ICCS '01 Proceedings of the International Conference on Computational Science-Part II
Neural network based optimal control of a biosynthesis process
International Journal of Knowledge-based and Intelligent Engineering Systems - Advanced Intelligent Techniques in Engineering Applications
Time series prediction with single multiplicative neuron model
Applied Soft Computing
Multiscale rough set data analysis with application to stock performance modeling
Intelligent Data Analysis
A dynamic approach to adjusting lengths of intervals in fuzzy time series forecasting
Intelligent Data Analysis
PSO-based single multiplicative neuron model for time series prediction
Expert Systems with Applications: An International Journal
WSEAS Transactions on Systems and Control
Violation-guided learning for constrained formulations in neural-network time-series predictions
IJCAI'01 Proceedings of the 17th international joint conference on Artificial intelligence - Volume 2
ICIC '07 Proceedings of the 3rd International Conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence
Wavelet-transform based artificial neural network for daily rainfall prediction in Southern Thailand
ISCIT'09 Proceedings of the 9th international conference on Communications and information technologies
Wavelet method combining BP networks and time series ARMA modeling for data mining forecasting
ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part II
Short-term prediction on parameter-varying systems by multiwavelets neural network
ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part II
A wavelet analysis based data processing for time series of data mining predicting
PAKDD'06 Proceedings of the 10th Pacific-Asia conference on Advances in Knowledge Discovery and Data Mining
Multiresolution traffic prediction: combine RLS algorithm with wavelet transform
ICOIN'05 Proceedings of the 2005 international conference on Information Networking: convergence in broadband and mobile networking
Study on application server aging prediction based on wavelet network with hybrid genetic algorithm
ISPA'06 Proceedings of the 4th international conference on Parallel and Distributed Processing and Applications
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The effectiveness of a multiscale neural net architecture for time series prediction of nonlinear dynamic systems is investigated. The prediction task is simplified by decomposing different scales of past windows into different scales of wavelets, and predicting the coefficients of each scale of wavelets by means of a separate multilayer perceptron. The short-term history is decomposed into the lower scales of wavelet coefficients, which are utilized for detailed analysis and prediction, while the long-term history is decomposed into higher scales of wavelet coefficients that are used for the analysis and prediction of slow trends in the time series. These coordinated scales of time and frequency provide an interpretation of the series structures, and more information about the history of the series, using fewer coefficients than other methods. Results concerning scales of time and frequencies are combined by another expert perceptron, which learns the weight of each scale in the goal-prediction of the original time series. Each network is trained by backpropagation. The weights and biases are initialized by a clustering algorithm of the temporal patterns of the time series, which improves the prediction results as compared to random initialization. The suggested multiscale architecture outperforms the corresponding single-scale architectures. The employment of improved learning methods for each of the ScaleNet networks can further improve the prediction results