基于改进RIME算法与多特征融合的VIT2M股票预测模型
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1.华北理工大学理学院 唐山 063210;2.华北理工大学河北省数据科学与应用重点实验室 唐山 063210

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TN911.73;TP183

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河北省数据科学与应用重点实验室项目(10120201)、唐山市数据科学重点实验室项目(10120301)资助


VIT2M stock prediction model based on improved RIME algorithm and multi-feature fusion
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1.College of Science,North China University of Science and Technology,Tangshan 063210,China;2.Key Laboratory of Data Science and Application of Hebei Province, North China University of Science and Technology,Tangshan 063210,China

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    摘要:

    为应对股票价格预测中普遍存在的不稳定性与波动性,以及变分模态分解算法在预测过程中存在参数寻优的困难,本文提出了CRIME-SE-VMD-VIT2M二阶段组合预测框架。第1阶段,在原始霜冰优化算法的基础上引入Chebyshev混沌映射与透镜成像种群选择策略,并以SE作为适应度函数,构建改进的CRIME-SE-VMD寻优模型,从而提升参数寻优的全局搜索能力与分解质量。第2阶段,通过PCC筛选关键技术指标,将其与VMD分解所得的IMFs融合,形成多维度特征集,在此基础上结合第1阶段的寻优结果,设计并实现VIT2M并行双通道预测模型,对多尺度股票特征信息进行深度提取与建模。实验结果表明,CRIME-SE-VMD在4个股票数据集上的适应度值较对比算法降低0.000 318 9~0.000 703,显示出更优的分解性能;同时,VIT2M模型在相同数据集的预测性能优于对比模型,验证了其在提升股票价格预测精度方面的有效性。

    Abstract:

    To address the widespread instability and volatility in stock price forecasting, as well as the difficulty of parameter optimization in the variational mode decomposition (VMD) algorithm, this paper proposes a two-stage combined prediction framework, CRIME-SE-VMD-VIT2M. In the first stage, the Chebyshev chaos map and lens imaging population selection strategy are introduced on the basis of the original frost ice optimization algorithm. Using SE as the fitness function, an improved CRIME-SE-VMD optimization model is constructed to enhance the global search capability and decomposition quality of parameter optimization. In the second stage, key technical indicators are selected through PCC and fused with the IMFs obtained from VMD decomposition to form a multi-dimensional feature set. Based on this, combined with the optimization results of the first stage, a VIT2M parallel dual-channel prediction model is designed and implemented to deeply extract and model multi-scale stock feature information. Experimental results show that the fitness value of CRIME-SE-VMD on four stock datasets is 0.000 318 9~0.000 703 lower than that of the comparison algorithm, demonstrating better decomposition performance. At the same time, the prediction performance of the VIT2M model on the same datasets is better than that of the comparison model, verifying its effectiveness in improving the accuracy of stock price prediction.

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秦肖阳,于文涛,李丽红,李志勋,陈彪.基于改进RIME算法与多特征融合的VIT2M股票预测模型[J].电子测量技术,2026,49(4):158-168

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  • 在线发布日期: 2026-04-16
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