DELAYED TIME-SERIES PREDICTIONS WITH NEURAL NETWORKS

Citation
Aj. Conway et al., DELAYED TIME-SERIES PREDICTIONS WITH NEURAL NETWORKS, Neurocomputing, 18(1-3), 1998, pp. 81-89
Citations number
14
Categorie Soggetti
Computer Science Artificial Intelligence","Computer Science Artificial Intelligence
Journal title
ISSN journal
09252312
Volume
18
Issue
1-3
Year of publication
1998
Pages
81 - 89
Database
ISI
SICI code
0925-2312(1998)18:1-3<81:DTPWNN>2.0.ZU;2-B
Abstract
Several recent studies have applied neural network models to the analy sis and prediction of time series behaviour of solar activity. These s tudies have in general used overall measures of error magnitude to rat e prediction accuracy. In this study, we concentrate on prediction of solar activity and demonstrate the tendency of neural networks to gene rate delayed predictions of specific features in the data. The necessi ty of recognising delayed predictions is discussed and a new training algorithm, based on a modified approach combining a genetic algorithm with back-propagation of errors, is proposed to counteract the problem . (C) 1998 Elsevier Science B.V. All rights reserved.