NONLINEAR TIME-SERIES MODELING AND PREDICTION USING GAUSSIAN RBF NETWORKS

被引:74
|
作者
CHEN, S
机构
[1] Department of Electrical and Electronics Engineering, University of Portsmouth, Portsmouth PO 3DJ, Anglesea Building
关键词
NEUTRAL NETWORKS; TIME SERIES;
D O I
10.1049/el:19950085
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
An improved clustering and recursive least squares (RLS) learning algorithm for Gaussian radial basis function (RBF) networks is described for modelling and predicting nonlinear time series. Significant performance gain can be achieved with a much smaller network compared with the usual clustering and RLS method.
引用
收藏
页码:117 / 118
页数:2
相关论文
共 50 条
  • [31] Nonlinear Dynamic Boltzmann Machines for Time-Series Prediction
    Dasgupta, Sakyasingha
    Osogami, Takayuki
    [J]. THIRTY-FIRST AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2017, : 1833 - 1839
  • [32] Efficient Time-Series Clustering through Sparse Gaussian Modeling
    Fotakis, Dimitris
    Patsilinakos, Panagiotis
    Psaroudaki, Eleni
    Xefteris, Michalis
    [J]. ALGORITHMS, 2024, 17 (02)
  • [33] Safe Active Learning for Time-Series Modeling with Gaussian Processes
    Zimmer, Christoph
    Meister, Mona
    Duy Nguyen-Tuong
    [J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), 2018, 31
  • [34] Nonlinear Time Series Forecasting with Dynamic RBF Neural Networks
    Zhang, Dongqing
    Ning, Xuanxi
    Liu, Xueni
    Han, Yubing
    [J]. 2008 7TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-23, 2008, : 6988 - +
  • [36] THE TIME-SERIES MODELING OF NON-GAUSSIAN ENGINEERING PROCESSES
    WATSON, W
    SPEDDING, TA
    [J]. WEAR, 1982, 83 (02) : 215 - 231
  • [37] Nonlinear time-series modeling of vole population fluctuations
    Turchin, P
    [J]. RESEARCHES ON POPULATION ECOLOGY, 1996, 38 (02): : 121 - 132
  • [38] SOME ADVANCES IN NONLINEAR AND ADAPTIVE MODELING IN TIME-SERIES
    TIAO, GC
    TSAY, RS
    [J]. JOURNAL OF FORECASTING, 1994, 13 (02) : 109 - 131
  • [39] Nonlinear time-series modeling of unconfined groundwater head
    Peterson, T. J.
    Western, A. W.
    [J]. WATER RESOURCES RESEARCH, 2014, 50 (10) : 8330 - 8355
  • [40] Chaotic Time Series Prediction using Spatio-Temporal RBF Neural Networks
    Sadiq, Alishba
    Ibrahim, Muhammad Sohail
    Usman, Muhammad
    Zubair, Muhammad
    Khan, Shujaat
    [J]. 2018 3RD INTERNATIONAL CONFERENCE ON EMERGING TRENDS IN ENGINEERING, SCIENCES AND TECHNOLOGY (ICEEST), 2018,