PSO-based single multiplicative neuron model for time series prediction

Authors:
Liang Zhao;Yupu Yang
Affiliations:
Department of Automation, Shanghai Jiao Tong University, Shanghai 200240, PR China;Department of Automation, Shanghai Jiao Tong University, Shanghai 200240, PR China
Venue:
Expert Systems with Applications: An International Journal
Year:
2009

Citing 14
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Abstract

Single multiplicative neuron model is a novel neural network model introduced recently, which has been used for time series prediction and function approximation. The model is based on a polynomial architecture that is the product of linear functions in different dimensions of the space. Particle swarm optimization (PSO), a global optimization method, is proposed to train the single neuron model in this paper. An improved version of the original PSO, cooperative random learning particle swarm optimization (CRPSO), is put forward to enhance the performance of the conventional PSO. The proposed CRPSO, PSO, back-propagation algorithm and genetic algorithm are employed to train the model for three well-known time series prediction problems. The experimental results demonstrate the superiority of CRPSO-based neuron model in efficiency and robustness over the other three algorithms.