Prediction error feedback for time series prediction: a way to improve the accuracy of predictions

Authors:
Ryad Zemouri;Paul Ciprian Patic
Affiliations:
Laboratoire d'Automatique du CNAM, Conservatoire des Arts et Métiers, Valahia University of Targoviste, Paris, France and Targoviste, Romania;Laboratoire d'Automatique du CNAM, Conservatoire des Arts et Métiers, Valahia University of Targoviste, Paris, France and Targoviste, Romania
Venue:
ECC'10 Proceedings of the 4th conference on European computing conference
Year:
2010

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Abstract

Many applications using recurrent Artificial Neural Network (ANN) for system output prediction do not feedback the previous prediction error to perform the calculation of a new prediction output. The feedback of this prediction error is re-used in two different ways in the neural network. The prediction tests have been carried out on the Mackey-Glass chaotic time series, Logistic Map time series and Box-Jenkins furnace data.