J4 ›› 2012, Vol. 50 ›› Issue (06): 1228-1232.

• 计算机科学 • 上一篇    下一篇

股票异常波动检测的自适应Gauss过程算法

杜占玮1, 杨文2, 杨永健1, 肖敏1, 白媛1   

  1. 1. 吉林大学 计算机科学与技术学院, 长春 130012|2. 长春汽车工业高等专科学校, 长春 130013
  • 收稿日期:2012-05-16 出版日期:2012-11-26 发布日期:2012-11-26
  • 通讯作者: 杨永健 E-mail:yyj@jlu.edu.cn

Stock Abnormal Fluctuation Detection Algorithm Based onAdaptive Gaussian Process Machine Learning

DU Zhanwei1, YANG Wen2, YANG Yongjian1, XIAO Min1, BAI Yuan1   

  1. 1. College of Computer Science and Technology, Jilin University, Changchun 130012, China;2. Changchun Automobile Industry Institute, Changchun 130013, China
  • Received:2012-05-16 Online:2012-11-26 Published:2012-11-26
  • Contact: YANG Yongjian E-mail:yyj@jlu.edu.cn

摘要:

基于Gauss过程机器学习算法, 通过分析股票样本的历史数据噪声问题, 给出相应的股票样本数据回归预测模型, 解决了股票异常数据的检测问题; 并用蚁群算法, 解决了Gauss过程机器学习算法的参数自适应问题. 实验结果表明, 该算法与其他算法相比, 可在保证近似准确性的基础上, 大幅度提高计算效率, 提升用户满意度.

关键词: 异常数据; Gauss过程; 机器学习, 蚁群算法

Abstract:

On the basis of the analysis of historical data on the stock sample, we proposed an algorithm for the prediction of stock data to find the abnormal data to detect the abnormal data, with the introduction of Gaussian process machine learning method. The adaptive mechanism for the parameters of the Gaussian process was also solved with ant colony algorithm. Finally, some experiments show that the proposed algorithm can improve the accuracy and enhance customers’ satisfaction.

Key words: baseline algorithm, Gaussian process, machine learning, ant colony algorithm

中图分类号: 

  • TP391