A PDP CONSTRUCTIVE ALGORITHM FOR SYSTEM MODELING

A new constructive algorithm is presented for building neural networks that learn to reproduce output temporal sequences based on one or sev eral input sequences. This algorithm builds a network for the task of system modelling, dealing with continuous variables in the discrete ri me domain. The constructive scheme makes it user independent. The netw ork's structure consists of an ordinary set and a classification set, so it is a hybrid network like that of Stokbro et al. [6], but with a binary classification. The networks can easily be interpreted, so the learned representation can be transferred to a human engineer, unlike many other network models. This allows for a better understanding of t he system structure than just its simulation. This constructive algori thm limits the network complexity automatically, hence preserving extr apolation capabilities. Examples with real data from three totally dif ferent sources show good performance and allow for a promising line of research.