改进灰狼算法与机器学习混合模型的时间序列预测
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Time Series Prediction of a Hybrid Model Combining an Improved Grey Wolf Algorithm and Machine Learning
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    目的 自人类文明诞生以来,与病毒的斗争便从未停止,因此传染病数据预测具有重要参考价值,提出一种 新算法以解决灰狼算法易陷入局部最优解和全局搜索能力不足的问题。 方法 通过 Halton 序列搜索算法初始化狼 群位置,避免灰狼算法陷入局部最优解和重复运算;引入 Levy 飞行和随机游动策略对灰狼算法的寻优过程进行优 化,以增加算法的全局搜索能力;利用改进的灰狼算法优化 6 种机器学习模型的参数并进行预测;使用带约束的优 化算法序贯最小二乘规划算法( SLSQP,Sequential Least Squares Programming) 和灰狼优化算法(GWO,Grey Wolf Optimization Algorithm)得出各模型的最佳集成权重,采用 3 种评估函数对各模型以及混合模型的预测效果进行得 分评估。 结果 改进的灰狼算法性能良好,在迭代测试中优于其他对比算法;利用改进灰狼算法优化的机器学习预 测模型中,以优化梯度提升树模型预测效果最佳,相较于未进行优化模型的绝对平均值误差、均方根误差和拟合优 度,预测精度提升了 52%、52%和 1%。 结论 基于灰狼优化算法加权后的机器学习模型加权混合得分出色,预测精 度进一步得到提升,绝对平均值误差、均方根误差和拟合优度分别为 0. 07、0. 24 和 0. 99,对传染病感染人数的预测 具有重要参考价值。

    Abstract:

    Objective Since the dawn of human civilization the battle against viruses has never ceased making the prediction of infectious disease data of significant reference value. This paper proposes a novel algorithm to address the limitations of the standard grey wolf algorithm which is prone to local optima and exhibits insufficient global search capability. Methods The wolf pack positions were initialized via the Halton sequence search algorithm to prevent the grey wolf algorithm from becoming trapped in local optima and redundant computations. The Lévy flight and random walk strategies were introduced to optimize the search process of the grey wolf algorithm thereby enhancing the algorithm?? s global exploration capability. The improved grey wolf algorithm was then utilized to optimize the parameters of six machine learning models for prediction. Constrained optimization techniques—specifically the sequential least squares programming SLSQP algorithm and grey wolf optimization GWO algorithm—were employed to determine the optimal ensemble weights for each model. Finally three evaluation functions were applied to score the predictive performance of both individual models and the hybrid model. Results The improved GWO algorithm demonstrated superior performance outperforming other benchmark algorithms in iterative tests. Among the machine learning models optimized by the improved GWO the optimized gradient boosting tree model achieved the best prediction performance. Compared with its unoptimized counterpart its accuracy improved by 52% 52% and 1% in terms of mean absolute error MAE root mean square error RMSE and coefficient of determination R 2 respectively. Conclusion The weighted ensemble model based on GWO-optimized machine learning models achieves outstanding scores yielding a further enhancement in predictive accuracy. The model?? s MAE RMSE and R 2 were 0. 07 0. 24 and 0. 99 respectively. This approach provides a valuable reference for forecasting the number of infectious disease cases.

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甘如美江,傅 杰,汪 正,江雨燕,王付宇.改进灰狼算法与机器学习混合模型的时间序列预测[J].重庆工商大学学报(自然科学版),2026,43(3):125-134
GAN Rumeijiang FU Jie WANG Zheng JIANG Yuyan WANG Fuyu . Time Series Prediction of a Hybrid Model Combining an Improved Grey Wolf Algorithm and Machine Learning[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2026,43(3):125-134

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  • 在线发布日期: 2026-05-19
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