Gamma-filter self-organizing neural networks for time series analysis

  • Authors:
  • Pablo A. Estévez;Rodrigo Hernández

  • Affiliations:
  • Dept. Electrical Engineering and Advanced Mining Technology Center, University of Chile, Santiago, Chile;Dept. Electrical Engineering and Advanced Mining Technology Center, University of Chile, Santiago, Chile

  • Venue:
  • WSOM'11 Proceedings of the 8th international conference on Advances in self-organizing maps
  • Year:
  • 2011

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Abstract

In this paper, we introduce the Gamma Growing Neural Gas (?-GNG) model for temporal sequence processing. The standard GNG is merged with a context descriptor based on a short term memory structure called Gamma memory. When using a single stage of the Gamma filter, the Merge GNG model is recovered. The γ-GNG model is compared to γ-Neural Gas, γ-SOM, and Merge Neural Gas, using the temporal quantization error as a performance measure. Simulation results on two data sets are presented: Mackey-Glass time series, and Bicup 2006 challenge time series.