Forecasting the Stock Price Volatilities by Integratingthe Support Vector Regression and the Krill Herd Algorithm

2017 ◽  
Author(s):  
Chihming Hsu
Keyword(s):  
Support Vector Regression ◽  
Stock Price ◽  
Support Vector ◽  
Krill Herd Algorithm ◽  
Krill Herd

scholarly journals HKF-SVR Optimized by Krill Herd Algorithm for Coaxial Bearings Performance Degradation Prediction

Sensors ◽  
2020 ◽  
Vol 20 (3) ◽  
pp. 660 ◽  
Author(s):  
Fang Liu ◽  
Liubin Li ◽  
Yongbin Liu ◽  
Zheng Cao ◽  
Hui Yang ◽  
...  
Keyword(s):  
Kernel Method ◽  
Back Propagation ◽  
Vibration Signal ◽  
Back Propagation Neural Network ◽  
Industrial Applications ◽  
Performance Degradation ◽  
Support Vector ◽  
Krill Herd Algorithm ◽  
Krill Herd ◽  
Learning Machine

In real industrial applications, bearings in pairs or even more are often mounted on the same shaft. So the collected vibration signal is actually a mixed signal from multiple bearings. In this study, a method based on Hybrid Kernel Function-Support Vector Regression (HKF–SVR) whose parameters are optimized by Krill Herd (KH) algorithm was introduced for bearing performance degradation prediction in this situation. First, multi-domain statistical features are extracted from the bearing vibration signals and then fused into sensitive features using Kernel Joint Approximate Diagonalization of Eigen-matrices (KJADE) algorithm which is developed recently by our group. Due to the nonlinear mapping capability of the kernel method and the blind source separation ability of the JADE algorithm, the KJADE could extract latent source features that accurately reflecting the performance degradation from the mixed vibration signal. Then, the between-class and within-class scatters (SS) of the health-stage data sample and the current monitored data sample is calculated as the performance degradation index. Second, the parameters of the HKF–SVR are optimized by the KH (Krill Herd) algorithm to obtain the optimal performance degradation prediction model. Finally, the performance degradation trend of the bearing is predicted using the optimized HKF–SVR. Compared with the traditional methods of Back Propagation Neural Network (BPNN), Extreme Learning Machine (ELM) and traditional SVR, the results show that the proposed method has a better performance. The proposed method has a good application prospect in life prediction of coaxial bearings.

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