In order to improve the parameter estimation accuracy of three-parameter Weibull distribution, a novel parameter estimation method using chaos simulated annealing particle swarm optimization (CSAPSO) algorithm is proposed. The simulated annealing (SA) algorithm is used to update the inertia weight of particle swarm optimization (PSO) algorithm according to the Metropolis acceptance criteria. The Chebyshev mapping is introduced into PSO according to the properties of chaos to make adaptively chaos mutate for premature particle. Moreover, in order to reduce the search range of PSO and improve the speed of parameter estimation, the initial estimation obtained by graphical parameter estimation method is taken as the initial solution of PSO. The proposed CSAPSO algorithm is compared with genetic algorithm (GA), PSO and SAPSO. These four algorithms are used to estimate the parameters of three sets of sample data which are conform to the Weibull distribution. The mean absolute percentage error (MAPE), correlation coefficient \(\rho \), Anderson Darling (AD) test value and the number of convergence step are used as evaluation indexes. The experimental results show that compared with the other three algorithms, the proposed CSAPSO algorithm has best parameter estimation accuracy for different number of samples and different setting parameters of three-parameter Weibull distribution.
基于遗传算法的威布尔分布的参数估计及matlab实现,基于混沌模拟退火粒子群算法的民航飞机三参数威布尔分布参数估计...
最新推荐文章于 2023-07-23 22:37:24 发布
为提高三参数威布尔分布的参数估计精度,提出了一种混沌模拟退火粒子群优化(CSAPSO)算法。该算法结合模拟退火(SA)更新PSO的惯性权重,并利用切比雪夫映射引入混沌变异防止早熟。同时,用图形参数估计法得到的初始估计作为PSO的初始解以缩小搜索范围,加快估计速度。实验结果表明,与遗传算法(GA)、PSO和SAPSO相比,提出的CSAPSO算法在不同样本数和设置参数下,具有最佳的参数估计精度。
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