Predicting time series with wavelet packet neural networks

被引:0
|
作者
Wang, LP [1 ]
Teo, KK [1 ]
Lin, ZP [1 ]
机构
[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore
关键词
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Inspired by both the multilayer perceptron (MLP) and wavelet decomposition, Zhang and Benveniste proposed the wavelet MLP (W-MLP), which has been used for time series prediction. The wavelet packet MLP (WP-MLP) is an MLP with the wavelet packet as a feature extraction method to obtain time-frequency information. The WP-MLP has been successfully applied to biomedical, image and speech classification. In this paper, we demonstrate that the WP-MLP can he a very promising approach to time series prediction.
引用
收藏
页码:1593 / 1597
页数:5
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