Time-series prediction using a local linear wavelet neural network

Authors:
Yuehui Chen;Bo Yang;Jiwen Dong
Affiliations:
School of Information Science and Engineering, Jinan University, 250022 Jinan, PR China;School of Information Science and Engineering, Jinan University, 250022 Jinan, PR China and State Key Laboratory of Advanced Technology for Materials Synthesis and Processing, Wuhan University of ...;School of Information Science and Engineering, Jinan University, 250022 Jinan, PR China and State Key Laboratory of Advanced Technology for Materials Synthesis and Processing, Wuhan University of ...
Venue:
Neurocomputing
Year:
2006

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Abstract

A local linear wavelet neural network (LLWNN) is presented in this paper. The difference of the network with conventional wavelet neural network (WNN) is that the connection weights between the hidden layer and output layer of conventional WNN are replaced by a local linear model. A hybrid training algorithm of particle swarm optimization (PSO) with diversity learning and gradient descent method is introduced for training the LLWNN. Simulation results for the prediction of time-series show the feasibility and effectiveness of the proposed method.