Structurally adaptive RBF network in nonstationary time series prediction

被引：6

作者：

Todorovic, B ^{[1
]}

Stankovic, M ^{[1
]}

Todorovic-Zarkula, S ^{[1
]}

机构：

[1] Univ Nish, Fac Occupat Safety, Nish, Yugoslavia

来源：

IEEE 2000 ADAPTIVE SYSTEMS FOR SIGNAL PROCESSING, COMMUNICATIONS, AND CONTROL SYMPOSIUM - PROCEEDINGS | 2000年

关键词：

D O I：

10.1109/ASSPCC.2000.882475

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A sequentially adaptive Radial Basis Function (RBF) network is applied to the nonstationary time series prediction. Sequential adaptation of parameters and structure is achieved using extended Kalman filter. Criterion for network growing is obtained from Kalman filter's consistency rest. The Optimal Brain Surgeon and Optimal Brain Damage pruning methods are derived for networks which parameters are estimated by EKF. Criteria for neurons/connections pruning are based on the statistical parameter significance test. Prediction of nonstationary logistic map and Lorenz rime series is considered.

引用

页码：224 / 229

页数：6

共 50 条

[41] Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction
Chen, Zi-yu
Xiao, Fei
Wang, Xiao-kang
Deng, Min-hui
Wang, Jian-qiang
Li, Jun-Bo
[J]. JOURNAL OF FORECASTING, 2022, 41 (07) : 1458 - 1482
[42] Recursive Particle Filter-Based RBF Network on Time Series Prediction of Measurement Data
Wei-Lung Mao
[J]. Neural Processing Letters, 2019, 50 : 1421 - 1449
[43] Recursive Particle Filter-Based RBF Network on Time Series Prediction of Measurement Data
Mao, Wei-Lung
[J]. NEURAL PROCESSING LETTERS, 2019, 50 (02) : 1421 - 1449
[44] Nonlinear time series modelling and prediction using Gaussian RBF network with evolutionary structure optimisation
Hong, SG
Oh, SK
Kim, MS
Lee, JJ
[J]. ELECTRONICS LETTERS, 2001, 37 (10) : 639 - 640
[45] A POD-based center selection for RBF neural network in time series prediction problems
Zhang, Wenbo
Guo, Xinchen
Wang, Chaoyong
Wu, Chunguo
[J]. ADAPTIVE AND NATURAL COMPUTING ALGORITHMS, PT 2, 2007, 4432 : 189 - +
[46] Structurally adaptive modular networks for nonstationary environments
Ramamurti, V
Ghosh, J
[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS, 1999, 10 (01): : 152 - 160
[47] RBF NETWORK WITH TWO TIME SERIES IN INPUT LAYER
Kotillova, Alexandra
[J]. 16TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING MENDEL 2010, 2010, : 293 - 297
[48] Locally adaptive fitting of semiparametric models to nonstationary time series
Dahlhaus, R
Neumann, MH
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 91 (02) : 277 - 308
[49] Adaptive tests for changing unit roots in nonstationary time series
Grillenzoni, C
[J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1999, 8 (04) : 763 - 778
[50] Adaptive coherence analysis of nonstationary time series using the adaptive Lomb spectrum
Chan, S. C.
Zhang, Z. G.
[J]. 2005 IEEE/SP 13th Workshop on Statistical Signal Processing (SSP), Vols 1 and 2, 2005, : 837 - 840

← 1 2 3 4 5 →