A Feed-Forward Neural Networks-Based Nonlinear Autoregressive Model for Forecasting Time Series
In this work a feed-forward NN based NAR model for forecasting time series is presented. The learning rule used to adjust the NN weights is based on the Levenberg-Marquardt method. In function of the long or short term stochastic dependence of the time series, we propose an online heuristic law to set the training process and to modify the NN topology. The approach is tested over five time series obtained from samples of the Mackey-Glass delay differential equations and from monthly cumulative rainfall. Three sets of parameters for MG solution were used, whereas the monthly cumulative rainfall belongs to two different sites and times period, La Perla 1962-1971 and Santa Francisca 200-2010, both located at Córdoba, Argentina. The approach performance presented is shown by forecasting the 18 future values from each time series simulated by a Monte Carlo of 500 trials with fractional Gaussian noise to specify the variance.
Auteurs principaux: | Pucheta,Julián A., Rodríguez Rivero,Cristian M., Herrera,Martín R., Salas,Carlos A., Patiño,H. Daniel, Kuchen,Benjamín R |
---|---|
Format: | Digital revista |
Langue: | English |
Publié: |
Instituto Politécnico Nacional, Centro de Investigación en Computación
2011
|
Accès en ligne: | http://www.scielo.org.mx/scielo.php?script=sci_arttext&pid=S1405-55462011000200008 |
Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
-
Forecasting noisy time series approximated by neural networks
par: Rodríguez Rivero, Cristian, et autres
Publié: (2014) -
Analysis of a gaussian process and feed-forward neural networks based filter for forecasting short rainfall time series
par: Rodriguez Rivero, C., et autres
Publié: (2013) -
Traffic Accidents Forecasting using Singular Value Decomposition and an Autoregressive Neural Network Based on PSO
par: Barba,Lida, et autres
Publié: (2015) -
Financial time series forecasting using Artificial Neural Networks
par: Gallardo Del Angel,Roberto
Publié: (2020) -
Drought forecasting using artificial neural networks and time series of drought indices
par: Morid, S., et autres
Publié: (2007)