <mi>j</mi> </msub> <mo>-</mo> <msub> <mi>Delta</mi> <mrow> <mi>b</mi> <mi>e</mi> <mi>s</mi> <mi>t</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mrow> <mn>2</mn> </mroot> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>5</mn> <mo>)</mo> </mrow> <mo>;</mo> </mrow>Wherein, DeltabestFor the highest grey wolf of fitness in Delta grey wolves;Step 2.5:The position of Delta grey wolves is updated, specifically, calculating the new of every Delta grey wolf according to formula (6)-(9) Position;A=2 τ r1-τ (6);C=2r2(7);L=| C*Alphaj-Deltai,j| (8);<mrow> <msubsup> <mi>Delta</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>j</mi> </mrow> <mrow> <mo>(</mo> <mi>t</mi> <mo>+</mo> <mn>1</mn> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <msub> <mi>Alpha</mi> <mi>j</mi> </msub> <mo>-</mo> <mi>A</mi> <mo>*</mo> <mi>L</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>9</mn> <mo>)</mo> </mrow> <mo>;</mo> </mrow>Wherein, τ with iterations by linear decrease between 2 to 0;R1 and r2 is the random number between [0,1];Step 2.6:The position of Omega grey wolves is updated, specifically, influence of the Omega grey wolves from Alpha grey wolves, it is being searched for Space random motion, can calculate the random site of each Omega grey wolves according to formula (2) and (3);Step 2.6:Judge whether to reach maximum iteration T, step 2.7 is gone to if having reached, otherwise goes to step 2.3;Step 2.7:The position of Alpha wolves is exported, that is, obtains optimal penalty coefficient C and the wide γ of core.
- 3. the method as described in claim 1, it is characterised in that " prediction model " in the step S3 passes through formulaTo realize;Wherein,K(xi,xj)=exp (- r | | xi-xj||2);xjFor the sample to be tested, xi(i=1...l) it is the training sample, yi(i =1...l) label of classification is corresponded to for the training sample, b is default threshold value, αiFor Lagrange coefficient.
- It is 4. a kind of based on the data classification Forecasting Methodology for improving grey wolf optimization algorithm, it is characterised in that to comprise the following steps:Step S21, historical data is obtained, and the historical data got is normalized and classified;Step S22, determine that grey wolf optimizes algorithm, and grey wolf optimization algorithm parameter is initialized, specifically include:Greatest iteration Number T, the number ω of number β, Omega grey wolf of grey wolf population number n, Beta grey wolf, the search space of penalty coefficient C [Cmin, Cmax] and the wide γ of core search space [γmin, γmax];Step S23:N grey wolf position is initialized, specifically, the position of each grey wolf is reflected using equation below (b) and (c) It is mapped in the search range of setting, obtains the position X of n grey wolfi=(xi,1,xi,2);Xi,1=(Cmax-Cmin)*r+Cmin, (i=1,2 ..., n) (b);Xi,2=(γmax-γmin)*r+γmin, (i=1,2 ..., n) (c);Wherein, random decimals of the r between [0,1];CiRepresent C values of the grey wolf i at current location, γiRepresent that grey wolf i is working as γ values during front position;Step S24:Training sample using the historical data after the normalized as intelligence machine learning model, calculates every The fitness f of grey wolf ii, and by the fitness f of every grey wolf iiAfter descending sequence, fitness in n grey wolf is filtered out More than Alpha grey wolves fitness and it is maximum grey wolf, then it is maximum Alpha grey wolves to be substituted for currently filtered out fitness Grey wolf, further according to the fitness of n grey wolf, Omega grey wolves are labeled as by ω grey wolf of fitness minimum, and remaining (n- ω) grey wolf be labeled as Delta grey wolves;Wherein, the fitness fi of the grey wolf i is the C based on grey wolf i current locations With γ values, the accuracy ACC of support vector machines is calculated with internal K folding cross validation strategies;Step S25:Beta grey wolves are generated from Alpha grey wolves based on step S24, specifically, generating β according to equation below (d) Beta grey wolves, and the fitness of β Beta grey wolf is calculated, and further filter out fitness in β Beta grey wolf and be more than The grey wolf of Alpha grey wolf fitness, then replace Alpha grey wolves with filtered out grey wolf;Betai,j=Alphaj+ 2*D*r-D, (i=1,2 ..., β;J=1,2) (d);<mrow> <mi>D</mi> <mo>=</mo> <mroot> <mrow> <msubsup> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mn>2</mn> </msubsup> <msup> <mrow> <mo>(</mo> <msub> <mi>Alpha</mi> <mi>j</mi> </msub> <mo>-</mo> <msub> <mi>Delta</mi> <mrow> <mi>b</mi> <mi>e</mi> <mi>s</mi> <mi>t</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mrow> <mn>2</mn> </mroot> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mi>e</mi> <mo>)</mo> </mrow> <mo>;</mo> </mrow>Wherein, DeltabestFor the highest grey wolf of fitness in Delta grey wolves;Step S26:The position of Delta grey wolves is updated, specifically, calculating the new of every Delta grey wolf according to formula (f)-(i) Position;A=2 τ r1-τ (f);C=2r2(g);L=| C*Alphaj-Deltai,j| (h);<mrow> <msubsup> <mi>Delta</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>j</mi> </mrow> <mrow> <mo>(</mo> <mi>t</mi> <mo>+</mo> <mn>1</mn> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <msub> <mi>Alpha</mi> <mi>j</mi> </msub> <mo>-</mo> <mi>A</mi> <mo>*</mo> <mi>L</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mi>i</mi> <mo>)</mo> </mrow> <mo>;</mo> </mrow>Wherein, τ with iterations by linear decrease between 2 to 0;R1 and r2 is the random number between [0,1];Step S27:The position of Omega grey wolves is updated, specifically, influence of the Omega grey wolves from Alpha grey wolves, it is being searched for Space random motion, can calculate the random site of each Omega grey wolves according to formula (b) and (c);Step S28:Judge whether current iteration number reaches maximum iteration T, step S29 is gone to if having reached, otherwise Go to step S24;Step 29:The position of Alpha wolves is exported, obtains optimal penalty coefficient C and the wide γ of core;Step S30, the penalty coefficient and core after being optimized according to the intelligence machine learning model are wide, build prediction model;Step S31, testing data is obtained, and is imported the testing data as sample to be tested in the prediction model, is obtained The classification of the testing data and the corresponding predicted value of each classification.
- 5. method as claimed in claim 4, it is characterised in that " prediction model " in the step S30 passes through formulaTo realize;Wherein,K(xi,xj)=exp (- r | | xi-xj||2);xjFor the sample to be tested, xi(i=1...l) it is the training sample, yi(i =1...l) label of classification is corresponded to for the training sample, b is default threshold value, αiFor Lagrange coefficient.
- It is 6. a kind of based on the data classification forecasting system for improving grey wolf optimization algorithm, it is characterised in that including:Data acquisition and processing unit, place is normalized for obtaining historical data, and by the historical data got Manage and classify;Model parameter improves unit, for the training sample using the historical data after the normalized as support vector machines This, it is wide to optimize the penalty coefficient of the support vector machines and core using default improvement grey wolf optimization algorithm;Model Reconstruction unit, it is wide for the penalty coefficient after being optimized according to the support vector machines and core, build prediction model;Data classification predicting unit, for obtaining testing data, and the testing data is described pre- as sample to be tested importing Survey in model, obtain classification and the corresponding predicted value of each classification of the testing data.
- 7. system as claimed in claim 6, it is characterised in that the model parameter, which improves unit, to be included:First initialization module, for parameter initialization, specifically includes:Maximum iteration T, grey wolf population number n, Beta ash The number ω of number β, the Omega grey wolf of wolf, the search space [C of penalty coefficient Cmin, Cmax] and the wide γ of core search space [γmin, γmax];Second initialization module, for initializing n grey wolf position, specifically, using equation below (2) and (3) by each The position of grey wolf is mapped in the search range of setting, obtains the position X of n grey wolfi=(xi,1,xi,2);Xi,1=(Cmax-Cmin)*r+Cmin, (i=1,2 ..., n) (2);Xi,2=(γmax-γmin)*r+γmin, (i=1,2 ..., n) (3);Wherein, random decimals of the r between [0,1];CiRepresent C values of the grey wolf i at current location, γiRepresent that grey wolf i is working as γ values during front position;First computing module, for calculating the fitness f of every grey wolf ii, and by the fitness f of every grey wolf iiDescending row After sequence, filter out fitness in n grey wolf and be more than Alpha grey wolves fitness and for maximum grey wolf, then replace Alpha grey wolves It is further according to the fitness of n grey wolf, the ω of fitness minimum is only grey into the grey wolf of currently filtered out fitness maximum Wolf is labeled as Omega grey wolves, and remaining (n- ω) grey wolf is labeled as Delta grey wolves;Wherein, the adaptation of the grey wolf i Degree fi is C the and γ values based on grey wolf i current locations, and the standard of support vector machines is calculated with internal K folding cross validation strategies Exactness ACC;Second computing module, for generating Beta grey wolves from Alpha grey wolves, specifically, generating β only according to equation below (4) Beta grey wolves, and the fitness of β Beta grey wolf is calculated, and further filter out fitness in β Beta grey wolf and be more than Alpha The grey wolf of grey wolf fitness, then replace Alpha grey wolves with filtered out grey wolf;Betai,j=Alphaj+ 2*D*r-D, (i=1,2 ..., β;J=1,2) (4);<mrow> <mi>D</mi> <mo>=</mo> <mroot> <mrow> <msubsup> <mi>&Sigma;</mi> <mrow> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mn>2</mn> </msubsup> <msup> <mrow> <mo>(</mo> <msub> <mi>Alpha</mi> <mi>j</mi> </msub> <mo>-</mo> <msub> <mi>Delta</mi> <mrow> <mi>b</mi> <mi>e</mi> <mi>s</mi> <mi>t</mi> <mo>,</mo> <mi>j</mi> </mrow> </msub> <mo>)</mo> </mrow> <mn>2</mn> </msup> </mrow> <mn>2</mn> </mroot> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>5</mn> <mo>)</mo> </mrow> <mo>;</mo> </mrow>Wherein, DeltabestFor the highest grey wolf of fitness in Delta grey wolves;First update module, for updating the position of Delta grey wolves, specifically, calculating every according to formula (6)-(9) The new position of Delta grey wolves;A=2 τ r1-τ (6);C=2r2(7);L=| C*Alphaj-Deltai,j| (8);<mrow> <msubsup> <mi>Delta</mi> <mrow> <mi>i</mi> <mo>,</mo> <mi>j</mi> </mrow> <mrow> <mo>(</mo> <mi>t</mi> <mo>+</mo> <mn>1</mn> <mo>)</mo> </mrow> </msubsup> <mo>=</mo> <msub> <mi>Alpha</mi> <mi>j</mi> </msub> <mo>-</mo> <mi>A</mi> <mo>*</mo> <mi>L</mi> <mo>-</mo> <mo>-</mo> <mo>-</mo> <mrow> <mo>(</mo> <mn>9</mn> <mo>)</mo> </mrow> <mo>;</mo> </mrow>Wherein, τ with iterations by linear decrease between 2 to 0;R1 and r2 is the random number between [0,1];Second update module, for updating the position of Omega grey wolves, specifically, influence of the Omega grey wolves from Alpha grey wolves, It can calculate the random site of each Omega grey wolves in search space random motion according to formula (2) and (3);Judgment module, for judging whether to reach maximum iteration T;Parameter output module, for exporting the position of Alpha wolves, that is, obtains optimal penalty coefficient C and the wide γ of core.
- 8. system as claimed in claim 6, it is characterised in that the prediction model passes through formulaTo realize;Wherein,K(xi,xj)=exp (- r | | xi-xj||2);xjFor the sample to be tested, xi(i=1...l) it is the training sample, yi(i =1...l) label of classification is corresponded to for the training sample, b is default threshold value, αiFor Lagrange coefficient.
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